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st: Question about GLM


From   "Lee, Albert" <Albert.Lee@hud.gov>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Question about GLM
Date   Tue, 17 Nov 2009 17:04:07 -0500

Hi,

I recently estimated a fractional logit model using glm:

glm y varlist, family(bin) link(logit) robust

After the estimation, I predicted the expected values of y given covariate values using:

 predict y_hat

I want to calculate the standard errors for these predicted values.  However, STATA only provides standard error of the linear predictions, not the expected values, i.e., 

 predict std_error, stdp

Is there a way to calculate the standard error of the expected values without resorting to delta methods or other by-hand calculations?

Thanks,

Albert.

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