Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


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

Re: st: boostrapping from a log regression with sureg


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: boostrapping from a log regression with sureg
Date   Tue, 31 Aug 2010 07:11:57 +0000 (GMT)

--- On Mon, 30/8/10, as669@york.ac.uk wrote:
> Im trying to regress a log transformed dependent (y)
> variable on a dummy variable with a number of other
> explanatory variables:
> 
> Log Y = b1 + b2D + b3X1 + ... + bnXn + u
> 
> From this I am trying to extract  scalars from the
> matrix for:
> a) the Beta (coefficient) of the dummy in natural units,
> b) the variance (Y:D), and
> c) the standard error (or t-test)

The easiest solution is to use -glm- together with -link(log)-
option. See for more on this issue:

Nicholas J. Cox, Jeff Warburton, Alona Armstrong, Victoria J. Holliday
(2007) "Fitting concentration and load rating curves with generalized
linear models" Earth Surface Processes and Landforms, 33(1):25--39.
<http://www3.interscience.wiley.com/journal/114281617/abstract>
 
Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index