Thanks, Nick and Richard. This is very helpful.
I wonder if I could use link(log) after treatreg or heckman. Any thoughts on
how to do it?
Cheers,
Shehzad
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: 02 June 2008 13:29
To: [email protected]
Subject: st: RE: prediction after y-logged regression
There is a large literature on this problem, especially it seems in
health economics.
If you use -glm, link(log)- the predictions are in essence adjusted
automatically.
What you describe is a special case of smearing, which is very easy too
in the case of log transformation. In my experience the results of using
-glm, link(log)- and of smearing are very similar. I prefer -glm-.
Nick
[email protected]
Shehzad Ali
I am running a regression in which y variable is logged
(semi-logarithmic).
The literature suggests that in order to get an anti-logged prediction
of
yhat, one should proceed like this:
1. Run the regression and predict yhat,
2. Then exponentiate the predicted yhat, and finally
3. Mutiply the exponentiated predicted yhat by the mean value of
residuals
from the regression (otherwise known as smearing).
I was wondering if there is a direct way to do it in stata or if there
is
any other method that experts would suggest to get anti-logged
prediction.
Thank you,
Shehzad
--
Shehzad I Ali
Department of Social Policy & Social Work
University of York
YO10 5NG
+44 (0) 773-813-0094
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