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st: Confidence intervals from -margins-


From   Eric Johnson <annoyingregistration@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Confidence intervals from -margins-
Date   Thu, 29 Apr 2010 13:20:06 -0700 (PDT)

Hello all,

I'm transitioning some old code to Stata 11, and I noticed that -margins- is producing negative predicted probabilities in its confidence intervals after a logistic regression. Its values match up exactly with -adjust- on the log odds scale (using the xb option), but not on the predicted mean scale.

It looks like -margins- is assuming the predicted probabilities follow a normal distribution and gets its confidence intervals there, while -adjust- works on the log scale, then exponentiates the confidence bounds.

Am I missing something here? I'd prefer to use margins, but adjust is providing the correct answer as far as I can tell.

Thanks!
Eric


      
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