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st: RE: FW: Transformation of SE


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: FW: Transformation of SE
Date   Wed, 1 Apr 2009 14:02:24 +0100

Note incidentally that the normality of marginal distributions is not an
issue in regression: at most the normality of error terms. 

Nick 
n.j.cox@durham.ac.uk 

Loncar, Dejan

 I run regression and used a log transformation to normalize the
distribution of variables and meet other regression assumptions. 


I got predicted values that I need to transform (antilog) using Duan's
Smearing Retransformation and stdp standard error of the linear
prediction xb which a I would use eventually to calculate ub and lb.

reg lnX lnY lnZ
predict yhatraw
predict SE, stdp
gen YHTSMEAR=(exp(yhatraw))*meanres

My question is what to do with SE. How can I transform it after I do
antilog of predicted values using Duan's Smearing Retransformation? 

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