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Re: st: Query about finding predicted change in probability after logit for changing two variables
From
Urmi Bhattacharya <[email protected]>
To
[email protected]
Subject
Re: st: Query about finding predicted change in probability after logit for changing two variables
Date
Fri, 10 Jun 2011 12:39:12 -0400
Hi Austin and fellow Statalisters,
I ran the same code again and it worked!. But I got a note (as
indicated in the log below)
prog drop _all
. prog mymarg, rclass
1. u if rep78<. using `c(sysdir_base)'a/auto, clear
2. bsample
3. g byte medium=inlist(rep78,3)
4. g byte high=inlist(rep78,45)
5. g byte turnhi=(turn>35)
6. logit foreign high medium turnhi headroom mpg trunk
7. replace medium=1
8. replace high=0
9. replace turnhi=0
10. predict p1
11. replace medium=0
12. replace high=1
13. replace turnhi=1
14. predict p2
15. g dp=p2-p1 if e(sample)
16. su dp, mean
17. ret scalar dp=r(mean)
18. eret clear
19. end
. simulate, reps(141) seed(123): mymarg
command: mymarg
dp: r(dp)
Simulations (141)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
...............x...x.......x............x......... 50
.........................x........................ 100
.........x.................x.............
. bstat, stat(dp) n(`n')
Bootstrap results Number of obs = 69
Replications = 134
------------------------------------------------------------------------------
| Observed Bootstrap Normal-based
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
dp | .1620932 .2280807 0.71 0.477 -.2849368 .6091231
------------------------------------------------------------------------------
Note: one or more parameters could not be estimated in some of the bootstrap
replicates; standard-error estimates include only complete replications.
I understand, it may happen because of the sampling with replacement
that happens with the bsample in the program code. But since it also
mentions that the standard error estimates include only complete
replications, I think that the results can be trusted. I would be glad
to hear your comments about it.
Thank you,
Urmi
On Fri, Jun 10, 2011 at 11:25 AM, Urmi Bhattacharya <[email protected]> wrote:
> Hi Austin,
>
> Thank you so much for both your responses. I understand I need to
> calculate the change in predicted probability at each duration of risk
> separately, using only the sample of people who are at risk in the
> duration.
>
> So I need to modify the code below in such a way do as to figure out
> how to do the same for a subset of the sample which is what i am
> struggling to do.
>
> However, when i run the code below just as you have typed it,I get the
> following error message:
>
> u if rep78<. using `c(sysdir_base)'a/auto
> (1978 Automobile Data)
>
> .
> . g byte medium=inlist(rep78,3,4)
>
> . g byte high=inlist(rep78,5)
>
> . g byte turnhi=(turn>35)
>
> . logit foreign high medium turnhi headroom mpg trunk
>
> Iteration 0: log likelihood = -42.400729
> Iteration 1: log likelihood = -26.95755
> Iteration 2: log likelihood = -25.645315
> Iteration 3: log likelihood = -25.378962
> Iteration 4: log likelihood = -25.326588
> Iteration 5: log likelihood = -25.315298
> Iteration 6: log likelihood = -25.313291
> Iteration 7: log likelihood = -25.312837
> Iteration 8: log likelihood = -25.312726
> Iteration 9: log likelihood = -25.312703
> Iteration 10: log likelihood = -25.312698
> Iteration 11: log likelihood = -25.312697
>
> Logistic regression Number of obs = 69
> LR chi2(6) = 34.18
> Prob > chi2 = 0.0000
> Log likelihood = -25.312697 Pseudo R2 = 0.4030
>
> ------------------------------------------------------------------------------
> foreign | Coef. Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> high | 19.23396 2458.202 0.01 0.994 -4798.753 4837.221
> medium | 16.98224 2458.202 0.01 0.994 -4801.005 4834.969
> turnhi | -1.44119 .9947506 -1.45 0.147 -3.390866 .508485
> headroom | -.5846668 .6258184 -0.93 0.350 -1.811248 .6419148
> mpg | -.0071336 .0863283 -0.08 0.934 -.1763339 .1620667
> trunk | -.1430355 .1284915 -1.11 0.266 -.3948742 .1088032
> _cons | -13.22992 2458.203 -0.01 0.996 -4831.22 4804.76
> ------------------------------------------------------------------------------
> Note: 6 failures and 0 successes completely determined.
>
> . replace medium=1
> (21 real changes made)
>
> . replace high=0
> (11 real changes made)
>
> . replace turnhi=0
> (55 real changes made)
>
> . predict p1
> (option pr assumed; Pr(foreign))
>
> . replace medium=0
> (69 real changes made)
>
> . replace high=1
> (69 real changes made)
>
> . replace turnhi=1
> (69 real changes made)
>
> . predict p2
> (option pr assumed; Pr(foreign))
>
> . g dp=p2-p1
>
> .
> . mat dp=r(mean)
>
> . loc n=r(N)
>
> . prog drop _all
>
> . prog mymarg, rclass
> 1. u if rep78<. using `c(sysdir_base)'a/auto, clear
> 2. bsample
> 3. g byte medium=inlist(rep78,3)
> 4. g byte high=inlist(rep78,45)
> 5. g byte turnhi=(turn>35)
> 6. logit foreign high medium turnhi headroom mpg trunk
> 7. replace medium=1
> 8. replace high=0
> 9. replace turnhi=0
> 10. predict p1
> 11. replace medium=0
> 12. replace high=1
> 13. replace turnhi=1
> 14. predict p2
> 15. g dp=p2-p1
> 16. su dp, mean
> 17. ret scalar dp=r(mean)
> 18. eret clear
> 19. end
>
> . simulate, reps(141) seed(123): mymarg
>
> command: mymarg
> dp: r(dp)
>
> Simulations (141)
> ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
> ...............x...x.......x............x......... 50
> .........................x........................ 100
> .........x.................x.............
>
> . bstat, stat(dp) n(`n')
> estimates post: matrix has missing values
> r(504);
>
> end of do-file
>
> r(504);
>
> Looking at the error code it says
>
>
> [P] error . . . . . . . . . . . . . . . . . . . . . . . . Return code 504
> matrix has missing values;
> You have issued a matrix command attempting a matrix operation
> that, were it carried out, would result in a matrix with missing
> values; dividing by zero is a good example.
>
>
> I was wondering if you could tell me why am I getting this? I wanted
> to get this code to work, so that i can try and modify it to get the
> change in predicted probability for subsamples of the dataset.
>
> Thank you so much for your kind advice on this so far.
>
> Best
>
> Urmi
>
>
>
> On Thu, Jun 9, 2011 at 3:20 PM, Austin Nichols <[email protected]> wrote:
>> Urmi Bhattacharya <[email protected]> wrote:
>> "now i want to find what is the predicted change in the
>> probability of foreign for those cars with cqual_high=1 with
>> turn_high=1 from those with cqual_medium=1 and turn_low=1"
>>
>> The meaning of the above is totally unclear to me,
>> and I cannot understand you cqual_ coding is supposed to be,
>> but perhaps you mean to:
>> compare (1) medium==1 and turnhi==0
>> to (2) high==1 and turnhi==1
>> like so:
>>
>> clear all
>> u if rep78<. using `c(sysdir_base)'a/auto
>> g byte medium=inlist(rep78,3,4)
>> g byte high=inlist(rep78,5)
>> g byte turnhi=(turn>35)
>> logit foreign high medium turnhi headroom mpg trunk
>> replace medium=1
>> replace high=0
>> replace turnhi=0
>> predict p1
>> replace medium=0
>> replace high=1
>> replace turnhi=1
>> predict p2
>> g dp=p2-p1 if e(sample)
>> su dp, mean
>> mat dp=r(mean)
>> loc n=r(N)
>> prog drop _all
>> prog mymarg, rclass
>> u if rep78<. using `c(sysdir_base)'a/auto, clear
>> bsample
>> g byte medium=inlist(rep78,3)
>> g byte high=inlist(rep78,45)
>> g byte turnhi=(turn>35)
>> logit foreign high medium turnhi headroom mpg trunk
>> replace medium=1
>> replace high=0
>> replace turnhi=0
>> predict p1
>> replace medium=0
>> replace high=1
>> replace turnhi=1
>> predict p2
>> g dp=p2-p1 if e(sample)
>> su dp, mean
>> ret scalar dp=r(mean)
>> eret clear
>> end
>> simulate, reps(141) seed(123): mymarg
>> bstat, stat(dp) n(`n')
>>
>> *But I want to reiterate that you should look at each duration's risk
>> set separately:
>> http://www.stata.com/statalist/archive/2011-06/msg00465.html
>> *
>> * 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/