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st: RE: Calculate confidence intervals for log-log models
From
Jason Ferris <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: Calculate confidence intervals for log-log models
Date
Tue, 5 Mar 2013 20:26:56 +0000
Hi Nick,
Sorry for my ambiguity. And thank you for your response.
Before, I start writing my own code to do this I will attempt to clarify.
Yes I transformed both Y and X with a natural log transformation ln(y) and ln(x)
I then regress lny on lnx
OLS example of a result:
------------------------------------------------------------------------------
lny | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnx | 2.105722 .0817271 25.77 0.000 1.942802 2.268642
_cons | -3.032146 .4274653 -7.09 0.000 -3.884282 -2.180009
------------------------------------------------------------------------------
To calculate a 10% change on lnx (with confidence intervals) when I type
lincom 1.1^lnx - I get the message 'not possible with text'
I would like to construct a table highlighting percentage changes in lny with a series of percentage changes (10,25...) in lnx
Kind regards,
Jason
On Tue, 5 Mar 2013 12:49:28 +0000 Nick Cox <[email protected]> wrote:
Not really clear what you are doing but I guess that you are
transforming first. Either way, something like
_b[ln(y)]
makes no sense to Stata as
ln(y)
can't be a variable name.
I fear you need to write your own code.
Nick
On Tue, Mar 5, 2013 at 11:30 AM, Jason Ferris <[email protected]> wrote:
> I have run a series of log-log OLS models - ln(y)=ln(x)+cons - and would like to present a table of percentage change at 10%, 25%, 50%, & 75% with corresponding changes in the confidence intervals.
>
> Is there a way to do this in Stata or a ado file that I could utilise.
>
> When trying to use lincom (.e.g., 1.1^_b[ln(x)] - I get a 'not possible with test' error. What are the alternatives besides doing it all by hand?
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