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From |
"Stoeckel, Florian" <fs@unc.edu> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
st: multilevel multinomial logit predicted probabilities |

Date |
Tue, 20 Dec 2011 13:04:21 +0000 |

Dear Statalist, I'm new to the list, so I apologize if my question has already come up! My problem concerns the calculation of a confidence interval around the changes in predicted probabilities in a multilevel multinomial logistic regression. I use gllamm and know about the gllapred post estimation command. Unfortunately, I could neither figure out how to calculate the changes in the (conditional) predicted probabilities with gllapred, nor how this command would provide me with standard errors to get to the confidence intervals. My model is a random intercept model (no random slopes, no cross level interactions) with four unordered response categories. I want to calculate the change in the predicted probabilities of the four response categories when the value of an independent variable changes from one standard deviation below the mean to one above the mean (holding all other variables at their mean). To be more precise: I want to show the percentage changes in the predicted probabilities, rather than the predicted probabilities. In order to see if the percent of change in the predicted probabilities is significant, I want to calculate the 95% confidence interval around these changes. So far, I can run the model with gllamm. And I calculated the predicted probabilities and the changes in Excel, which does however not help me with the standard errors of course. I would be very grateful for any advice! Many thanks, Florian Stoeckel -- PhD Student UNC Chapel Hill Department of Political Science * * 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/

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