Thanks for that helpful quote. I did notice if I were to run a
standard linear regression before working with -adjust- command, my
new predicted values were in the right range (around 0.10). But if I
use -logit-, I get values around (0.05) which is way off and makes no
sense. Given that I am trying to use the future projected mean for
some of my x-variables (which is why I am doing running these
postestimation commands in the first place), I don't think there is a
way around fixing my problem if I were using a logit regression. Do
you think it would be far too incorrect for me to run a standard
linear regression just for this purpose only (forecasting future
probability of a positive outcome)? At least I get reasonable
predicted values that way..
- student
On Tue, Mar 25, 2008 at 7:09 AM, Maarten buis <[email protected]> wrote:
> This is discussed in Buis (2007) "predict and adjust with logistic
> regression", The Stata Journal, 7(2), pp. 221-226.
> http://www.stata-journal.com/article.html?article=st0127
>
> The reason for the difference is that -logit- implies a non-linear
> transformation, so it makes a difference whether you first create
> predicted values and than compute the mean, or when you first compute
> the means of explanatory variables and than compute a predicted value.
> To quote from the article: "It is the difference between a typical
> predicted probability for someone within a group and the predicted
> probability for someone with typical values on the explanatory
> variables for someone within that group."
>
> Hope this helps,
> Maarten
>
>
> --- Jn <[email protected]> wrote:
> > I am trying to get at the magnitude of a change in Pr(y=1|x) by
> > replacing each explanatory variable with its sample average, save for
> > my variable of interest, which I was hoping to use a future projected
> > distribution (I'm trying to see how this change in distribution of
> > this certain binary independent variable changes the probability of
> > y=1). I had no problem doing this with linear regressions (replace
> > all
> > variables with its sample mean, except use projected distribution for
> > my variable of interest, do a linear prediction, note the
> > difference).
> > However, when I try to carry out the same procedure in a logit
> > regression, I am running into problems. I was under the impression
> > that, if I were to replace ALL of my independent variables with its
> > sample mean and then run -predict-, I should get the same predicted y
> > value as if I were to just run a normal regression without replacing
> > my x-var with its sample mean. Am I wrong? I hope I am making myself
> > clear..
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
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