LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias
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.
|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.|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
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