Stata 15 help for fmm estat lcprob

[FMM] estat lcprob -- Latent class marginal probabilities


estat lcprob [, options]

options Description ------------------------------------------------------------------------- classpr latent class probability; the default classposteriorpr posterior latent class probability nose do not estimate SEs post post margins and their VCE as estimation results display_options control column formats, row spacing, and line width -------------------------------------------------------------------------

Menu for estat

Statistics > Postestimation


estat lcprob reports a table of the marginal predicted latent class probabilities.


classpr, the default, calculates marginal predicted probabilities for each latent class.

classposteriorpr calculates marginal predicted posterior probabilities for each latent class. The posterior probabilities are a function of the latent-class predictors and the fitted outcome densities.

nose suppresses calculation of the VCE and standard errors.

post causes estat lcprob to behave like a Stata estimation (e-class) command. estat lcprob posts the vector of estimated margins along with the estimated variance-covariance matrix to e(), so you can treat the estimated margins just as you would results from any other estimation command.

display_options: vsquish, fvwrap(#), fvwrapon(style), cformat(%fmt), pformat(%fmt), sformat(%fmt), and nolstretch.

Remarks and examples

estat lcprob is illustrated in [FMM] example 1a, [FMM] example 2, and [FMM] example 3.


--------------------------------------------------------------------------- Setup . webuse epay

Mixture of two complementary log-log regression models . fmm 2: cloglog epay age i.male

Estimated probabilities of membership in the two classes . estat lcprob

--------------------------------------------------------------------------- Setup . webuse fmm_hsng2

Mixture of two regression models with endogenous covariate hsngval . fmm 2: ivregress rent pcturban (hsngval = faminc)

Estimated probabilities of membership in the two classes . estat lcprob


Stored results

estat lcprob stores the following in r():

Scalars r(N) number of observations

Macros r(title) title in output

Matrices r(b) estimates r(V) variance-covariance matrix of the estimates r(table) matrix containing the margins with their standard errors, test statistics, p-values, and confidence intervals

estat lcprob with the post option also stores the following in e():

Scalars e(N) number of observations

Macros e(title) title in output e(classposteriorpr) classposteriorpr or empty e(properties) b V

Matrices e(b) estimates e(V) variance-covariance matrix of the estimates

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