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

st: RE: FW: Transformation of SE

From   "Nick Cox" <>
To   <>
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. 


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? 

*   For searches and help try:

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