Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
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, as669@york.ac.uk 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 -------------------------- * * 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/