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st: confidence intervals and heckprob

From   Paul Senese <>
Subject   st: confidence intervals and heckprob
Date   Sun, 16 Oct 2005 12:14:17 -0400

Dear List,
Following use of the Heckprob procedure, I have come across a challenge in terms of calculating confidence intervals associated with predicted probabilities. The procedure seems fairly straightforward for calculating CIs around first stage predicted probabilities, however much less so at the second stage.
What I am interested in is being able to produce estimates of predicted probabilities and confidence intervals, based on heckprob results. My ultimate goal is to be able to do this for various profiles of independent variable values.
Any guidance would be appreciated.

Paul D. Senese, Ph. D.
Associate Professor
Department of Political Science
520 Park Hall
University at Buffalo, SUNY
Buffalo, NY 14260
716.645.2251, ext. 508 (phone)
716.645.2166 (fax)

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