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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

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

Date |
Tue, 19 Nov 2002 10:08:50 -0000 |

Daniel Müller > > 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 !!!CENSORED!!!. 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? I guess you want exp(Xb) but your expressions omit the X and as such evaluate to constants. Try qui forval i = 1/3 { predict ypb_`i', outcome(`i') xb replace ypb_`i' = exp(ypb_`i') } Nick n.j.cox@durham.ac.uk * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: -mlogit- & changing values of RHS (2nd try)***From:*Daniel Müller <d.mueller@agr.uni-goettingen.de>

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