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st: Bell Curve of Predicted Values


From   Randall <anewone23@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Bell Curve of Predicted Values
Date   Fri, 14 Apr 2006 10:46:22 -0700 (PDT)

Friendly Statalist users,

I have a multivariate OLS regression, and I am only
interested in the predicted value of the outcome
(y-hat).  I am also interested in the sensitivity of
this predicted outcome, and would like to show this in
a graph, specifically a bell curve.  Does anyone know
a way to create a graph which can show a bell curve of
predicted values? (i.e. probability on the y-axis and
predicted values on the x-axis)

I can get the predicted value, and I can get 95%
confidence intervals for predicted values in Stata
using the method of Woolridge, 2nd Ed., p. 206.  This
way calls for adjusting the data and re-running the
regression so that the constant's 95% confidence
intervals are those of the predicted values.  But this
is merely two more points in the bell curve; I am
looking for the entire distribution graphically. 
 
Any insight would be appreciated, and if it simply
can't be done, this would also be useful for me to
know.
 
Thanks in advance,
 
Randall

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