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From | "Bontempo, Daniel E" <deb193@ku.edu> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: Duan smearing for retransformation |
Date | Mon, 17 May 2010 18:00:54 -0500 |
Hi - I am looking at LEVPREDICT and thinking about using the mean of log-residuals (Duan smearning) to eliminate bias in back-transformation of predictions after regression with log-transformed DV. My 1st question is whether this correction would be needed to properly back-transform coefficients after a generalized model with link function log? My 2nd question is would this be possible to apply after random intercept model in xtmixed. If it is possible, would the smearing use the level-1 residual variance, the level-2 variance, or both? I am assuming ln_sd of the random components would need to be obtained. So does this correction seem possible after two-level ri model? Thanks * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/