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From |
Nikolaos Pandis <npandis@yahoo.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Convert log tranformed data |

Date |
Sun, 21 Dec 2008 05:20:28 -0800 (PST) |

Dear Maarten, That was great! Thank you Nikolaos --- On Sun, 12/21/08, Maarten buis <maartenbuis@yahoo.co.uk> wrote: > From: Maarten buis <maartenbuis@yahoo.co.uk> > Subject: Re: st: Convert log tranformed data > To: statalist@hsphsun2.harvard.edu > Date: Sunday, December 21, 2008, 12:34 PM > --- Nikolaos Pandis <npandis@yahoo.com> wrote: > > I have transformed some continuous data into log > scale. I run a > > linear regression analysis and I was wondering if > there is an easy > > way to convert the coefficients and confidence > intervals back to the > > original data scale. > > You have two options: > 1) You can use the -eform()- option in -regress-. The > results can be > interpreted as the factor by which the geometric mean of > the dependent > variable in the original metric changes for a unit change > in the > explanatory variable. The constant is the geometric mean of > the > dependent variable in the original metric when all > explanatory > variables are zero. This is discussed in (Newson 2003). > > 2) You can estimate your model with -glm- with the > -link(log)- and > -eform- options. The results can be inerpreted as the > factor by which > the arithmetic mean of the dependent variable in the > original metric > changes for a unit change in the explanatory variable. The > constant is > the arithmetic mean of the dependent variable in the > original metric > when all explanatory variables are zero. > > I am now indulging in my favorite feature request. An > annoying result > of the -eform- option in Stata is that it suppresses the > display of the > constant. So in the two options I have given you above I > told you how > to interpret the constant, if you just add the -eform- > option you won't > see it. The way to see it is to create a new variable > called cons (or > baseline or one) which has the value 1, and add that to the > model > together with the -nocons- option, and in case of -regress- > also add > the -hascons- option. It would be so much easier if Stata > did not > suppress the display of the constant, but for now we will > have to work > with this indirect solution. > > Consider the example below, and remember that -regress- of > a log > transformed dependent variable with the -eform- option > gives results in > terms of the geometric mean, while -glm- gives results in > terms of the > arithmetic mean. Someone with average years of education > (grade), years > of experience (ttl_exp), tenure, age, and is not a member > of a union > has a geometric mean wage of 6.28 dollars an hour and a > arithmetic mean > wage of 7.02 dollars an hour. A year extra in school will > increase the > geometric mean wage by a factor of 1.080 (i.e. 8.0%) and > the arithmetic > mean wage by a factor of 1.082 (i.e. 8.2%). > > *-------------------- begin example --------------------- > sysuse nlsw88, clear > gen ln_w = ln(wage) > gen cons = 1 > > // center the continuous variables > // to create a meaningful constant > foreach var of varlist grade ttl_exp tenure age { > sum `var', meanonly > gen c_`var' = `var' - r(mean) > } > > reg ln_w c_grade union c_ttl_exp c_tenure c_age cons, /// > eform("exp(b)") nocons hascons > > glm wage c_grade union c_ttl_exp c_tenure c_age cons, /// > link(log) eform nocons > *--------------------- end example ---------------------- > (For more on how to use examples I sent to the Statalist, > see > http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html ) > > Hope this helps, > Maarten > > Roger Newson (2003) Stata tip 1: The eform() option of > regress, The > Stata Journal, 3(4): 445. > http://www.stata-journal.com/article.html?article=st0054 > > ----------------------------------------- > Maarten L. Buis > Department of Social Research Methodology > Vrije Universiteit Amsterdam > Boelelaan 1081 > 1081 HV Amsterdam > The Netherlands > > visiting address: > Buitenveldertselaan 3 (Metropolitan), room N515 > > +31 20 5986715 > > http://home.fsw.vu.nl/m.buis/ > ----------------------------------------- > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: Convert log tranformed data***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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