Re: st: RE: Linear regression of 'log' predictors

[Richard Goldstein <richgold@ix.netcom.com>]

Maarten Buis wrote:

> Ashwin:
[snip]
> As for interpretation, say you have one explanatory variable called female (0 = male, 1 = female) and you find a regression coefficient of -4, than the average duration is 4% less for females than for males.
actually, this is not correct -- see the -logdummy- command and writeup

Rich

> HTH,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology 
> Vrije Universiteit Amsterdam 
> Boelelaan 1081 
> 1081 HV Amsterdam 
> The Netherlands
>
> visiting adress:
> Buitenveldertselaan 3 (Metropolitan), room Z434 
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Ashwin Ananthakrishnan
> Sent: woensdag 27 september 2006 15:32
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Linear regression of 'log' predictors
>
> I have a model where the outcome is length of stay
> (los). This variable has some right skew and is not
> perfectly 'normal'.
>
> Is it valid for me to run linear regression of other
> predictors on length of stay if the los is not
> normally distributed?
>
> If it is not valid, then log (los) is a normally
> distributed variable. But how do I interpret the
> coefficients of the log(los). I find that
> exponentiating log(los) coefficient doesn't seem to be
> appropriate as it doesn't yield valid results. For
> example p>0.05, but the 95% CI don't overlap 'zero'
> which is what I would expect in linear regression.
> Also exp(log(los)) doesn't give a similar estimate as
> the coefficients if I run the regression on los
> directly.
>
> I apologize in advance if my question is either to
> basic or difficult to understand.
> Thank you.
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/