Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: automatically adjusting for bias in antilog transformation?


From   Tatyana Deryugina <[email protected]>
To   [email protected]
Subject   st: automatically adjusting for bias in antilog transformation?
Date   Tue, 28 Sep 2010 10:39:15 -0400

Hi everyone,

I'm estimating a model of the following form: ln y = a + bx + cz + e,
which I assume to be normally distributed with heteroskedastic errors.
I would like to compute the average change in Y due to X, e.g.
E[Y|X=x] - E[Y|X=0]. I know that simply computing
exp(a_hat+b_hat*x+c_hat*z) - exp(a_hat+c_hat*z) will result in biased
estimates.

I found how to do the correction for heteroskedasticity in SAS
(http://www2.sas.com/proceedings/forum2008/370-2008.pdf) and I'm
wondering if there's a way to do the corresponding calculation in
Stata without a lot of manual manipulation of the variables (I also
have a lot of fixed effects in the model). If anyone knows a command
that can simplify the calculation, I would be very grateful!

Sincerely,
Tatyana
*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index