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Re: st: use -predictnl- to construct confidence intervals


From   "J. Li" <lij53@univmail.cis.mcmaster.ca>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: use -predictnl- to construct confidence intervals
Date   Tue, 31 Aug 2010 21:57:07 -0400

I used a user-written estimation routine -reoprob- that is developed by
Guillaume R. Frechette. 

Daisy 


On Tue, 31 Aug 2010 20:59:53 -0400
 David Jacobs <jacobs.184@sociology.osu.edu> wrote:
> What Stata routine gives random-effects ordered probit??
> 
> Dave Jacobs
> 
> At 05:50 PM 8/31/2010, you wrote:
> >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+ &#963;^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
> >*
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> 
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