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RE: st: Comparison of the R-squared in a loglog and linear model


From   Maarten buis <[email protected]>
To   [email protected]
Subject   RE: st: Comparison of the R-squared in a loglog and linear model
Date   Mon, 21 Jun 2010 09:50:43 -0700 (PDT)

--- On Mon, 21/6/10, Jay Tuthill wrote:
> It has been awhile since I looked at
> this but recall a technique from grad school using the
> geometric mean. For your dependent variable y, create a log
> variable

Another reference is:
Roger Newson (2003) "Stata tip 1: The eform() option of regress" 
The Stata Journal, 3(4):445.
http://www.stata-journal.com/article.html?article=st0054

The real question is whether you really want to know how the
geometric mean changes when an explanatory variable changes, or
whether you want to know how the arithmatic (regular) mean changes
when an explanatory variable changes... If you care about the 
latter then your best choice is -glm- with the -line(log)- option,
see the article by Nick et al. I refered to earlier today:
<http://www.stata.com/statalist/archive/2010-06/msg01168.html>.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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