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st: -mlogit- & changing values of RHS (2nd try)


From   Daniel Müller <d.mueller@agr.uni-goettingen.de>
To   "Statalist" <statalist@hsphsun2.harvard.edu>
Subject   st: -mlogit- & changing values of RHS (2nd try)
Date   Tue, 19 Nov 2002 10:50:09 +0100

Hi,

I want to change some of the RHS variables in -mlogit-, then
re-calculate the probability for a certain outcome with the
original coefficients. I would like to do this to to compare
the predicted probabilitites from the base estimation with
probabilities resulting from the prediction with changed RHS
variables.

-----start-------
** here we go, base estimation & prediction:
. local vars00 "d f g h j k"

. mlogit lu00 `vars00', robust b(3) cl(v00acs) nolo
<output supressed>

. tokenize `vars00'

. gen
ypb_d1=exp([1]_b[_cons]+[1]_b[`1']+[1]_b[`2']+[1]_b[`3']+[1]
_b[`4'])

. gen
ypb_n2=exp([2]_b[_cons]+[2]_b[`1']+[2]_b[`2']+[2]_b[`3']+[2]
_b[`4'])

. gen
ypb_n3=exp([3]_b[_cons]+[3]_b[`1']+[3]_b[`2']+[3]_b[`3']+[3]
_b[`4'])

. ** base prob for outcome 1 (should be same as in -predict
p00_1, outcome(1)- :
. gen ypb=ypb_d1/(ypb_n2+ypb_n3)

. su yp*

    Variable |     Obs        Mean   Std. Dev.       Min
Max
-------------+----------------------------------------------
-------
      ypb_d1 |   22291     11.4102          0    11.4102
11.4102
      ypb_n2 |   22291    4730.779          0   4730.779
4730.779
      ypb_n3 |   22291           1          0          1
1
         ypb |   22291    .0024114          0   .0024114
.0024114

-----end-------

Obviously, the result is crap. And here my questions:

1. What is wrong in the above code and gives me wrong
predictions?

2. The 'real' data has more categories and many more
variables. Is there a less error-prone and shorter way to
write above code?


For any hints, I would be very very grateful,
greetings,

---  Daniel  ---
danielix@gmx.net


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