Noting the comments by Maarten Buis and Steven Samuels, it is not that I "prefer" asymmetrical confidence intervals. I'm asserting that the description of predictnl is wrong and misleading to users. The Reference Manual states plainly that:
"predictnl calculates (possibly) nonlinear predictions *after any Stata estimation command* and optionally calculates ... confidence limits for these predictions."
When Stata claims to generate CIs after GLMs, it should do so using the information that IS available within the program. Maarten suggests I'm confusing two distributions; I may be, but using a normal approximation must mean that at some confidence level the CI for a probability will stray outside [0,1].
Allan
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