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Re: st: Using Levprdict to predict values of second dataset


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Using Levprdict to predict values of second dataset
Date   Wed, 14 Mar 2012 16:03:48 +0100

On Wed, Mar 14, 2012 at 3:54 PM, NEPPC RA wrote:
> I am using a regression to estimate log(per capita expenditure) in a
> certain subset of my data, let's call it subset "A". I then want to
> use the results from that regression to estimate values for a
> completely different subset. Usually I can simply regress on the
> variables in question and then specify predict X. However, since it is
> logged I am using levpredict to reduce transformation bias. I noticed
> that levpredict is only creating estimates for the observations used
> in the regression. Thus, it is skipping the second subset for which I
> am trying to estimate costs. Any suggestions?

The answer is not to model log(expenditure) but to model expenditure
with the log link function. You can either do this with -glm- or
-poisson-, see:

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://dx.doi.org/10.1002/esp.1523>

and:
<http://blog.stata.com/2011/08/22/use-poisson-rather-than-regress-tell-a-friend/>



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


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