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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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