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From | Marco Buur <marco.buur@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: predict residuals in Stata 10 |
Date | Wed, 31 Mar 2010 10:27:49 +0200 |
Thank you very much Yes,make sense, will run the both estimators and compare the results Marco On Thu, Mar 25, 2010 at 4:33 PM, Maarten buis <maartenbuis@yahoo.co.uk> wrote: > --- On Thu, 25/3/10, Marco Buur wrote: >> I would like to predict residuals after xtreg command >> (Stata 10) in order to use meanonly residuals for Duan >> smearing antilog transformation > > The problem is that you did not model the thing you were > interested in, you modeled E(log(y)) instead of log(E(y)). > So the elegant solution is to estimate the right model > to begin with, rather than trying to clean up the mess > that is the result of estimating the wrong model. In > non-panel data you do that by estimating a -glm- using > the untransforemed explained/dependent/y variable and > the -link(log)- option. The generalizaiton to panel data > would be -xtgee-. > > *------------------- begin example ------------------------ > webuse nlswork, clear > gen wage = exp(ln_wage) > gen baseline = 1 > xtgee wage south union wks_ue grade collgrad baseline, /// > link(log) eform nocons > *--------------------- end example ------------------------ > (For more on examples I sent to the Statalist see: > http://www.maartenbuis.nl/example_faq ) > > So the average wage for someone from the south, non-union, > no unemployment in the last year, etc is $2.01 an hour. In > the south that is 100*(.895-1) = -10.4% less, while for > Union member it is 14% more, etc. If you use -predict-, it > will give you the average wage by default. > > Hope this helps, > Maarten > > -------------------------- > Maarten L. Buis > Institut fuer Soziologie > Universitaet Tuebingen > Wilhelmstrasse 36 > 72074 Tuebingen > Germany > > http://www.maartenbuis.nl > -------------------------- > > > > > * > * 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/ > * * 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/