Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


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

st: Question about confidence intervals for predictions from oprobit


From   Bob Reed <bob.reed@canterbury.ac.nz>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Question about confidence intervals for predictions from oprobit
Date   Wed, 05 Jun 2013 09:37:35 +0000

Hi,

I am estimating an ordered probit model where the dependent variable ("Confirms") has 3 outcomes.  I have 4 binary explanatory variables (E C D T) and I want to obtain 95% confidence intervals for the likelihood of outcome(3) when each of the binary variables take the value 1.  

I entered the following commands:

. oprobit Confirms E C D T

. margins if E==1, predict(outcome(3))


and obtained the output below.  Notice that the right endpoint of the 95% confidence interval > 1.  


_expression_   : Pr(Confirms==3), predict(outcome(3))

------------------------------------------------------------------------------
             |            Delta-method
             |     Margin   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       _cons |   .9185218   .0782677    11.74   0.000     .7651199    1.071924
------------------------------------------------------------------------------

 

MY QUESTION = Is there a way to get Stata to calculate CIs for predicted probabilities so that the intervals are contained within [0,1]?


Thank you for any advice you can give me.


Cheers,


Bob

 

 

W. Robert Reed
Professor
Department of Economics and Finance
University of Canterbury
Private Bag 4800
Christchurch
New Zealand
Phone: +64-3-3642846
Fax: +64-3-3642635
Email: bobreednz@yahoo.com 
Homepage: http://www.econ.canterbury.ac.nz/personal_pages/bob_reed/
 
Replications Co-Editor, Public Finance Review
http://www.sagepub.com/journalsProdEditBoards.nav?prodId=Journal200768
 
Editor, ISRN Economics

This email may be confidential and subject to legal privilege, it may
not reflect the views of the University of Canterbury, and it is not
guaranteed to be virus free. If you are not an intended recipient,
please notify the sender immediately and erase all copies of the message
and any attachments.

Please refer to http://www.canterbury.ac.nz/emaildisclaimer for more
information.



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index