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RE: st: Question about GLM


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
--------------------------




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