Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: Calculate confidence intervals for log-log models


From   Jason Ferris <j.ferris@uq.edu.au>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Calculate confidence intervals for log-log models
Date   Thu, 7 Mar 2013 22:46:47 +0000

Hello Paul,

Thank you for your solution.  That is perfect.

Kind regards,

Jason


Date: Wed, 6 Mar 2013 10:26:14 +0000
From: "Seed, Paul" <paul.seed@kcl.ac.uk>
Subject: st: RE: Calculate confidence intervals for log-log models

The same result can be got in a simpler way.

Consider a well-known example:
*********** Start of Stata code ***********
clear
sysuse auto
gen ln_price = ln(price)
gen ln_mpg = ln(mpg)

regress ln_mpg ln_price
* effect of a 10% increase in price on mpg.
lincom `=ln(1.1)'*ln_price , eform
* The mpg falls on average by 3.4% to 96.6% of the original value.

* Alternative method
nlcom 1.1^_b[ln_price]
* The same confidence interval; but the test (t in particular) 
* no longer agrees with that given by the regression. 


***********  End of Stata code  ***********



*******************************************************************

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index