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From | David Jacobs <jacobs.184@sociology.osu.edu> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: getting realistic fitted values from a regression |
Date | Thu, 22 Jul 2010 18:29:59 -0400 |
That said, I wholeheartedly agree with Maarten's recommendation. I found the article he suggests by Cox et al. to be extremely useful and I'm grateful to him for suggesting it on another occasion.
David Jacobs At 03:08 AM 7/22/2010, you wrote:
--- On Wed, 21/7/10, Woolton Lee wrote: > I have estimated a regression (OLS) using log of patient > travel distance to a hospital predicted by patient, hospital > and area characteristics. I am going to report the results > as marginal effects that I've computed by obtaining > predictions from my estimated regression computed by fixing > some variables and keeping others at their original values. > However after I compute the predictions, I am getting > unrealistically large numbers. When I examined the regression > residuals it looks as though the obs with unrealistic fitted > values have larger residuals. Is there a way to adjust the > regression to better account for this problem? If you want to predict the travel distance you should use -glm- with -link(log)- option rather than use -regress- on a log transformed dependent variable. The difference is that with the former you are modeling log(E(y)), while in the latter you are moddeling E(log(y)). If you want to backtransform your predictions using the antlog transformation you will get exp(log(E(y))) = E(y) for the -glm- command, while after -regress you get exp(E(log(y))) != E(y). A nice discussion on this issue can be found in: 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> There exist approximations you can use after -regress- to fix this problem, by why try to fix a problem if you can easily prevent it? Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/
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