LEVPREDICT: Stata module to compute log-linear level predictions without retransformation bias

Christopher Baum ()

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: Stata
Requires: Stata version 9.2
Keywords: log-linear model; regression; retransformation bias (search for similar items in EconPapers)
Date: 2009-02-07
Note: This module may be installed from within Stata by typing "ssc install levpredict". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/levpredict.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/levpredict.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s457001

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