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st: RE: A simple question about Generalized Linear Model


From   "Newson, Roger B" <r.newson@imperial.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: A simple question about Generalized Linear Model
Date   Thu, 23 Aug 2007 11:09:10 +0100

If you type in Stata

help glm postestimation

then you will find out about the calculation of predicted values for
generalized linear models after you have used -glm-. The commands
described there will probably be useful for your purposes.

I hope this helps.

Roger 


Roger Newson
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk 
Web page: www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/pop
genetics/reph/

Opinions expressed are those of the author, not of the institution.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Mao Fan
Sent: 23 August 2007 01:20
To: statalist
Subject: st: A simple question about Generalized Linear Model

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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