English, Article edition: LEVPREDICT: Stata module to compute log-linear level predictions without retransformation bias Christopher F Baum

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Bookmark: http://trove.nla.gov.au/version/174412
Physical Description
  • code
Language
  • English

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Title
  • LEVPREDICT: Stata module to compute log-linear level predictions without retransformation bias
Author
  • Christopher F Baum
Physical Description
  • code
Notes
  • levpredict is a post-estimation command for use after a log-linear regression model has been estimated. It generates predictions of the levels of the dependent variable for the estimation sample. These predictions avoid the retransformation bias that arises when predictions of the log dependent variable are exponentiated. See Cameron and Trivedi, MUS, 2009, 3.6.3.
  • log-linear model, regression, retransformation bias
  • RePEc:boc:bocode:s457001
Language
  • English
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