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st: predict after svy logit


From   "Schonlau, Matthias" <matt@rand.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: predict after svy logit
Date   Wed, 15 Jun 2005 10:42:19 -0400

Dear stata listers: 

In version 9, When I use predict after " svy: logit" the predicted probabilities range from roughly 0.8 to greater than 2.0.  I don't understand this. When predicting in Version 8.0 (under version control) I get predictions that are credible. The survey logistic regression give the same coefficients for both version 8.0 and version 9.0 , the problem is only the prediction. 

Below an example with partial output. Any suggestions ?

Thanks, 

Matt 

---------------------------------------------------------
* these lines just generate some data
clear
set seed 1
set obs 100
gen x=uniform()
gen logit = 3 * x +uniform() -.5
gen pred = exp(logit)/ (1+ exp(logit))
gen y= uniform() < pred
gen  psum = floor((_n-1)/10) 
gen stratm2 = floor((_n-1)/50)
gen patwt=uniform()+0.3


version 8.0
svyset [pweight=patwt], psu(psum) strata(stratm2)   
svylogit y x
predict temp 
sum temp


version 9.0
svyset  psum [pweight=patwt],  strata(stratm2)
svy : logit y x 
 predict temp2
sum temp2 , detail

list temp temp2

===================================
Partial : Output from example: 


. svy : logit y x 
(running logit on estimation sample)

Survey: Logistic regression

Number of strata   =         2                  Number of obs      =       100
Number of PSUs     =        10                  Population size    = 78.583418
                                                Design df          =         8
                                                F(   1,      8)    =      3.96
                                                Prob > F           =    0.0817

------------------------------------------------------------------------------
             |             Linearized
           y |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
           x |   1.827507   .9179305     1.99   0.082    -.2892447    3.944258
       _cons |   .8259731   .6490185     1.27   0.239    -.6706663    2.322613
------------------------------------------------------------------------------

.  predict temp2
(option p assumed; Pr(y))

. sum temp2 , detail

                            Pr(y)
-------------------------------------------------------------
      Percentiles      Smallest
 1%     .8489111       .8265356
 5%     .9179934       .8712866
10%     1.011611       .8794591       Obs                 100
25%     1.270084       .8906985       Sum of Wgt.         100

50%     1.845705                      Mean           1.807649
                        Largest       Std. Dev.      .5650812
75%     2.330985       2.634669
90%     2.535905       2.639847       Variance       .3193168
95%     2.624683       2.642325       Skewness      -.1069881
99%     2.643911       2.645498       Kurtosis       1.704952

. 
. list temp temp2

     +---------------------+
     |     temp      temp2 |
     |---------------------|
  1. | .8856528   2.047086 |
  2. |  .925658   2.521828 |
  3. | .8470134   1.711366 |
  4. | .8434895   1.684424 |
  5. | .9310861   2.603494 |
     |---------------------|
  6. | .8632787   1.842793 |
  7. | .9102473   2.316658 |
  8. | .9132985   2.354591 |
  9. | .8684405    1.88724 |
 10. | .8197377   1.514571 |
     |---------------------|
 11. | .7393818   1.042758 |
 12. | .8519451   1.749939 |
 13. |  .865721   1.863644 |
 14. | .7067101   .8794591 |
 15. | .9132301   2.353728 |
     |---------------------|
 16. | .8504521   1.738151 |
 17. | .8946925   2.139596 |
 18. | .8698905   1.899991 |
 19. | .7050133   .8712866 |
 20. | .6956219   .8265356 |

....




Matthias Schonlau
Statistician, RAND 
412-683-2300 x4917
http://www.rand.org/statistics/bios/stat_schonlau_matthias.html


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