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Re: st: Comparison of the R-squared in a loglog and linear model


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Comparison of the R-squared in a loglog and linear model
Date   Fri, 18 Jun 2010 09:47:55 -0400

<>
On Jun 18, 2010, at 2:33 AM, Natalie wrote:

> Can I not maybe obtain the antilog predicted values for the log log
> model and compute the R-squared between the antilog of the observed and
> predicted values. And then compare this R-square with the R-square
> obtained from OLS estimation of the linear model?
> 
> There are other statistical programs that can do this automatically, but
> as I work with Stata, I'd rather do it with this program.


findit levpredict

Generate the level form of the dependent variable (correctly, using this routine) and then
compute the squared correlation between that and the original level variable. That will be the
R^2 of the log form of the regression.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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