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Re: st: Need help to comeup with predicted mean after xtgee


From   [email protected]
To   [email protected]
Subject   Re: st: Need help to comeup with predicted mean after xtgee
Date   21 Jun 2010 10:31:45 -0500

thanks a lot. very helpful.

Terry

On Jun 21 2010, Maarten buis wrote:

--- On Mon, 21/6/10, [email protected] wrote:
I am running an xtgee regression on a large time series data.
The dependent variable is a log transformed person-month
medical costs. The model is:

. xi: xtgee ln_medicaidMC i.state <snip>,
family(gamma) link(log)
<snip>
. predict mean_sample if e(sample)

. gen expmean_sample=exp( mean_sample)
The pmt_mc is the raw person-month medical cost without
transformation. The mean_sample is the predicted mean (see
command above) and the expmean_sa~e is the exp(
mean_sample). Since the predicted mean (mean_sample) is
exp(xb), I suppose it is in dollar amount, not the log
transformed dollar amount. But, mean of the mean_sample is
too slow compare with the pmt_mc (raw medical costs), 3.017
vs 529.66. But the the expmean_sa~e is loo large compared
with the raw medicaid coss.

In your model you moddeled ln(E(ln(pmt_mc))), that is, the
logarithm of the expected value of the logarithm of medical
cost, while you probably want to model ln(E(pmt_mc)). In
-xtgee- and -glm- it is the -link- option that takes care
of the transformations, you should _not_ transform the dependent variables yourself. So your model should probably
be:

xi: xtgee pmt_mc i.state <snip>, family(gamma) link(log)

A nice article that discusses this use of the link function
to take care of transformations rahter than doing it yourself
is:

Nicholas J. Cox, Jeff Warburton, Alona Armstrong, Victoria J. Holliday (2007) "Fitting concentration and load rating curves with generalized
linear models" Earth Surface Processes and Landforms, 33(1):25--39.
<http://www3.interscience.wiley.com/journal/114281617/abstract>

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


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Terry Lum, Ph.D., M.S.W.
Associate Professor
School of Social Work
University of Minnesota
612.624.4722


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