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| From | Tatyana Deryugina <tatyanad@mit.edu> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: automatically adjusting for bias in antilog transformation? |
| Date | Tue, 28 Sep 2010 10:39:15 -0400 |
Hi everyone, I'm estimating a model of the following form: ln y = a + bx + cz + e, which I assume to be normally distributed with heteroskedastic errors. I would like to compute the average change in Y due to X, e.g. E[Y|X=x] - E[Y|X=0]. I know that simply computing exp(a_hat+b_hat*x+c_hat*z) - exp(a_hat+c_hat*z) will result in biased estimates. I found how to do the correction for heteroskedasticity in SAS (http://www2.sas.com/proceedings/forum2008/370-2008.pdf) and I'm wondering if there's a way to do the corresponding calculation in Stata without a lot of manual manipulation of the variables (I also have a lot of fixed effects in the model). If anyone knows a command that can simplify the calculation, I would be very grateful! Sincerely, Tatyana * * 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/