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, is already up and running.

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

st: automatically adjusting for bias in antilog transformation?

From   Tatyana Deryugina <>
Subject   st: automatically adjusting for bias in antilog transformation?
Date   Tue, 28 Sep 2010 10:39:15 -0400

Hi everyone,

I'm estimating a model of the following form: ln y = a + bx + cz + e,
which I assume to be normally distributed with heteroskedastic errors.
I would like to compute the average change in Y due to X, e.g.
E[Y|X=x] - E[Y|X=0]. I know that simply computing
exp(a_hat+b_hat*x+c_hat*z) - exp(a_hat+c_hat*z) will result in biased

I found how to do the correction for heteroskedasticity in SAS
( and I'm
wondering if there's a way to do the corresponding calculation in
Stata without a lot of manual manipulation of the variables (I also
have a lot of fixed effects in the model). If anyone knows a command
that can simplify the calculation, I would be very grateful!

*   For searches and help try:

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