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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Low varability in dependent as a reason for period differing regression results? |

Date |
Tue, 15 Jan 2013 12:31:17 +0000 |

On Tue, Jan 15, 2013 at 12:22 PM, Birk Teuchert <b.teuchert@gmx.de> wrote: > Thanks for the quick reply Nick! > > could you explain more precisely how i do the plots You should type -help regress postestimation-. > and what you with a different scale (i.e. the commands -glm or link(log)-? What is the question here? -glm- is a command and -link(log)- is one of its options. That is what -glm, link(log)- indicates. Again, there is help at -help glm-, which is linked to the manual entry, which gives literature references. > Regarding your third point: i dont think that the predictors should play different roles in the two regressions.. Nature and society often are indifferent to what we think they should do. You asked: Is it enough to look at the distribution of y, and my answer is definitely No. > > Thanks a lot > -------- Original-Nachricht -------- >> Datum: Tue, 15 Jan 2013 12:09:00 +0000 >> Von: Nick Cox <njcoxstata@gmail.com> >> An: statalist@hsphsun2.harvard.edu >> Betreff: Re: st: Low varability in dependent as a reason for period differing regression results? > >> Plot observed vs predicted and residual vs predicted for each >> regression. You can do this regardless of how complicated each >> regression is. R-square is the square of the correlation between >> observed and predicted for plain regression, so such graphs make >> explicit what underlies each R-square. >> >> With a difference of means that is an order of magnitude, you may be >> better off modelling on some different scale, e.g. -glm, link(log)-. >> >> You do also need to check whether predictors play similar roles in each >> case. >> >> Nick >> >> On Tue, Jan 15, 2013 at 12:00 PM, Birk Teuchert <b.teuchert@gmx.de> wrote: >> >> > I have problems identifying the reasons for the differing results for 2 >> different time periods (the general regression equation is the same for >> both periods) i would like to do my analysis seperatly with. >> > How can I identify possible reasons for the differing results? >> > >> > I had a look at the descriptives and indeed I noticed that mean (10 >> times higher) and SD (4 times hihger) of my dependent is a lot higher for one >> time period which results in an R2 of 30% compared to 4% in the other time >> period. >> > >> > Is this difference in the distribution of the dependent variable enough >> to explain the different results or how do I identify possible other >> explanations?? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Low varability in dependent as a reason for period differing regression results?***From:*"Birk Teuchert" <b.teuchert@gmx.de>

**Re: st: Low varability in dependent as a reason for period differing regression results?***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: Low varability in dependent as a reason for period differing regression results?***From:*"Birk Teuchert" <b.teuchert@gmx.de>

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