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st: Duan smearing for retransformation


From   "Bontempo, Daniel E" <deb193@ku.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Duan smearing for retransformation
Date   Mon, 17 May 2010 18:00:54 -0500

Hi -

I am looking at LEVPREDICT and thinking about using the mean of
log-residuals (Duan smearning) to eliminate bias in back-transformation
of predictions after regression with log-transformed DV.

My 1st question is whether this correction would be needed to properly
back-transform coefficients after a generalized model with link function
log?

My 2nd question is would this be possible to apply after random
intercept model in xtmixed. If it is possible, would the smearing use
the level-1 residual variance, the level-2 variance, or both? I am
assuming ln_sd of the random components would need to be obtained.

So does this correction seem possible after two-level ri model?

Thanks

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