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st: negative predicted values after -xtlogit-


From   "Elizabeth Mumford" <mumford@pire.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: negative predicted values after -xtlogit-
Date   Tue, 16 Sep 2008 12:14:03 -0400

Dear Statalist,
 
I am analyzing individuals in peer groups for a dichotomous outcome.  Initially I was repeating an analysis that a colleague had completed in SAS (a generalized linear mixed model - PROC GLMMIX in SAS - with "peer group" included as a random variable), and I confirmed my approach against his work using the following syntax:
 
-xtlogit depvar indicator1 indicator2 indicator3, re i(peergroup)-
 
However, when I try to generate predicted values from my model, the mean predicted values are *negative*.  
 
-predict estp if e(sample), xb nooffset-
 
The trends are as I would expect (that the predicted value is more negative, or smaller, for my intervention group than for my control group; also confirmed graphically), but despite having explored other prediction options, I haven’t been able to produce positive predicted values.  A Statalist archives posting discusses a similar problem of trying to fit a linear model to nonlinear data, but I am not working with a linear outcome or covariate.
 
Thank you for your consideration,
Elizabeth Mumford


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