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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Calculate confidence intervals for log-log models |

Date |
Tue, 5 Mar 2013 20:38:44 +0000 |

Sorry, I am still fuzzy on what you want, but it's easier to say what you appear to be doing wrong. 1. -lincom- is for linear combinations, hence its name. Powering isn't included. Stata is giving you a somewhat cryptic error message, but what you are asking is outside the range of what it does. (I should have mentioned that earlier.) 2. Also, a multiplicative change in x is an additive change in ln x. Perhaps you want what you say, but when I think about power functions, I think about multiplying (dividing) the original variables by some constant and consequently about what is equivalent adding (subtracting) on a logarithmic scale. There is likely to be an easier answer in terms of elasticity in -margins- somewhere. Nick On Tue, Mar 5, 2013 at 8:26 PM, Jason Ferris <j.ferris@uq.edu.au> wrote: > Hi Nick, > > Sorry for my ambiguity. And thank you for your response. > > Before, I start writing my own code to do this I will attempt to clarify. > > Yes I transformed both Y and X with a natural log transformation ln(y) and ln(x) > > I then regress lny on lnx > > OLS example of a result: > > ------------------------------------------------------------------------------ > lny | Coef. Std. Err. t P>|t| [95% Conf. Interval] > -------------+---------------------------------------------------------------- > lnx | 2.105722 .0817271 25.77 0.000 1.942802 2.268642 > _cons | -3.032146 .4274653 -7.09 0.000 -3.884282 -2.180009 > ------------------------------------------------------------------------------ > > To calculate a 10% change on lnx (with confidence intervals) when I type > lincom 1.1^lnx - I get the message 'not possible with text' > > I would like to construct a table highlighting percentage changes in lny with a series of percentage changes (10,25...) in lnx On Tue, 5 Mar 2013 12:49:28 +0000 Nick Cox <njcoxstata@gmail.com> wrote: > Not really clear what you are doing but I guess that you are > transforming first. Either way, something like > > _b[ln(y)] > > makes no sense to Stata as > > ln(y) > > can't be a variable name. > > I fear you need to write your own code. On Tue, Mar 5, 2013 at 11:30 AM, Jason Ferris <j.ferris@uq.edu.au> wrote: >> I have run a series of log-log OLS models - ln(y)=ln(x)+cons - and would like to present a table of percentage change at 10%, 25%, 50%, & 75% with corresponding changes in the confidence intervals. >> >> Is there a way to do this in Stata or a ado file that I could utilise. >> >> When trying to use lincom (.e.g., 1.1^_b[ln(x)] - I get a 'not possible with test' error. What are the alternatives besides doing it all by hand? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: RE: Calculate confidence intervals for log-log models***From:*Jason Ferris <j.ferris@uq.edu.au>

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