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st: RE: logistic regression: changing a coefficient


From   "Schonlau, Matthias" <matt@rand.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: logistic regression: changing a coefficient
Date   Tue, 15 Feb 2005 09:03:09 -0800

Good point. My example failed to say that I have about 100 explanatory variables. This line 
   gen xb2 = _b[_cons] + -.35*mpg + _b[weight]*weight
is cumbersome in my case - but I' ll think about whether I can automate it in a loop.

Thanks for your suggestion!

Matt 
 


Date: Mon, 14 Feb 2005 21:41:12 -0600
From: "Scott Merryman" <smerryman@kc.rr.com>
Subject: st: RE: logistic regression: changing  a coefficient

How about something like this:

. sysuse auto
(1978 Automobile Data)

. qui logit fore mpg weight

. gen xb2 = _b[_cons] + -.35*mpg + _b[weight]*weight

. gen prob2 = exp(xb2)/(1 + exp(xb2))


Scott


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Schonlau, Matthias
> Sent: Monday, February 14, 2005 7:00 PM
> To: statalist@hsphsun2.harvard.edu
> Cc: Schonlau, Matthias
> Subject: st: logistic regression: changing a coefficient
> 
> Dear stata listers:
> 
> Is it possible to change a coefficient after running logistic regression
> and run a predict statement?
> 
> e.g.
> 
> logistic y x1 x2 x3
> matrix A=e(b)
> /* change the value of the first  coefficient, e.g. to lower limit of CI
> */
> matrix A[1,1]=0.5
> replace e(b)=A   /* this line does not work */
> predict pred
> 
> Thanks ,
> 
> matt
> 
> 
> 
> 
> 
> Matthias Schonlau
> Statistician, RAND
> http://www.rand.org/methodology/stat/members/matt/


Matthias Schonlau
Statistician, RAND 
http://www.rand.org/methodology/stat/members/matt/

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