help slogit postestimation dialog: predict
also see: slogit
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Title
[R] slogit postestimation -- Postestimation tools for slogit
Description
The following postestimation commands are available for slogit:
command description
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estat AIC, BIC, VCE, and estimation sample summary
estat (svy) postestimation statistics for survey data
estimates cataloging estimation results
lincom point estimates, standard errors, testing, and inference
for linear combinations of coefficients
(1) lrtest likelihood-ratio test
margins marginal means, predictive margins, marginal effects,
and average marginal effects
nlcom point estimates, standard errors, testing, and inference
for nonlinear combinations of coefficients
predict predicted probabilities, estimated index and its
approximate standard error
predictnl point estimates, standard errors, testing, and inference
for generalized predictions
suest seemingly unrelated estimation
test Wald tests of simple and composite linear hypotheses
testnl Wald tests of nonlinear hypotheses
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(1) lrtest is not appropriate with svy estimation results.
Syntax for predict
predict [type] {stub*|newvar|newvarlist} [if] [in] [, statistic
outcome(outcome)]
predict [type] {stub*|newvarlist} [if] [in] , scores
statistic description
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Main
pr probability of one or all of the dependent variable
outcomes; the default
xb index for the kth outcome
stdp standard error of the index for the kth outcome
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If you do not specify outcome(), pr (with one new variable specified),
xb, and stdp assume outcome(#1).
You specify one or k new variables with pr, where k is the number of
outcomes.
You specify one new variable with xb and stdp.
These statistics are available both in and out of sample; type predict
... if e(sample) ... if wanted only for the estimation sample.
Menu
Statistics > Postestimation > Predictions, residuals, etc.
Options for predict
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----+ Main +-------------------------------------------------------------
pr, the default, calculates the probability of each of the categories of
the dependent variable or the probability of the level specified in
outcome(). If you specify the outcome() option, you need to specify
only one new variable; otherwise, you must specify a new variable for
each category of the dependent variable.
xb calculates the index for outcome level k. A synonym for xb is index.
This option requires the outcome() option.
stdp calculates the standard error of the index. A synonym for stdp is
seindex. This option requires the outcome() option.
outcome(outcome) specifies the outcome for which the statistic is to be
calculated. equation() is a synonym for outcome(): it does not
matter which you use. outcome() or equation() can be specified using
#1, #2, ..., where #1 means the first category of the dependent
variable, #2 means the second category, etc.;
the values of the dependent variable; or
the value labels of the dependent variable if they exist.
scores calculates the equation-level score variables. For models with d
dimensions and m levels, d + (d + 1)(m - 1) new variables are
created.
The first d new variables will contain the scores for the d
regression equations.
The next d(m - 1) new variables will contain the scores for the scale
parameters.
The last m - 1 new variables will contain scores for the intercepts.
Example
Setup
. webuse sysdsn1
Fit stereotype logistic regression model
. slogit insure age male nonwhite i.site, dim(1) base(1)
Estimate group probabilities
. predict pIndemnity pPrepaid pUninsure
Also see
Manual: [R] slogit postestimation
Help: [R] slogit
