Stata 15 help for scobit_postestimation

[R] scobit postestimation -- Postestimation tools for scobit

Postestimation commands

The following postestimation commands are available after scobit:

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 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 suest seemingly unrelated estimation test Wald tests of simple and composite linear hypotheses testnl Wald tests of nonlinear hypotheses ------------------------------------------------------------------------- * forecast and lrtest are not appropriate with svy estimation results.

Syntax for predict

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

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

statistic Description ------------------------------------------------------------------------- Main pr probability of a positive outcome; the default xb 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

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 probability of a positive outcome.

xb calculates the linear prediction.

stdp calculates the standard error of the linear prediction.

nooffset is relevant only if you specified offset(varname) for scobit. It modifies the calculations made by predict so that they ignore the offset variable; the linear prediction is treated as xb rather than as xb + offset.

scores calculates equation-level score variables.

The first new variable will contain d(ln L_j)/d(x_j b).

The second new variable will contain d(ln L_j)/d(ln(alpha)).

Syntax for margins

margins [marginlist] [, options]

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

statistic Description ------------------------------------------------------------------------- pr probability of a positive outcome; the default xb 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

Description for margins

margins estimates margins of response for probabilities and linear predictions.

Examples

Setup . sysuse auto

Fit skewed logistic regression . scobit foreign mpg

Calculate predicted probabilities . predict p

Graph data and fitted model; jitter the binary outcome . line p mpg, sort || scatter foreign mpg, jitter(6) ytitle(Pr(foreign)) legend(off)


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