IHSRETRAN: Stata module to compute marginal effects on the original scale for linear regression with an inverse hyperbolic sine (IHS) transformed dependent variable using Duan's smearing estimate

Dereje Fedasa ()
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Dereje Fedasa: Dire Dawa University, Ethiopia

Statistical Software Components from Boston College Department of Economics

Abstract: ihsretran calculates consistent marginal effects on the original scale of the outcome variable after estimating a linear regression where the dependent variable has been transformed using the inverse hyperbolic sine function [asinh()]. The command implements Duan's (1983) nonparametric smearing estimate to handle the retransformation problem from the logarithmic components of the hyperbolic sine function, as detailed by Edward C. Norton (2022). This allows researchers to accurately interpret marginal effects when the dependent variable contains zeros or negative values and exhibits a right-skewed distribution.

Language: Stata
Requires: Stata version 14
Keywords: marginal efgfects; retransformation; regression; Duan (search for similar items in EconPapers)
Date: 2026-09-21
Note: This module should be installed from within Stata by typing "ssc install ihsretran". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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http://fmwww.bc.edu/repec/bocode/i/ihsretran.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ihsretran.sthlp help file (text/plain)

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