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From |
Joseph Coveney <jcoveney@bigplanet.com> |

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

Subject |
Re: st: xtlogit/xtprobit and predicted probabilities |

Date |
Tue, 11 May 2004 22:17:39 +0900 |

You can also use -adjust- after -xtlogit-; it's simpler and more direct, as illustrated by the (corrected) do-file below. Joseph Coveney ------------------------------------------------------------------------------- I wrote: You can get what you want by generating extra observations containing covariates with values where you want them for the predictions, and then set the random effect to zero. It's illustrated in the following do-file. ---------------------------------------------------------------------------- * creating fictional dataset here clear set more off set seed 20040511 set obs 200 generate int pid = _n forvalues i = 1/3 { generate byte y`i' = uniform() > 0.5 generate float xcon`i' = uniform() generate byte xcat`i' = int(5 * uniform()) + 1 // rectified } generate byte sex = uniform() > 0.5 reshape long xcat xcon y, i(pid) j(tim) * model fitted here xi: xtlogit y xcon sex i.xcat, i(pid) * obtaining predicted probabilities using -adjust- here adjust xcon _Ixcat_2=0 _Ixcat_3=1 _Ixcat_4=0 _Ixcat_5=0, by( sex) pr adjust xcon=5 _Ixcat_2=0 _Ixcat_3=1 _Ixcat_4=0 _Ixcat_5=0, by( sex) pr * creating predictions beginning here set obs 604 summarize xcon // rectified (for time-varying covariate) replace xcon = r(mean) in 601/602 replace sex = 0 in 601 replace sex = 1 in 602 forvalues i = 2/5 { // rectified for five categories replace _Ixcat_`i' = 0 in 601/l } replace _Ixcat_3 = 1 in 601/l replace xcon = 5 in 603/l replace sex = 0 in 603 replace sex = 1 in 604 predict y_hat, pu0 slist in 601/l // <- this has the predictions you want exit ---------------------------------------------------------------------------- Christer Thrane wrote While there are numerous semi-automatic ways of getting predicted probabilities for regular logit/probit models, I cannot find these for xtlogit/xtprobit. My model (in Stata) is: xtlogit y gender xcon xcat, re where y is a binary variable measured at three time points gender is coded 1 for male and zero for female xcon is a continionus time-varying covariate xcat is an ordinal time-varying covariate with five values. I want to get the following predicted probabilities: (1) for men and women, respectively, with xcon = mean and xcat = 3 (2) for men and women, respectively, with xcon = 5 and xcat = 3 * * 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/

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