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Re: st: How to Interpret Coefficients when DV is square-rooted


From   "springathens@gmail.com" <springathens@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to Interpret Coefficients when DV is square-rooted
Date   Thu, 4 Aug 2011 20:21:36 -0400

Thanks Nick!
I'll try -glm- with square root link.

Best
Sangyub

On Wed, Aug 3, 2011 at 3:10 AM, Nick Cox <njcoxstata@gmail.com> wrote:
> -glm- with square root link may help.
>
> Nick
>
> On 2 Aug 2011, at 21:48, "springathens@gmail.com" <springathens@gmail.com>
> wrote:
>
>> Dear Stata Listers
>> I am estimating turnover ratio using OLS.  I found heteroskedasticity,
>> and as recommended in the textbook (Wooldridge, 2006)  I transformed
>> turnover rates using square root.
>> After transformation, heteroskedsticity problem is solved.  However,
>> the next problem occurs: how do I interpret the beta coefficients for
>> each independent variable?
>>
>> If I square both sides, the equation in the right hand side becomes messy.
>>
>> There are multiple recommendations to solve a heteroskedsticity
>> problem (such as using weighted least squares, or robust standard
>> error and so on), but I am now curious how to interpret coefficients
>> of independent variables when dependent variable is square rooted
>
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