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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: retransformation of ln(Y) coefficient and CI in regression |

Date |
Mon, 6 Jun 2011 09:01:44 +0200 |

On Sun, Jun 5, 2011 at 6:55 PM, Steve Rothenberg wrote: > . glm Y i.factor, vce(robust) family(Gaussian) link(log) > > followed by > > . predict xxx, mu > > the command does indeed return the factor predictions in the original Y > metric. > > However, the regression table with 95% CI is still in the original ln(Y) > units and I am still stuck not being able to calculate the 95% CI in the > original Y unit metric. As for the regression table, you can your coefficients in the y metric by specifying the -eform- option: *-------------- begin example ----------------- sysuse auto, clear gen byte baseline = 1 gen c_mpg = mpg - 20 glm price c_mpg foreign baseline, /// link(log) nocons eform *---------------- end example ---------------- In this example the domestic cars with 20 miles per gallon cost on average 5,735 dollars. This price increases by a factor 1.36, i.e. 36%, when the car is foreign and decreases by a factor .93, i.e. -7%, for every mile per gallon increase in mileage. > The predict command for returning prediction SE > (stdp) also only returns the SE in the ln(Y) metric. > > I'd welcome further suggestions for deriving the 95% confidence interval in > the original Y metric after either For that type of problem I like the old -adjust- command, see: -help adjust-. That help file says that it is superseded by the -margins- command, but it is much easier to use if you want to create variables (e.g. as preparation for creating graphs). 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/

**References**:**st: RE: retransformation of ln(Y) coefficient and CI in regression***From:*"Steve Rothenberg" <drlead@prodigy.net.mx>

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