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Re: st: negative predicted values after -xtlogit-


From   "Campbell, Richard T." <dcamp@uic.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: negative predicted values after -xtlogit-
Date   Tue, 16 Sep 2008 11:21:41 -0500 (CDT)

You are asking for the linear predictor when you
use the xb option. These can be negative, since they are
fitted log odds. You want to use the default which will give you fitted
probabilities
-- 
Richard T. Campbell
Division of Epidemiology and Biostatistics
School of Public Health
University of Illinois at Chicago

On Tue, September 16, 2008 11:14 am, Elizabeth Mumford wrote:
> 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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