LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias
Abstractlevpredict 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.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S457001.
Programming language: Stata
Requires: Stata version 9.2
Date of creation: 07 Feb 2009
Date of revision: 24 Jul 2010
Note: This module should be installed from within Stata by typing "ssc install levpredict". Windows users should not attempt to download these files with a web browser.
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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