Stata 15 help for mprobit_postestimation

[R] mprobit postestimation -- Postestimation tools for mprobit

Postestimation commands

The following postestimation commands are available after mprobit:

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) estat (svy) postestimation statistics for survey data estimates cataloging estimation results * forecast dynamic forecasts and simulations * hausman Hausman's specification test 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 predicted probabilities, linear predictions, and standard errors predictnl point estimates, standard errors, testing, and inference for generalized predictions pwcompare pairwise comparisons of estimates suest seemingly unrelated estimation test Wald tests of simple and composite linear hypotheses testnl Wald tests of nonlinear hypotheses ------------------------------------------------------------------------- * forecast, hausman, and lrtest are not appropriate with svy estimation results. forecast is also not appropriate with mi estimation results.

Syntax for predict

predict [type] {stub* | newvar | newvarlist} [if] [in] [, statistic outcome(outcome)]

predict [type] {stub* | newvarlist} [if] [in] , scores

statistic Description ------------------------------------------------------------------------- Main pr predicted probabilities; the default xb linear prediction stdp standard error of the linear prediction ------------------------------------------------------------------------- If you do not specify outcome(), pr (with one new variable specified), xb, and stdp assume outcome(#1). You specify one or k new variables with pr, where k is the number of outcomes. You specify one new variable with xb and stdp. 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

Description for predict

predict creates a new variable containing predictions such as probabilities, linear predictions, and standard errors.

Options for predict

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

pr, the default, calculates the predicted probabilities. If you do not also specify the outcome() option, you specify k new variables, where k is the number of categories of the dependent variable. Say that you fit a model by typing mprobit result x1 x2, and result takes on three values. Then you could type predict p1 p2 p3 to obtain all three predicted probabilities. If you specify the outcome() option, you must specify one new variable. Say that result takes on the values 1, 2, and 3. Typing predict p1, outcome(1) would produce the same p1.

xb calculates the linear prediction, x_i a_j, for alternative j and individual i. The index, j, corresponds to the outcome specified in outcome().

stdp calculates the standard error of the linear prediction.

outcome(outcome) specifies the outcome for which the statistic is to be calculated. equation() is a synonym for outcome(): it does not matter which you use. outcome() or equation() can be specified using

#1, #2, ..., where #1 means the first category of the dependent variable, #2 means the second category, etc.;

the values of the dependent variable; or

the value labels of the dependent variable if they exist.

scores calculates the equation-level score variables. The jth new variable will contain the scores for the jth fitted equation.

Syntax for margins

margins [marginlist] [, options]

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

statistic Description ------------------------------------------------------------------------- default probabilities for each outcome pr probability for a specified outcome xb linear prediction for a specified outcome stdp not allowed with margins ------------------------------------------------------------------------- pr and xb default to the first outcome.

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

Description for margins

margins estimates margins of response for probabilities and linear predictions.

Examples

Setup . webuse sysdsn1 . mprobit insure age male nonwhite i.site

Test that the coefficients on 2.site and 3.site are 0 in all equations . test 2.site 3.site

Test that all coefficients in equation Uninsure are 0 . test [Uninsure]

Test that 2.site and 3.site are jointly 0 in the Prepaid equation . test [Prepaid]: 2.site 3.site

Test that coefficients in equations Prepaid and Uninsure are equal . test [Prepaid=Uninsure]

Predict probability that a person belongs to the Prepaid insurance category . predict p1 if e(sample), outcome(2)


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