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Re: st: RE: Interpretation of regression outputs when variables are log transformed
From
Marco Buur <[email protected]>
To
[email protected]
Subject
Re: st: RE: Interpretation of regression outputs when variables are log transformed
Date
Thu, 3 Mar 2011 09:37:57 +0100
Dear Nick
Thanks for the tip
I have xtreg, re cluster () model where eform() doesn't work. I run it
as reg, cluster () and it works. I assume that now we interpret the
results in the way as without log-log transformation?
So for every unit increase in Y, a 1.33 unit increase in X will be
predicted, holding Z variable constant?
-----------------------------------------------------
| Robust
log(X) | GM/Ratio Std. Err. t P>|t|
-------------+----------------------------------------
log(Y) | 1.33217 .145 4.44 0.000
log(Z) | 2.724049 .333 7.67 0.000
Many thanks
Marco
On Wed, Mar 2, 2011 at 7:07 PM, Nick Cox <[email protected]> wrote:
> This may help:
>
> SJ-3-4 st0054 . . . . . . . . . . Stata tip 1: The eform() option of regress
> . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . R. Newson
> Q4/03 SJ 3(4):445 (no commands)
> tips for using the eform() option of regress
>
> http://www.stata-journal.com/sjpdf.html?articlenum=st0054
>
> Nick
> [email protected]
>
> Marco Buur
>
> Me and my colleague are not sure that our interpretations of the
> results are correct. Please confirm!
>
> 10% increase in Y will increase X for 1.1^0.223=1.021481649 which is
> 2.1% and 10 % increase in Z will increase X for 1.1^1.05=1.10525457
> which is 10.5%.
>
> Is this correct?
>
> -----------------------------------------------------------
> | Robust
> Log(X) | Coef. Std. Err. z P>|z|
> -------------+----------------------------------------------
> Log(Y) | .223 .033 3.57 0.000
> Log(Z) | 1.05 .1045 11.14 0.000
>
>
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