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st: difficulty in understanding link function in glm
From
Reza Yousefi Nooraie <[email protected]>
To
[email protected]
Subject
st: difficulty in understanding link function in glm
Date
Thu, 19 Sep 2013 13:02:28 -0400
Hi statalist members,
I have difficulty replicating the results using two alternative configurations of generalized linear model.
I'd like to predict a continuous dependent variable by a group of dichotomous and categorical variables. Since the dependent variable is highly skewed, I decided to log transform it. I assume that predicting a log transformed variable with a link(identity) function should give the same results as predicting the original variable with link(log) function. But not only the coefficients are different, but also their significance, and the overall log likelihood are different.
Perhaps I misunderstood the whole process.
Thanks for advice
Reza
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