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RE: st: confidence intervals and heckprob


From   "Jun Xu" <mystata@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: confidence intervals and heckprob
Date   Sun, 16 Oct 2005 14:17:20 -0500

You can try either delta method or bootstrap. delta method might be too much derivation in this case, but you can first turn to some mathematical software to get the first partial derivatives and then go from there. Or, a more intuitive way is to turn to bootstrap, but it requires a fast computer/server since heckprob converges rather slowly compared to other one-equation models.

Jun Xu
Ph.D. Candidate
Department of Sociology
Indiana University at Bloomington






From: Paul Senese <pdsenese@buffalo.edu>
Reply-To: statalist@hsphsun2.harvard.edu
To: statalist@hsphsun2.harvard.edu
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.
Best,
Paul

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)
pdsenese@buffalo.edu

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