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help for ^predlog^                                               (STB-29: snp9)
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Predicting log-transformed variables in the original metric
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        ^predlog^ varlist [^if^ exp] [^in^ exp] [^,^ ^fp^redict ]

^predlog^ calculates predicted values in the original metric for a variable that
was log-transformed before estimation.  The simple approach, exponentiating
the predictions of the log-transformed variable, does not produce the
conditional mean in the original metric, although the predictions are
consistent estimators.

^predlog^ calculates three common solutions to this prediction problem.  YHATRAW
is the simple solution, the exponentiated values of the predictions of the
log-transformed values.  YHTNAIVE is equal to the exponential of the sum of
the prediction of the log-transformed values plus one-half the square of the
RMSE from the regression. YHTSMEAR contains Duan's smearing estimate, which,
in many cases, has better properties than the other two estimates.

^predlog^ estimates, but does not display, the regression implied by the
^varlist^ before calculating the predictions.


Option
------

^fp^redict constrains ^predlog^ to calculate in-sample predictions only.  The
    default is to calculate predictions for all possible cases.


Example
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. ^predlog price mpg^


Author
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        Richard Goldstein, Qualitas Inc.
        richgold@@netcom.com


Also see
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    STB:  STB-29 sg48
 Manual:  [5s] predict, [5s] regress