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st: prediction in loglinear regression model


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: prediction in loglinear regression model
Date   Sat, 7 Feb 2009 15:23:50 -0500

<>
'LEVPREDICT': module to compute log-linear level predictions without retransformation bias

DESCRIPTION/AUTHOR(S)

     levpredict is a post-estimation command for use after a
     log-linear regression model has been estimated. It generates
     predictions of the levels of the dependent variable for the
     estimation sample. These predictions avoid the retransformation
     bias that arises when predictions of the log dependent variable
     are exponentiated. See Cameron and Trivedi, MUS, 2009, 3.6.3.

     KW: log-linear model
     KW: regression
     KW: retransformation bias

     Requires: Stata version 9.2

     Distribution-Date: 20090207

     Author: Christopher F Baum, Boston College
     Support: email baum@bc.edu


INSTALLATION FILES (type net install levpredict)
     levpredict.ado
     levpredict.hlp
-------------------------------------------------------------------------------------------
(type -ssc install levpredict- to install)



Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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