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From |
"J. Li" <lij53@univmail.cis.mcmaster.ca> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: use -predictnl- to construct confidence intervals |

Date |
Tue, 31 Aug 2010 17:50:32 -0400 |

Dear all, I am using a random effects ordered probit model to estimate the transition of health status over time. There are four health states: poor, fair, good and excellent. After using -reoprob- estimation, I used -predictnl- to construct 95% intervals of the predicted probabilities of reporting each health status. I specified the expression to -predictnl- for reporting the poor health status as following: predictnl prob1= normprob((_b[_cut1:_cons]/sqrt(1+(_b[rho:_cons]/(1-_b[rho:_cons])))) - (predict(xb)/sqrt(1+(_b[rho:_cons]/(1-_b[rho:_cons]))))), ci(p1lower p1upper) in which _b[_cut1:_cons] is the estimate of the lowest cut-point and sqrt(1+(_b[rho:_cons]/(1-_b[rho:_cons]))) is a scale representing the square root of (1+ σ^2). In Wooldridge 2005 ?SIMPLE SOLUTIONS TO THE INITIAL CONDITIONS PROBLEM IN DYNAMIC, NONLINEAR PANEL DATA MODELS WITH UNOBSERVED HETEROGENEITY?, it is suggests that the original parameters should be divided by this scale to construct the expected probability function in order to calculate the average partical effects. After the prediction, I got two variables for the upper and lower bounds of the 95% confidence interval for each observation. But strangely, for some of the observations, the left endpoint is a negative value. This is supposed to be a predicted probability, so I am not sure why -predictnl- is generating a negative value here. Did I do something wrong with the expression in -predictnl- ? Many thanks! Daisy * * 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/

**Follow-Ups**:**Re: st: use -predictnl- to construct confidence intervals***From:*David Jacobs <jacobs.184@sociology.osu.edu>

**Re: st: use -predictnl- to construct confidence intervals***From:*Stas Kolenikov <skolenik@gmail.com>

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