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Re: st: predict after logit


From   Tim Wade <wadetj@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: predict after logit
Date   Wed, 11 Jul 2012 17:26:48 -0400

If I understand what you are asking, I think margins does this:

margins, by(hiprice)
sysuse auto.dta
xtile hiprice=price, nq(2)
logistic foreign hiprice mpg
margins, by(hiprice)


------------------------------------------------------------------------------
             |            Delta-method
             |     Margin   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     hiprice |
          1  |   .2162162   .0557663     3.88   0.000     .1069163    .3255161
          2  |   .3783784   .0681487     5.55   0.000     .2448094    .5119474
------------------------------------------------------------------------------


note this margin estimates are the same as the means of phat:

logistic foreign hiprice mpg
predict phat
tabulate hiprice, summ(phat)


2 quantiles |       Summary of Pr(foreign)
   of price |        Mean   Std. Dev.       Freq.
------------+------------------------------------
          1 |   .21621622   .23645819          37
          2 |   .37837838   .25520846          37
------------+------------------------------------
      Total |    .2972973   .25759862          74

Tim


On Wed, Jul 11, 2012 at 1:01 PM, Sara Borelli <saraborelli77@gmail.com> wrote:
> Hi all,
> I am running a logit model to obtain a predicted probability for each
> individual (phat_i)  using predict, pr command .
>
>  I have to calculate the average of  this prediction within some
> categories of a variable x:
>  mean_phat_i=mean( phat_i)  by(x)
> and obtain standard errors and confidence interval for this mean.
>
> I know I can use adjust for this purpose, but I also need to calculate
> standard errors/confidence intervals  for mean_phat_i
>
> Thanks in advance for any insight
>
> Sara
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