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st: Inverse hyperbolic sine transformation

From   Stephane Mahuteau <[email protected]>
To   [email protected]
Subject   st: Inverse hyperbolic sine transformation
Date   Fri, 29 Jan 2010 18:29:36 +1100

Dear Statalisters,

I estimated a double hurdle model using the Inverse Hyperbolic sine transformation to my dependent variable in the second hurdle. From these results I'd like to compute the expected values of this dependent variable y (given y>0) rather than using the expected values of the transformed variable. From what I read in the Cameron & Trivedi "Microeconometrics using stata" applied to some other transformations on non linear models, it looks like getting the expected values of the variable y from the estimated values of the transformed y would be more complex than just inversing the transformation. Would anybody have any idea on how I can perform this? Is it ok to just invert the transformation?
I'd much appreciate any help, thank you very much.



Dr. Stephane Mahuteau,
Department of Economics, Macquarie University
Ryde, Sydney, NSW 2109

tel: (612) 9850 8489
fax: (612) 9850 6069
e-mail: [email protected] 

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