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RE: st: st : Prediction using xtlogit


From   "Mak, Timothy" <Timothy.Mak@iop.kcl.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: st : Prediction using xtlogit
Date   Mon, 5 Mar 2007 11:10:18 -0000

Thanks Jeph for persevering. This is something I have wanted to know as
well. It's interesting how little known this apparently simple
statistical theory seems to be. 

Tim  

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Arne Risa
Hole
Sent: 05 March 2007 09:51
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: st : Prediction using xtlogit

Hi Samuele and Jeph,

If you estimate the random effects logit model using -gllamm- rather
than -xtlogit- you can calculate the probabilities with non-zero random
effects as well as the random effects themselves using -gllapred-. See
ch. 9 in "A Handbook of Statistical Analyses using Stata" by Sophia
Rabe-Hesketh and Brian Everitt for an example.

Hope this helps.

Arne

On 05/03/07, Jeph Herrin <junk@spandrel.net> wrote:
> I posted this same question *twice* this week, with no answer yet. 
> Please let me know if you learn something.
>
> thanks,
> Jeph
>
>
> Samuele Biasiolo wrote:
> > After an xtlogit regression, using random effect, there is any
method to calculate probability of a positive outcome assuming random
effect is NOT zero?
> >
> > Thanks for help.
> >
> > Samuele
> >
> >
> > ------------------------------------------------------
> > Passa a Infostrada. ADSL e Telefono senza limiti e senza canone 
> > Telecom
> > http://click.libero.it/infostrada4marz07
> >
> >
> >
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