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st: AW: re: logistic function


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: re: logistic function
Date   Thu, 18 Jun 2009 19:26:46 +0200

<> 

" In my prior example I had the line gen d = (runiform()>0.7)"


Which is very necessary as otherwise "d" will not be a dummy, as John
thought, but "displacement" if -varabbrev- is off...


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Kit Baum
Gesendet: Donnerstag, 18. Juni 2009 19:24
An: statalist@hsphsun2.harvard.edu
Betreff: st: re: logistic function

<>
Nick pointed out invlogit(), which does not appear in the function  
list of density functions, but of math functions. Quite so, but it  
doesn't save much typing:

local cum1  1/(1+exp(-((_b[_cons]+ _b[trunk]*mut + _b[mpg]*mum +  
_b[d]*1) - mu)/s))

scalar onea = invlogit((_b[_cons]+ _b[trunk]*mut + _b[mpg]*mum +  
_b[d]*1 - mu)/s)

will indeed generate the same values, but you still have to compute mu  
and s and include them in the function argument.


In my prior example I had the line

gen d = (runiform()>0.7)

which did not appear in the posting.


Kit Baum   |   Boston College Economics & DIW Berlin   |
http://ideas.repec.org/e/pba1.html
                               An Introduction to Stata Programming   
|   http://www.stata-press.com/books/isp.html
    An Introduction to Modern Econometrics Using Stata  |
http://www.stata-press.com/books/imeus.html



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