Note incidentally that the normality of marginal distributions is not an
issue in regression: at most the normality of error terms.
Nick
[email protected]
Loncar, Dejan
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?
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