<>
So far, you have not employed the capabilities of -predictnl-. The result
you get from your code is the same as the one you would get from -predict-.
See the example below...
*************
sysuse auto, clear
gen lnprice=log(price)
reg lnprice we tr tu
predict pred
predictnl phat= predict(), ci(lb ub)
*both solutions are equal
compare phat pred
*here is a non-linear prediction
predictnl expphat= exp(xb()), ci(lbexp ubexp)
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Loncar, Dejan
Gesendet: Mittwoch, 1. April 2009 10:49
An: [email protected]
Betreff: st: RE: AW: FW: Transformation of SE
Thank you Martin,
This works
predictnl phat= predict(), ci(lb ub)
I suppose that I need to do antilog for both, predicted values and lb and
ub?
Kind regards,
Dejan
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Martin Weiss
Sent: 01 April 2009 10:04
To: [email protected]
Subject: st: AW: FW: Transformation of SE
<>
Take a look at
*************
help predictnl
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Loncar, Dejan
Gesendet: Mittwoch, 1. April 2009 10:01
An: [email protected]
Betreff: st: FW: Transformation of SE
Dear All,
I run regression and used a log transformation to normalize the
distribution of variables and meet other regression assumptions.
I got predicted values that I need to transform (antilog) using Duan's
Smearing Retransformation and stdp standard error of the linear
prediction xb which a I would use eventually to calculate ub and lb.
reg lnX lnY lnZ
predict yhatraw
predict SE, stdp
gen YHTSMEAR=(exp(yhatraw))*meanres
My question is what to do with SE. How can I transform it after I do
antilog of predicted values using Duan's Smearing Retransformation?
Thank you in advance
Dejan
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