Stata 15 help for slogit_postestimation

[R] slogit postestimation -- Postestimation tools for slogit

Postestimation commands

The following postestimation commands are available after slogit:

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 * 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, estimated index and its approximate standard error 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 ------------------------------------------------------------------------- * hausman and lrtest are not appropriate with svy 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 probability of one of or all the dependent variable outcomes; the default xb index for the kth outcome stdp standard error of the index for the kth outcome ------------------------------------------------------------------------- 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, indexes for the kth outcome, and standard errors.

Options for predict

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

pr, the default, calculates the probability of each of the categories of the dependent variable or the probability of the level specified in outcome(). If you specify the outcome(outcome) option, you need to specify only one new variable; otherwise, you must specify a new variable for each category of the dependent variable.

xb calculates the index for outcome level k and dimension d. It returns a vector of zeros if k = e(i_base). A synonym for xb is index. If outcome() is not specified, outcome(#1) is assumed.

stdp calculates the standard error of the index. A synonym for stdp is seindex. If outcome() is not specified, outcome(#1) is assumed.

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. For models with d dimensions and m levels, d + (d + 1)(m - 1) new variables are created.

The first d new variables will contain the scores for the d regression equations.

The next d(m - 1) new variables will contain the scores for the scale parameters.

The last m - 1 new variables will contain scores for the intercepts.

Syntax for margins

margins [marginlist] [, options]

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

statistic Description ------------------------------------------------------------------------- default probabilities for each outcome pr probability of one of or all the dependent variable outcomes xb index for the kth 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 indexes for the kth outcome.

Example

Setup . webuse sysdsn1

Fit stereotype logistic regression model . slogit insure age male nonwhite i.site, dim(1) base(1)

Estimate group probabilities . predict pIndemnity pPrepaid pUninsure


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index