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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 17:27:48 -0400

apologies,  the first segment of code  should read:

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


On Wed, Jul 11, 2012 at 5:26 PM, Tim Wade <wadetj@gmail.com> wrote:
> 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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