| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w29998 |
| 来源ID | Working Paper 29998 |
| The Inverse Hyperbolic Sine Transformation and Retransformed Marginal Effects | |
| Edward C. Norton | |
| 发表日期 | 2022-05-02 |
| 出版年 | 2022 |
| 语种 | 英语 |
| 摘要 | This paper shows how to calculate consistent marginal effects on the original scale of the outcome variable in Stata after estimating a linear regression with a dependent variable that has been transformed by the inverse hyperbolic sine function. The method uses a nonparametric retransformation of the error term and accounts for any scaling of the dependent variable. The inverse hyperbolic sine function is not invariant to scaling, which is known to shift marginal effects between those from an untransformed dependent variable to those of a log-transformed dependent variable. |
| 主题 | Econometrics ; Estimation Methods ; Health, Education, and Welfare ; Health |
| URL | https://www.nber.org/papers/w29998 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/587671 |
| 推荐引用方式 GB/T 7714 | Edward C. Norton. The Inverse Hyperbolic Sine Transformation and Retransformed Marginal Effects. 2022. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w29998.pdf（137KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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