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st: Interpretation GLM coefficients


From   Fabien Bertho <fabien.bertho@sciences-po.org>
To   statalist@hsphsun2.harvard.edu
Subject   st: Interpretation GLM coefficients
Date   Thu, 19 Jan 2012 10:39:46 +0100 (CET)

Hello,

I am running glm Poisson regressions and I have some problems in interpreting the coefficients. I am running the following regression:

- glm x1 ln_x2 x3 x4, robust cluster(distance) family(poisson) link(log) irls -

Where x1 is an integer, x2 and x3 are continuous variables and x4 is a dummy variable.

Is the interpretation of glm coefficients different from OLS coefficients? My attempt:

=> A one percent change in x2, generate a b2 unit change in x1
=> A one unit change in x3, generate a b3 unit change in x1
=> The movement of x4 from 0 to 1 produces a b4 unit change in x1

Is this correct?

Thank you.

Best Regards,

Fabien BERTHO

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