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RE: st: matrix product in stata after mvprobit


From   "stata_user stata_user" <[email protected]>
To   [email protected]
Subject   RE: st: matrix product in stata after mvprobit
Date   Tue, 17 Apr 2007 22:35:52 +0100

Thank you Professor Jenkins ,

I have tried mvppred, but I have noticed that I can have predicted values for xb , p and other statistics only for the values of the x's (independent variables) that are already in my data.

When I specify with the " if" statement , that I want the predicted for the means of the x�s, I have a message saying � no observations�.

I do not know if it is possible to get the predicted values on the mean values of the x's (independent variables)

Kind regards,

Sami



From: "Stephen P. Jenkins" <[email protected]>
Reply-To: [email protected]
To: <[email protected]>
Subject: st: matrix product in stata after mvprobit
Date: Tue, 17 Apr 2007 08:56:47 +0100

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From   "stata_user stata_user" <[email protected]>
To   [email protected]
Subject   st: matrix product in stata after mvprobit
Date   Mon, 16 Apr 2007 22:49:00 +0100

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Hi,

I am using mvprobit (with 3 binary variables), I got the estimate
parameter, I am looking for a way to compute x' b1, x' b2 and x' b3 ,
with x is a vector of my predictors (at their mean values), and b1, b2
,b3 are the vectors of my estimates from the regression model.

How to generate the vector x like with the R package, and then use the
beta coefficients to get the values x' b1, x' b2, x' b3 ?

I will use x' b1 , x' b2, x' b3 to compute the probabilities using
mvnp of Cappellari & Jenkins.

Thanks for your help.

Sami

=====================================

-mvppred-, which is part of the -mvprobit- package, provides estimates
of these linear predictors (and more)


Stephen
-------------------------------------------------------------
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374.  Fax: +44 1206 873151.
http://www.iser.essex.ac.uk
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/teaching/degree/stephenj/ec968/
Downloadable papers and software: http://ideas.repec.org/e/pje7.html


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