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Re: st: glm and reg produce different results for loglinear model?


From   "Clive Nicholas" <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: glm and reg produce different results for loglinear model?
Date   Sat, 1 Nov 2008 00:48:57 +0000

Matthew Mercurio wrote:

> I have two variables,
>
> (1) outagecost (estimated costs to each customer of a short electrical
> power interuuption)
> (2) mwhannual (annual megawatt hours of electricity consumption fpr each
> customer)
>
> Since these variables appear approximately lognormal, I have been
> estimating the following simple model:
>
> reg lnoutagecost lnmwhannual

[...]

> Obviously the results are very similar, but not identical.
>
> I read the Stata Manual section on GLM and checked a large number of
> posts on Statalist related to loglinear models, but I was not able to
> understand exactly why glm using link(log) doesn't produce the same
> results as logging both variables and using reg.   Based on my reading
> of the Stata manual it appears to have someing to do with the fact that
> the link() option relates to the expectation od the dependent variable,
> not the dependent variable itself.  Can anyone tell me why the results
> are different?

A polite, rhetorical question: since they are two different Stata
commands, why would you expect them to give precisely the same
results?

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<clivenicholas@hotmail.com>. Please respond to contributions I make in
a list thread here. Thanks!]

"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.
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