Stata 15 help for xtlogit_postestimation

[XT] xtlogit postestimation -- Postestimation tools for xtlogit

Postestimation commands

The following postestimation commands are available after xtlogit:

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 + 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 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 xtlogit, pa. + forecast is not appropriate with mi estimation results or after xtlogit, fe.

Syntax for predict

Random-effects model

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

Fixed-effects model

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

Population-averaged model

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

RE_statistic Description ------------------------------------------------------------------------- Main xb linear prediction; the default pr marginal probability of a positive outcome pu0 probability of a positive outcome assuming that the random effect is zero stdp standard error of the linear prediction -------------------------------------------------------------------------

FE_statistic Description ------------------------------------------------------------------------- Main pc1 probability of a positive outcome conditional on one positive outcome within group; the default pu0 probability of a positive outcome assuming that the fixed effect is zero xb linear prediction stdp standard error of the linear prediction ------------------------------------------------------------------------- The predicted probability for the fixed-effects model is conditional on there being only one outcome per group. See [R] clogit for details.

PA_statistic Description ------------------------------------------------------------------------- Main mu probability of depvar; considers the offset() rate probability of depvar xb linear prediction stdp standard error of the linear prediction score first derivative of the log likelihood with respect to xb -------------------------------------------------------------------------

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 linear predictions, probabilities, standard errors, and equation-level scores.

Options for predict

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

xb calculates the linear prediction. This is the default for the random-effects model.

pc1 calculates the predicted probability of a positive outcome conditional on one positive outcome within group. This is the default for the fixed-effects model.

mu and rate both calculate the predicted probability of depvar. mu takes into account the offset(), and rate ignores those adjustments. mu and rate are equivalent if you did not specify offset(). mu is the default for the population-averaged model.

pr calculates the probability of a positive outcome that is marginal with respect to the random effect, which means that the probability is calculated by integrating the prediction function with respect to the random effect over its entire support.

pu0 calculates the probability of a positive outcome, assuming that the fixed or random effect for that observation's panel is zero. This may not be similar to the proportion of observed outcomes in the group.

stdp calculates the standard error of the linear prediction.

score calculates the equation-level score.

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

Syntax for margins

margins [marginlist] [, options]

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

Random-effects model

statistic Description ------------------------------------------------------------------------- pr marginal probability of a positive outcome; the default pu0 probability of a positive outcome assuming that the random effect is zero xb linear prediction stdp not allowed with margins -------------------------------------------------------------------------

Fixed-effects model

statistic Description ------------------------------------------------------------------------- pu0 probability of a positive outcome assuming that the fixed effect is zero; the default xb linear prediction pc1 not allowed with margins stdp not allowed with margins -------------------------------------------------------------------------

Population-averaged model

statistic Description ------------------------------------------------------------------------- mu probability of depvar; considers the offset() rate probability of depvar xb linear prediction stdp not allowed with margins score 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 linear predictions and probabilities.

Examples

Setup . webuse union

Fit random-effects model . xtlogit union age grade i.south

Compute probability of positive outcome, assuming that random effect is zero . predict prob, pu0

Fit population-averaged model . xtlogit union age grade i.south, pa

Compute predicted probability of union . predict unionpr, mu

Compute average marginal effect of age on probability of union . margins, dydx(age)


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