When comparing the output of the margins [eydx] for semielasticity (proportional effects) of a GLM model with log link and another with identity link I found that they are very close. The estimates of course could differ. With the identity link function no transformation is done. With the log link the linear index is exponentiated. See how the estimates by class origin of the advantages of the white group in the children's income were for Brazil.
Code:
GLM model with family(gamma) link(log)
Average marginal effects Number of obs = 30414
Model VCE : OIM
Expression : Predicted mean income, predict()
ey/dx w.r.t. : 1.white
------------------------------------------------------------------------------
| Delta-method
| ey/dx Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
1. white |
class |
social top | .535371 .0523935 10.22 0.000 .4326816 .6380604
skilled | .5341033 .0568641 9.39 0.000 .4226518 .6455549
small assets| .4788623 .0274684 17.43 0.000 .4250253 .5326994
worker | .3075652 .0313738 9.80 0.000 .2460737 .3690567
destitute | .353975 .025128 14.09 0.000 .3047249 .403225
------------------------------------------------------------------------------
GLM model with family(gamma) link(identify)
Average marginal effects Number of obs = 30414
Model VCE : OIM
Expression : Predicted mean income, predict()
ey/dx w.r.t. : 1. white
------------------------------------------------------------------------------
| Delta-method
| ey/dx Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
1. white |
class |
social top | .567763 .0560234 10.13 0.000 .4579592 .6775669
skilled | .5688268 .0608277 9.35 0.000 .4496066 .688047
small assets| .4061208 .024772 16.39 0.000 .3575686 .4546731
worker | .3342984 .0340144 9.83 0.000 .2676314 .4009654
destitute | .3144392 .0246612 12.75 0.000 .2661042 .3627742
Note that a similar procedure cannot be done with OLS models with a logged dependent variable. “OLS regression with a log-transformed dependent variable models the expected value of the logarithm of Y conditional on X”, as explain Partha Deb and Edward C. Norton. As the dependent variable is already in log, there will be a strong compression of the estimated value.
A comment is welcome,
José Alcides
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