Re: st: boostrapping from a log regression

[as669@york.ac.uk]

Many thanks for your help Maarten, the reference has an excellent summary 
of GLM and surrounding issues which has been very helpful to a relative 
newcomer.

However I wonder if I haven't been clear enough with my query. Its the 
actual Beta Coefficient im having difficulty trying to obtain in natural 
units not the predicted values of the dependent variables (y).

I had understood from a colleague (who is now away and uncontactable 
unfortunately) that it is possible to obtain this by bootstrap. However I 
am uncertain as to how this can be achieved in stata or how to extract the 
required scalars from said bootstrap in order to use them in a later 
calculation.

I have actually tried a number of models including GLM models, but the AIC 
on the log transformed model is so much lower that i`d prefer to use it if 
it is at all possible.

Failing that, does anyone know if i would need to perform any similar 
transofrmations on beta coeficients from a GLM -Gamma- link(identity)-, or 
-Gamma- -link(log).


Andy Stoddart



On Aug 31 2010, Maarten buis wrote:

> --- 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
> --------------------------
>
>
>      
>
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