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Re: st: RE: Calculate confidence intervals for log-log models
From
Richard Goldstein <[email protected]>
To
[email protected]
Subject
Re: st: RE: Calculate confidence intervals for log-log models
Date
Tue, 05 Mar 2013 15:33:56 -0500
I don't know that this actually makes a lot of sense, but here is how to
do it: (1) don't use -lincom- as that is for linear combinations and
powers are not linear; (2) us -nlcom- as in
nlcom 1.1^_b[lnx]
Rich
On 3/5/13 3:26 PM, Jason Ferris wrote:
> 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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