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st: RE: Interpretation of regression outputs when variables are log transformed


From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: Interpretation of regression outputs when variables are log transformed
Date   Wed, 2 Mar 2011 18:07:01 +0000

This may help: 

SJ-3-4  st0054  . . . . . . . . . . Stata tip 1: The eform() option of regress
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  R. Newson
        Q4/03   SJ 3(4):445                                      (no commands)
        tips for using the eform() option of regress

http://www.stata-journal.com/sjpdf.html?articlenum=st0054

Nick 
[email protected] 

Marco Buur

Me and my colleague are not sure that our interpretations of the
results are correct. Please confirm!

10% increase in Y will increase X for 1.1^0.223=1.021481649 which is
2.1% and 10 % increase in Z will increase X for 1.1^1.05=1.10525457
which is 10.5%.

Is this correct?

-----------------------------------------------------------
              |               Robust
    Log(X)    |      Coef.   Std. Err.      z    P>|z|
-------------+----------------------------------------------
    Log(Y)    |   .223     .033     3.57   0.000
    Log(Z)    |   1.05     .1045    11.14  0.000


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