Hi there,
I am I am working with data where the outcome is continuous and we have several predictor variables. My first model was using multiple linear regression but the residuals are very clearly not normally distributed.
[ATTACH]temp_23388_1626209169287_644[/ATTACH]
I considered log transforming my dependent variable, but came across these articles recommending using Poisson regression instead: https://www.stata.com/stata-news/news34-2/spotlight/ and https://blog.stata.com/2011/08/22/us...tell-a-friend/
Now, my data are such that they naturally have clusters (players on teams), so one question I have is if I should use the cluster option or the vce(robust) option. These two methods significantly change the confidence intervals of one of the coefficients in the model [in vce(robust) one of the predictors is very significant, but using cluster(team) that same predictor is not].
Lastly, I am not clear on how to interpret these coefficients- do I back transform each coefficient using the margins command?
Any help on this is greatly appreciated.
Thanks
Related Posts with Interpreting results of a model for nonnegative, skewed dependent variables
fit a quadratic time trend using rangestatHi all, I have a 30-year unbalanced panel data, with firm and year. I wish to do a 10-year rolling …
Graph bar colors by groupHi everybody, I have a simple question about bar graphs in Stata but I don't seem to find a solutio…
Calculating joint significanceDear all, I run a regression of financial reporting quality (FRQ) on investment where I have a vari…
Is collinearity a problem here?Dear Statalist users, I am trying to fit a linear regression model (Stata 15.0) with 5 different exp…
mcp error "There was a problem executing -margins-."Dear colleagues, my first post here so apologies if I'm doing it wrong. I always use Royston's mcp …
Subscribe to:
Post Comments (Atom)
0 Response to Interpreting results of a model for nonnegative, skewed dependent variables
Post a Comment