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Re: st: boostrapping from a log regression with sureg
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: boostrapping from a log regression with sureg
Date
Tue, 31 Aug 2010 07:11:57 +0000 (GMT)
--- On Mon, 30/8/10, [email protected] wrote:
> Im trying to regress a log transformed dependent (y)
> variable on a dummy variable with a number of other
> explanatory variables:
>
> Log Y = b1 + b2D + b3X1 + ... + bnXn + u
>
> From this I am trying to extract scalars from the
> matrix for:
> a) the Beta (coefficient) of the dummy in natural units,
> b) the variance (Y:D), and
> c) the standard error (or t-test)
The easiest solution is to use -glm- together with -link(log)-
option. See for more on this issue:
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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