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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 16:10:16 -0700 (PDT)

Thank you Christoph. But what I want is the yhat estimates, not the change.

What I want to show is something like this:

                 Predicted MEANS (sd)
       group=1    group=2   group=3     p-value
time
5       100(xx)      110 (ff) 105       0.239
10      200         150       109       0.244
...

Thank you,
Ricardo

Ricardo Ovaldia, MS
Statistician 
Oklahoma City, OK


--- On Wed, 8/17/11, Christoph Engel <engel@coll.mpg.de> wrote:

> From: Christoph Engel <engel@coll.mpg.de>
> Subject: Re: st: - xtlogit- and predictnl and  -xtreg-
> To: statalist@hsphsun2.harvard.edu
> Date: Wednesday, August 17, 2011, 4:29 PM
> Ricardo,
> 
> xtreg dv ivs period
> margins, dydx(*) over(period)
> 
> might do what you want
> 
> Christoph Engel
> 
> Am 17.08.2011 22:39, schrieb Ricardo Ovaldia:
> > 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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> 
> 
> -- 
> _________________________________________________________________
> Prof. Dr. Christoph Engel
> Max-Planck-Institut zur
> Erforschung von Gemeinschaftsgütern
> Max Planck Institute for Research on Collective Goods
> Kurt-Schumacher-Strasse 10
> D 53113 Bonn
> Tel. +49/228/91416-10
> Fax +49/228/91416-11
> e-mail: engel@coll.mpg.de
> http://www.coll.mpg.de
> http://www.coll.mpg.de/engel.html
> http://ideas.repec.org/e/pen22.html
> http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=251559
> _________________________________________________________________
> 
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