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]

Re: st: Dependent variable


From   David Hoaglin <[email protected]>
To   [email protected]
Subject   Re: st: Dependent variable
Date   Wed, 6 Jun 2012 12:26:06 -0400

Dear Alexandre,

The coefficient of each explanatory variable reflects the association
between the dependent variable and that explanatory variable, after
adjusting for the contributions of the other explanatory variables.

Differences in the log scale correspond to ratios in the original
scale.  Otherwise, the interpretation does not change with the change
of scale.

David Hoaglin

On Wed, Jun 6, 2012 at 9:54 AM, Alexander James
<[email protected]> wrote:
> Dear Statalist,
>
>
> I am running a fixed effects model in which my dependent variable captures changes in firm market share: Market share change= ln(MS t+1)-ln(MS t) . I am not sure about how to interpret the direction of the coefficients of my explanatory variables. Since my dependent variable is a log I am not sure if a negative in one explanatory means that it is negatively or positively correlated with my dependent. Would some have a suggestion on how to interpret it?

*
*   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