Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Sara Borelli <saraborelli77@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: predict after logit |

Date |
Fri, 13 Jul 2012 15:06:02 -0400 |

Tim, thank you very much for your help, this is very helpful Sara On Thu, Jul 12, 2012 at 3:39 PM, Tim Wade <wadetj@gmail.com> wrote: > 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/ * * 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/

**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>

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

- Prev by Date:
**st: Using mi estimate with xtmixed and accounting for sampling weights** - Next by Date:
**st: Lowess smoothing using survey command** - Previous by thread:
**Re: st: predict after logit** - Next by thread:
**Re: st: RE: SEM with bootstrapping for analysis of mediation** - Index(es):