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From |
"Lee, Albert" <Albert.Lee@hud.gov> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Question about GLM |

Date |
Tue, 17 Nov 2009 18:53:33 -0500 |

Many thanks. This is very helpful. No, I don't have anything fundamentally against delta method. In fact, I love the concept. I was hoping to avoid to implement it by hand, i.e., pencil and paper. ________________________________________ From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis [maartenbuis@yahoo.co.uk] Sent: Tuesday, November 17, 2009 5:58 PM To: statalist@hsphsun2.harvard.edu Subject: Re: st: Question about GLM --- On Tue, 17/11/09, Lee, Albert wrote: > I recently estimated a fractional logit model using glm: <snip> > Is there a way to calculate the standard error of the > expected values without resorting to delta methods or other > by-hand calculations? Do you have something fundamentally against the delta method, or do you think that it is a lot of work to implement. If the latter is your concern, than you can consider the -predictnl- command like in the example below: *------------------------ begin example ---------------------- use http://fmwww.bc.edu/repec/bocode/c/citybudget.dta, clear glm safety noleft popdens, link(logit) robust predictnl pr = invlogit(xb()), ci(lb ub) sort popdens twoway rarea lb ub popdens if noleft==0 || /// rarea lb ub popdens if noleft==1 || /// line pr popdens if noleft==0 || /// line pr popdens if noleft==1 *-------------------- end example ----------------------- ( For more on how to use examples I sent to statalist see: http://www.maartenbuis.nl/stata/exampleFAQ.html ) Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Question about GLM***From:*"Lee, Albert" <Albert.Lee@hud.gov>

**Re: st: Question about GLM***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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