Matthew Mercurio wrote:
> I have two variables,
>
> (1) outagecost (estimated costs to each customer of a short electrical
> power interuuption)
> (2) mwhannual (annual megawatt hours of electricity consumption fpr each
> customer)
>
> Since these variables appear approximately lognormal, I have been
> estimating the following simple model:
>
> reg lnoutagecost lnmwhannual
[...]
> Obviously the results are very similar, but not identical.
>
> I read the Stata Manual section on GLM and checked a large number of
> posts on Statalist related to loglinear models, but I was not able to
> understand exactly why glm using link(log) doesn't produce the same
> results as logging both variables and using reg. Based on my reading
> of the Stata manual it appears to have someing to do with the fact that
> the link() option relates to the expectation od the dependent variable,
> not the dependent variable itself. Can anyone tell me why the results
> are different?
A polite, rhetorical question: since they are two different Stata
commands, why would you expect them to give precisely the same
results?
--
Clive Nicholas
[Please DO NOT mail me personally here, but at
<[email protected]>. Please respond to contributions I make in
a list thread here. Thanks!]
"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.
*
* 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/
