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From |
Tim Wade <wadetj@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: predict after logit |

Date |
Thu, 12 Jul 2012 15:39:17 -0400 |

Without having margins, you can always use a bootstrap, need to check the syntax for -bootstrap- in version 10. sysuse auto.dta xtile hiprice=price, nq(2) program bootphat, rclass logistic foreign hiprice mpg tempvar phat predict `phat' qui summ(`phat') return scalar pm=r(mean) qui summ(`phat') if hiprice==1 return scalar plo=r(mean) qui summ(`phat') if hiprice==2 return scalar phi=r(mean) end bootstrap pmean=r(pm) phi=r(phi) plo=r(plo), reps(1000): bootphat On Thu, Jul 12, 2012 at 2:08 PM, Sara Borelli <saraborelli77@gmail.com> wrote: > thank you Tim for the suggestion, > I cannot find the margins options...may it be because this is a new > feature of STATA ? > I am using stata 10 > thanks > Sara > > > On Wed, Jul 11, 2012 at 5:27 PM, Tim Wade <wadetj@gmail.com> wrote: >> 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 >>>> * >>>> * 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/ >> * >> * 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/ > * > * 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/ * * 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: predict after logit***From:*Sara Borelli <saraborelli77@gmail.com>

**References**:**st: predict after logit***From:*Sara Borelli <saraborelli77@gmail.com>

**Re: st: predict after logit***From:*Tim Wade <wadetj@gmail.com>

**Re: st: predict after logit***From:*Tim Wade <wadetj@gmail.com>

**Re: st: predict after logit***From:*Sara Borelli <saraborelli77@gmail.com>

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