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LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias

Author

Listed:
  • Christopher F Baum

    (Boston College)

Programming Language

Stata

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.

Suggested Citation

  • Christopher F Baum, 2009. "LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias," Statistical Software Components S457001, Boston College Department of Economics, revised 24 Jul 2010.
    • Handle: RePEc:boc:bocode:s457001
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/l/levpredict.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/levpredict.hlp
    File Function: help file
    Download Restriction: no
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