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From |
"Jose A. Aleman" <jaaleman@princeton.edu> |

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

Subject |
st: RE: Re: obtaining confidence intervals after mfx compute |

Date |
Mon, 30 Aug 2004 16:13:32 -0400 |

Thanks very much. The problem is that stdp generates the standard error for the fitted values of X. This is also commonly referred to as the standard error of the observation's covariate pattern xjb. In the panel data I'm using, this error is unique to each observation fitted. The reason I use mfx compute, however, is because I want to isolate the effect of a discrete change in one variable on the dependent variable. If I x changes from 4 to 5, and y increases by 20, how do I get the standard error for this particular change?. Unfortunately, I don't know how to get stata to get stata to do this for E[y | x]. Jose Aleman PhD Candidate Politics Department 130 Corwin Hall Princeton, NJ 08544 609.937.0190 -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Kit Baum Sent: Saturday, August 28, 2004 10:17 PM To: statalist@hsphsun2.harvard.edu Subject: st: Re: obtaining confidence intervals after mfx compute Jose said Does anyone know how to obtain confidence intervals for the estimated Y variable after the mfx compute command? Let's say you have an estimate of your dependent variable, which is what (mfx compute) computing mean marginal effects does. A very important issue in using regression estimates is the ability to forecast the confidence interval of this dependent variable. As far as I can tell, mfx compute gives you a confidence interval for the X variables, but I need a measure of confidence for the predicted Y variable. -whelp regress- indicates that after a regression, you may use -predict- to calculate either the standard error of prediction (stdp) or standard error of forecast (stdf). As any econometrics text (or the Stata manual) will demonstrate, these quantities may be used to generate an appropriate confidence interval for E[y | x] or E[y_0 | x_0]. mfx is a very useful tool, but confidence intervals for prediction from a regression is not what it is for. Kit * * 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/ * * 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/

**Follow-Ups**:**st: Log pseudo-likelihood***From:*Edlira Narazani <narazani@econ.unito.it>

**References**:**st: Re: obtaining confidence intervals after mfx compute***From:*Kit Baum <kitbaum@mac.com>

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