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'LEVPREDICT': module to compute log-linear level predictions
without retransformation bias
DESCRIPTION/AUTHOR(S)
levpredict is a post-estimation command for use after a
log-linear regression model has been estimated. It generates
predictions of the levels of the dependent variable for the
estimation sample. These predictions avoid the retransformation
bias that arises when predictions of the log dependent variable
are exponentiated. See Cameron and Trivedi, MUS, 2009, 3.6.3.
KW: log-linear model
KW: regression
KW: retransformation bias
Requires: Stata version 9.2
Distribution-Date: 20090207
Author: Christopher F Baum, Boston College
Support: email [email protected]
INSTALLATION FILES (type net install
levpredict)
levpredict.ado
levpredict.hlp
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(type -ssc install levpredict- to install)
Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
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