LEVPREDICT: Stata module to compute log-linear level predictions reducing 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 reduce the retransformation bias that arises when predictions of the log dependent variable are exponentiated. See Cameron and Trivedi, MUS, 2009, 3.6.3. As an alternative, the model may be fit with glm or poisson regression; see Austin Nichols' BOS'10 Stata Conference presentation.

Language: Stata
Requires: Stata version 9.2
Keywords: log-linear model; regression; retransformation bias (search for similar items in EconPapers)
Date: 2009-02-07, Revised 2010-07-24
Note: This module should be installed from within Stata by typing "ssc install levpredict". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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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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