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Re: st: - xtlogit- and predictnl and -xtreg-


From   Ricardo Ovaldia <ovaldia@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: - xtlogit- and predictnl and -xtreg-
Date   Wed, 17 Aug 2011 13:39:27 -0700 (PDT)

I wold like to get XB estimates from -xtreg- at fixed points in time. I used a command similar to the one that Maarten suggested for -xtlogit-:

predictnl or = exp(_b[1.group] +_b[1.group#c.year]*c.year), ci(lb ub)

of course, I do not want the eform and my group variable has 3 levels instead of two so I used:  
 
predictnl xbeta = _b[1.group] +_b[1.group#c.year]*c.year +_b[2.group] +_b[2.group#c.year]*c.year, ci(lb ub)

I do not get the correct estimates.

Thank you,
Ricardo

Ricardo Ovaldia, MS
Statistician 
Oklahoma City, OK


--- On Wed, 8/17/11, Ricardo Ovaldia <ovaldia@yahoo.com> wrote:

> From: Ricardo Ovaldia <ovaldia@yahoo.com>
> Subject: Re: st: - xtlogit- and predictnl
> To: statalist@hsphsun2.harvard.edu
> Date: Wednesday, August 17, 2011, 9:05 AM
> My mistake, you are correct Maarten,
> they should be symmetric, and they are, in the or scale. 
> 
> Okay, I think I got it. If I do not exp() the expression in
> -predictnl-, I will get the corret p-values.
> 
> Thank you again,
> Ricardo
> 
> Ricardo Ovaldia, MS
> Statistician 
> Oklahoma City, OK
> 
> Ricardo Ovaldia, MS
> Statistician 
> Oklahoma City, OK
> 
> 
> --- On Wed, 8/17/11, Maarten Buis <maartenlbuis@gmail.com>
> wrote:
> 
> > From: Maarten Buis <maartenlbuis@gmail.com>
> > Subject: Re: st: - xtlogit- and predictnl
> > To: statalist@hsphsun2.harvard.edu
> > Date: Wednesday, August 17, 2011, 8:49 AM
> > On Wed, Aug 17, 2011 at 3:34 PM,
> > Ricardo Ovaldia wrote:
> > > predictnl or = exp(_b[1.group] +
> > _b[1.group#c.year]*c.year), ci(lb ub) p(pval)
> > >
> > > but included the extra optiop -p()- to obtain
> > p-values
> > >
> > > My question is why do the pvalues and the CI do
> not
> > agree?
> > > It seems like the CI are incorrect. They are not
> > symmetric in the log-scale.
> > 
> > I guess that the null-hypothesis is that the odds
> ratio
> > equals 0,
> > which does not make sense in this case, but how is
> Stata
> > supposed to
> > know that our expression happens to be an odds ratio?
> The
> > confidence
> > interval is symmetric in the or scale rather than the
> > log(or) scale
> > because -predictnl- just applies the delta method on
> our
> > expression to
> > get the standard errors and than moves on to use these
> to
> > compute
> > confidence intervals.
> > 
> > Hope this helps,
> > Maarten
> > 
> > --------------------------
> > Maarten L. Buis
> > Institut fuer Soziologie
> > Universitaet Tuebingen
> > Wilhelmstrasse 36
> > 72074 Tuebingen
> > Germany
> > 
> > 
> > http://www.maartenbuis.nl
> > --------------------------
> > *
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