[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
dr kardos laszlo <l_kardos@chello.hu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: R: linear regression question |

Date |
Tue, 17 Mar 2009 08:33:31 +0100 |

unless i got something wrong,

laszlo Galina Hayes wrote:

Thanks very much everyone, very helpful. Galina ----- Original Message ----- From: "Maarten buis" <maartenbuis@yahoo.co.uk> To: statalist@hsphsun2.harvard.edu Sent: Sunday, March 15, 2009 11:48:52 AM GMT -05:00 US/Canada Eastern Subject: Re: st: R: linear regression question --- On Sun, 15/3/09, Carlo Lazzaro wrote:your thread seems to refer to a log-linear model, where only the dependent variable (i.e., Y) is log-transformed. In a log-linear model, a unit-change in the independentvariable X (i.e., DeltaX=1)is associated with a 100*Beta%change in Y.This is one possible way of interpreting such a model. Analternative way is discussed in: Roger Newson (2003) "StataTip 1: The eform() option with regress" The Stata Journal,3(4): 445.http://www.stata-journal.com/article.html?article=st0054Both interpretations are correct, they are just different ways of looking at the same model. Hope this helps, Maarten ----------------------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany 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/

* * 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/

**Follow-Ups**:**R: st: R: linear regression question***From:*"Carlo Lazzaro" <carlo.lazzaro@tiscalinet.it>

**References**:**Re: st: R: linear regression question***From:*Galina Hayes <galina@uoguelph.ca>

- Prev by Date:
**st: Kernel smoothed conditional quantiles** - Next by Date:
**st: The use of Obuchowski method in Stata** - Previous by thread:
**Re: st: R: linear regression question** - Next by thread:
**R: st: R: linear regression question** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |