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st: RE: statalist-digest V4 #3231


From   "Matthew Mercurio (matthewmercurio)" <matthewmercurio@fscgroup.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: statalist-digest V4 #3231
Date   Sat, 1 Nov 2008 18:10:44 -0700

Thanks, examining the thread you referenced and the explanation from Maarten Buis was extremely helpful.

Kind Regards,

=Matt

Date: Fri, 31 Oct 2008 20:44:25 -0300
From: "Joao Ricardo F. Lima" <jricardofl@gmail.com>
Subject: Re: st: glm and reg produce different results for loglinear model?

Dear Matthew,

see this Maarten's answer:

http://www.stata.com/statalist/archive/2008-10/msg01362.html

it´s other case, but I think that you can understand the difference.

HTH,

Joao Lima

2008/10/31 Matthew Mercurio (matthewmercurio) <matthewmercurio@fscgroup.com>:
> Since these variables appear approximately lognormal, I have been
> estimating the following simple model:
>
> reg lnoutagecost lnmwhannual
>
> where lnoutagecost and lnmwhannual represent the natural log of the two
> variables desribed above.  The results are:

> I then tried the following model in glm which I had expected to produce
> identical results:
> 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?
>



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