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st: AW: Predicted probabilities after xtlogit


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Predicted probabilities after xtlogit
Date   Mon, 4 May 2009 14:01:23 +0200

<> 

I think the approach you use and the direct way via -predict- do lead to the
same results:

*************
webuse union, clear

xtlogit union age grade not_smsa south southXt

predict pred
gen paction2 = exp(pred)/(1+exp(pred))
predict pred2, pu0

compare paction2 pred2
sc paction2 pred2
*************

The post you are referring to was written when Stata 8 was still around. For
instance, the allegation that -adjust- does not work after -xtlogit- does
not seem to be true from - help xtlogit postestimation-...


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von bparsons
Gesendet: Samstag, 2. Mai 2009 19:35
An: statalist@hsphsun2.harvard.edu
Betreff: st: Predicted probabilities after xtlogit

Dear Statalist,

How can I generate predicted probabilities after using the xtlogit command?
I ran my model with action as my DV then 
.predict paction
.gen paction2 = exp(paction)/(1+exp(paction))

As I understand it, the paction2 column should be my predicted
probabilities. However, my results don't make sense with the data I'm using.
My action variable is dichotomous and the predicted values are not equal to
1, even when the action variable is 1.

I wasn't able to make sense of the responses to this thread:
http://www.stata.com/statalist/archive/2003-09/msg00543.html

... but if that is the correct way to do it and someone can explain it in a
different way, I would greatly appreciate the help.

Thank you,
Barbara Fenton






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