Thanks, examining the thread you referenced and the explanation from Maarten Buis was extremely helpful.
Kind Regards,
=Matt
Date: Fri, 31 Oct 2008 20:44:25 -0300
From: "Joao Ricardo F. Lima" <[email protected]>
Subject: Re: st: glm and reg produce different results for loglinear model?
Dear Matthew,
see this Maarten's answer:
http://www.stata.com/statalist/archive/2008-10/msg01362.html
it´s other case, but I think that you can understand the difference.
HTH,
Joao Lima
2008/10/31 Matthew Mercurio (matthewmercurio) <[email protected]>:
> Since these variables appear approximately lognormal, I have been
> estimating the following simple model:
>
> reg lnoutagecost lnmwhannual
>
> where lnoutagecost and lnmwhannual represent the natural log of the two
> variables desribed above. The results are:
> I then tried the following model in glm which I had expected to produce
> identical results:
> 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?
>
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