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RE: st: RE: Changing beta coefficients - w/ logistic regression

From   Richard Williams <[email protected]>
To   [email protected]
Subject   RE: st: RE: Changing beta coefficients - w/ logistic regression
Date   Fri, 22 Jul 2005 07:12:17 -0500

At 05:53 AM 7/22/2005 -0500, Scott Merryman wrote:
Now -predict prob, p- works, in the sense it doesn't return an error, though
it does not calculate the probability but rather the fitted values.  The
probabilities can calculated by using the -invlogit- function, however I am
not sure why -predict prob, p - is not calculating the probabilities.
Again, most peculiar, and potentially dangerous if you don't happen to notice that the p option didn't work. If you turn trace on, you see that eventually a statement like this gets executed:

_predict prob2

That statement works correctly before -foo2- is run but not afterwards. For some reason _predict does not know it should default to computing probabilities. There are other values that could be ereturned, so that might be it, but I suspect there is just something "different" about -logit- and -mlogit-.

I'm assuming the whole point of this is to use post-estimation commands like -predict- with the new beta value. Ergo, if you want predicted probabilities, either do like Scott says and use invlogit, or use a routine like -ologit- or -gologit2- that produces equivalent results to logit with a dichotomous dv and which works with the original foo.ado. (I didn't consciously plan it that way, but there are a couple of little things -gologit2- can do that -logit- can't, and working correctly with foo.ado is one of them.)

Richard Williams, Notre Dame Dept of Sociology
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