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st: A simple question about Generalized Linear Model


From   "Mao Fan" <maoyongfan@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: A simple question about Generalized Linear Model
Date   Wed, 22 Aug 2007 17:19:32 -0700

Hi,

    Here is my question:

    The condistional distribution of Y given X is
    Y|X~N(b0+b1'X,sigma2)

    I use glm command to estimate this conditional distribution.

    Now I wish to predict the following probability based on glm estimates:

    P = (1/sqrt(2*pi*sigma2))exp(-(Y-b0-b1'X)^2/2sigma^2)

How could I get the predicted value of P?  Thanks a lot!

David
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