[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"Sophia Rabe-Hesketh" <[email protected]> |

To |
<[email protected]> |

Subject |
st: Re: Re: Predicted probabilities after xt commands |

Date |
Mon, 29 Sep 2003 08:28:13 +0100 |

> > Dear Statalist: > > > > Does anyone know how to obtain predicted probabilities, while holding > > covariates constant at their means (or specified values), after -xtlogit- or > > -xtgee-? I am aware that -prvalue- and -adjust- work for glm and logistic > > commands, but these do not work for xt commands. > > > > Thanks, > > > > Greg Daniel > > You could change the value of the covariates to their means and then use > predict. > (full thread below) Scott's suggestion to use -predict- after -xtlogit- with the 'pu0' option will give you conditional predicted probabilities, given that the random effect u = 0 (as the name of the 'pu0' option implies). If the clusters in your data are people as in longitudinal data, these probabilities can be interpreted as the probabilities of an 'average' person (since 0 is the mean of the random effects distribution) with given covariate values. Unfortunately, this is not the same as the average probability for people with the same covariate values as provided by -xtgee-. So if you use -xtlogit- and and -xtgee- for the same data and model (apart from random part), you could get quite different predicted probabilities. In -gllapred- (prediction command for -gllamm-) you can get the average probability for given covariate values, that is the probability pr(y=1|u) integrated over the random effects distribution, using the 'mu' and 'marginal' options. (Here 'marginal' stands for 'population averaged' and should not be confused with what -mfx- produces for logit models). You can also get predicted probabilities for different values of the random intercept using the 'mu' and 'us(varname)' options. The paper http://www.gllamm.org/epi5.pdf (To be published in the Norwegian Journal of Epidemiology) gives graphs of these different types of predicted probabilities for an example. In -gllapred- you can also get the posterior mean probability, where pr(y=1|u) is integrated over the posterior distribution of u given the observed responses for the person, using the 'mu' option. Note that this is better than substituting the predicted value (posterior mean) of u into the conditional probability (since this probability is not linear in u). Sophia > > Dear Statalist: > > > > Does anyone know how to obtain predicted probabilities, while holding > > covariates constant at their means (or specified values), after -xtlogit- or > > -xtgee-? I am aware that -prvalue- and -adjust- work for glm and logistic > > commands, but these do not work for xt commands. > > > > Thanks, > > > > Greg Daniel > > You could change the value of the covariates to their means and then use > predict. > > Example: > > . use http://www.stata-press.com/data/r8/union.dta > (NLS Women 14-24 in 1968) > > . xtlogit union age, i(id) nolog > > Random-effects logistic regression Number of obs = 26200 > Group variable (i): idcode Number of groups = 4434 > > Random effects u_i ~ Gaussian Obs per group: min = 1 > avg = 5.9 > max = 12 > > Wald chi2(1) = 26.09 > Log likelihood = -10659.783 Prob > chi2 = 0.0000 > > -------------------------------------------------------------------------- ---- > union | Coef. Std. Err. z P>|z| [95% Conf. Interval] > -------------+------------------------------------------------------------ ---- > age | .0183831 .0035993 5.11 0.000 .0113286 .0254377 > _cons | -2.91907 .1216329 -24.00 0.000 -3.157466 -2.680674 > -------------+------------------------------------------------------------ ---- > /lnsig2u | 1.725365 .0423218 1.642415 1.808314 > -------------+------------------------------------------------------------ ---- > sigma_u | 2.369508 .0501409 2.273244 2.469849 > rho | .630536 .0098593 .611012 .6496421 > -------------------------------------------------------------------------- ---- > Likelihood-ratio test of rho=0: chibar2(01) = 6382.86 Prob >= chibar2 = 0.000 > > . preserve > > . egen mean = mean(age) > > . replace age = mean > age was byte now float > (26200 real changes made) > > . predict prob, pu0 > > . tab prob > > Pr(union=1 | > assuming | > u_i=0) | Freq. Percent Cum. > ------------+----------------------------------- > .0863033 | 26,200 100.00 100.00 > ------------+----------------------------------- > Total | 26,200 100.00 > > . restore > > > Hope this helps, > Scott > > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Re: Predicted probabilities after xt commands***From:*"Scott Merryman" <[email protected]>

- Prev by Date:
**st: Re: error in custom lincom program** - Next by Date:
**re: st: general statistical advice?** - Previous by thread:
**st: OT: Call for non-English Excel worksheets** - Next by thread:
**st: gllamm "probability weight variables not found"** - Index(es):

© Copyright 1996–2024 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |