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From |
Partha Deb <partha.deb@hunter.cuny.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Duan smearing for retransformation |

Date |
Tue, 18 May 2010 11:41:12 -0400 |

Bontempo, Daniel E wrote:

I am not sure exactly what is meant by "not needing" - does this just apply to predictions? The coefficients do not seem to be in the non-logged metric. If I use gllamm to run the same model I used in xtmixed, except specify a log link function, it is not clear to me what scale the estimated model parameters are on, or if I can transform them back to original metric. -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Partha Deb Sent: Monday, May 17, 2010 8:22 PM To: statalist@hsphsun2.harvard.edu Subject: Re: st: Duan smearing for retransformation One of the advantages of using GLM with a log link vis-a-vis taking logsof y is that you do not need a retransformation. Retransformation withDuan (or any other) smearing works only under stated assumptions whichmay or may not be met. Duan smearing with heteroskedastic errors, as isimplied by multilevel models, is far from straightforward although Iimagine it could be done. You are much better off with a generalizedmodel. HTH Partha Bontempo, Daniel E wrote:Hi - I am looking at LEVPREDICT and thinking about using the mean of log-residuals (Duan smearning) to eliminate bias inback-transformationof 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 linkfunctionlog? 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 * * 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/

-- Partha Deb Professor of Economics Hunter College ph: (212) 772-5435 fax: (212) 772-5398 http://urban.hunter.cuny.edu/~deb/ Emancipate yourselves from mental slavery None but ourselves can free our minds. - Bob Marley * * 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**:**RE: st: Duan smearing for retransformation***From:*"Bontempo, Daniel E" <deb193@ku.edu>

**References**:**st: Duan smearing for retransformation***From:*"Bontempo, Daniel E" <deb193@ku.edu>

**Re: st: Duan smearing for retransformation***From:*Partha Deb <partha.deb@hunter.cuny.edu>

**RE: st: Duan smearing for retransformation***From:*"Bontempo, Daniel E" <deb193@ku.edu>

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