Stata 15 help for glogit_postestimation

blogit, bprobit, glogit, and gprobit continue to work but, as of Stata 14, are no longer an official part of Stata. This is the original help file, which we will no longer update, so some links may no longer work.

See glm postestimation for a recommended alternative.

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Title

[R] glogit postestimation -- Postestimation tools for glogit, gprobit, blogit, and bprobit

Description

The following postestimation commands are available after glogit, gprobit, blogit, and bprobit:

Command Description ------------------------------------------------------------------------- contrast contrasts and ANOVA-style joint tests of estimates * estat ic Akaike's and Schwarz's Bayesian information criteria (AIC and BIC) estat summarize summary statistics for the estimation sample estat vce variance-covariance matrix of the estimators (VCE) estimates cataloging estimation results lincom point estimates, standard errors, testing, and inference for linear combinations of coefficients * lrtest likelihood-ratio test margins marginal means, predictive margins, marginal effects, and average marginal effects marginsplot graph the results from margins (profile plots, interaction plots, etc.) nlcom point estimates, standard errors, testing, and inference for nonlinear combinations of coefficients predict predictions, residuals, influence statistics, and other diagnostic measures predictnl point estimates, standard errors, testing, and inference for generalized predictions pwcompare pairwise comparisons of estimates test Wald tests of simple and composite linear hypotheses testnl Wald tests of nonlinear hypotheses ------------------------------------------------------------------------- * estat ic and lrtest are not appropriate after glogit and gprobit.

Syntax for predict

predict [type] newvar [if] [in] [, statistic]

statistic Description ------------------------------------------------------------------------- Main n predicted count; the default pr probability of a positive outcome xb linear prediction stdp standard error of the linear prediction ------------------------------------------------------------------------- These statistics are available both in and out of sample; type predict ... if e(sample) ... if wanted only for the estimation sample.

Menu for predict

Statistics > Postestimation

Options for predict

+------+ ----+ Main +-------------------------------------------------------------

n, the default, calculates the expected count, that is, the estimated probability times pop_var, which is the total population.

pr calculates the predicted probability of a positive outcome.

xb calculates the linear prediction.

stdp calculates the standard error of the linear prediction.

Syntax for margins

margins [marginlist] [, options]

margins [marginlist] , predict(statistic ...) [predict(statistic ...) ...] [options]

statistic Description ------------------------------------------------------------------------- n predicted count; the default pr probability of a positive outcome xb linear prediction stdp not allowed with margins -------------------------------------------------------------------------

Statistics not allowed with margins are functions of stochastic quantities other than e(b).

For the full syntax, see [R] margins.

Menu for margins

Statistics > Postestimation

Examples

Setup . webuse xmpl2 . bprobit deaths pop agecat exposed

Expected number of deaths . predict number

Probability of death . predict p if e(sample), pr


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