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From |
Vincenzo Carrieri <vincenzo.carrieri@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: confidence intervals for predicted probabilities for different x values after probit |

Date |
Thu, 3 Nov 2011 12:38:08 +0100 |

Dear Statalisters, I want to calculate confidence intervals for predicted probabilites after probit command. I know that the topic has been already addressed (http://www.stata.com/support/faqs/stat/ciprob.html), but my case is different, given that I am not using the command predict, as I want to set some covariates not at their means. In particular I want to see how probability of a given outcome changes when age varies from 15 to 79. (The model also contains a swuared age). Here what I do to calculate the predicted probabilities: qui forvalues i=15/79{ matrix`i'=mean matrix`i'[1,1]=`i' matrix`i'[1,2]=`i'*`i'* matrix index`i' =`i'*b' gen prob_`i'=normal(index`i'[1,1])} Basically, I replace the matrix mean (which all the means of the covariates) with all the values of age and agesquared (position 1 and 2 in the matrix `i'). I can calculate the estimated probabiltiies, but I am not able to get the standard errors and then the Confidence intervals. Is there a way to get them? Any help is appreciated Vincenzo * * 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/

**Follow-Ups**:**Re: st: confidence intervals for predicted probabilities for different x values after probit***From:*Maarten Buis <maartenlbuis@gmail.com>

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