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From |
"Dedman, Dan" <D.Dedman@ljmu.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: mlogit: predicted probabilities with confidence limits |

Date |
Wed, 26 Sep 2007 14:18:53 +0100 |

I run a multinomial logistic regression model, where the outcome variable has three levels. From this I can obtain predicted probabilities for each level of the outcome. I would like to put confidence intervals around these probabilities, but I am not sure how to do it. I can obtain confidence intervals for the linear prediction (using the -stdp- option with -predict-), but I am not sure how to incorporate this information into the equations which relate the linear prediction to the probability: P(y=1) = 1/(1+exp(beta2*x)+exp(beta3*x)) P(y=2) = exp(beta2*x)/(1+exp(beta2*x)+exp(beta3*x)) P(y=3) = exp(beta3*x)/(1+exp(beta2*x)+exp(beta3*x)) (where beta2*x is the linear prediction for outcome level 2, etc) I apologise if this is more of a stats question than specifically a Stata issue. Thanks in advance. Dan =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- Daniel Dedman Public Health Information Specialist/Analyst North West Public Health Observatory t: 0151 231 4552 m: 07812 192578 f: 0151 231 4515 e: d.dedman@ljmu.ac.uk =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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