LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias
Christopher F. Baum · RePEc: Research Papers in Economics · 2009
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.