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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+ 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/ > > * > * 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: use -predictnl- to construct confidence intervals***From:*"J. Li" <lij53@univmail.cis.mcmaster.ca>

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

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