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Re: st: How to Interpret Coefficients when DV is square-rooted
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"[email protected]" <[email protected]>
To
[email protected]
Subject
Re: st: How to Interpret Coefficients when DV is square-rooted
Date
Thu, 4 Aug 2011 20:21:36 -0400
Thanks Nick!
I'll try -glm- with square root link.
Best
Sangyub
On Wed, Aug 3, 2011 at 3:10 AM, Nick Cox <[email protected]> wrote:
> -glm- with square root link may help.
>
> Nick
>
> On 2 Aug 2011, at 21:48, "[email protected]" <[email protected]>
> wrote:
>
>> Dear Stata Listers
>> I am estimating turnover ratio using OLS. I found heteroskedasticity,
>> and as recommended in the textbook (Wooldridge, 2006) I transformed
>> turnover rates using square root.
>> After transformation, heteroskedsticity problem is solved. However,
>> the next problem occurs: how do I interpret the beta coefficients for
>> each independent variable?
>>
>> If I square both sides, the equation in the right hand side becomes messy.
>>
>> There are multiple recommendations to solve a heteroskedsticity
>> problem (such as using weighted least squares, or robust standard
>> error and so on), but I am now curious how to interpret coefficients
>> of independent variables when dependent variable is square rooted
>
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