Stata 15 help for xtprobit_postestimation

[XT] xtprobit postestimation -- Postestimation tools for xtprobit

Postestimation commands

The following postestimation commands are available after xtprobit:

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 xtprobit, pa. + forecast is not appropriate with mi estimation results.

Syntax for predict

Random-effects model

predict [type] newvar [if] [in] [, RE_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 stdp standard error of the linear prediction -------------------------------------------------------------------------

PA_statistic Description ------------------------------------------------------------------------- Main mu probability of depvar; considers the offset(); the default 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.

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 random effect for that observation's panel is zero. This probability may not be similar to the proportion of observed outcomes in the group.

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.

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 xtprobit. It 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 xb linear prediction stdp not allowed with margins -------------------------------------------------------------------------

Population-averaged model

statistic Description ------------------------------------------------------------------------- mu probability of depvar; considers the offset(); the default 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

Descriptions for margins

margins estimates margins of response for linear predictions and probabilities.

Examples

Setup . webuse union

Fit random-effects model . xtprobit union age grade south

Calculate predicted probability of a positive outcome . predict prob, pu0

Fit population-averaged model . xtprobit union age grade i.not_smsa south##c.year, pa

Compute the average marginal effects from the fitted model on the probability of being in a union . margins, dydx(*)


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