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From |
Richard Williams <[email protected]> |

To |
[email protected], <[email protected]> |

Subject |
RE: st: Predicted probabilities after mlogit |

Date |
Mon, 05 Sep 2005 11:51:53 -0500 |

At 10:52 AM 9/5/2005, Little, Allan wrote:

3. I use the predict command as follows, and it suggest to me that the predicted probability is equivalent to the sample proportions (above) - e.g. a mean of 80.66 % is equivalent to the probability, 0.8066.OK, that helps. What prvalue does is plug in the predicted probabilities when all explanatory variables have a value equal to their means. This need not produce the same proportions as you see in the sample. i think you'll see this with just about any data set. I'm not sure how best to explain why, but I think the explanation would involve some discussion of the fact that nonlinear relationships are involved. Here is another example:

.predict p0 p1 p2 if e(sample)

(option pr assumed; predicted probabilities)

. su p0 p1 p2

Variable Obs Mean

p0 23877 .806634

p1 23877 .0422582

p2 23877 .1511078

4. However, using the prvalue command, the 'predicted probability' of employment is calculated to be higher (0.8764). I dont understand why.

.prvalue

mlogit: Predictions for euivar

Predicted probabilities for each category:

Pr(y=unemployx): 0.0295

Pr(y=inactivex): 0.0942

Pr(y=employmex): 0.8764

. use "http://www.nd.edu/~rwilliam/gologit2/ordwarm2.dta";

(77 & 89 General Social Survey)

. qui mlogit warm yr89 male white age ed prst

. tab warm if e(sample)

Mom can |

have warm |

relations |

with child | Freq. Percent Cum.

------------+-----------------------------------

SD | 297 12.95 12.95

D | 723 31.53 44.48

A | 856 37.33 81.81

SA | 417 18.19 100.00

------------+-----------------------------------

Total | 2,293 100.00

. predict p0 p1 p2 p3 if e(sample)

(option pr assumed; predicted probabilities)

. sum p0 p1 p2 p3

Variable | Obs Mean Std. Dev. Min Max

-------------+--------------------------------------------------------

p0 | 2293 .1295246 .0811282 .0078837 .479314

p1 | 2293 .3153075 .0960695 .0805404 .6003724

p2 | 2293 .3733101 .0828089 .1300312 .5650222

p3 | 2293 .1818578 .0983226 .0199486 .516334

. prvalue

mlogit: Predictions for warm

Confidence intervals by delta method

95% Conf. Interval

Pr(y=SD|x): 0.1139 [ 0.0993, 0.1286]

Pr(y=D|x): 0.3254 [ 0.3049, 0.3459]

Pr(y=SA|x): 0.1664 [ 0.1495, 0.1834]

Pr(y=A|x): 0.3942 [ 0.3728, 0.4156]

yr89 male white age ed prst

x= .39860445 .46489315 .8765809 44.935456 12.218055 39.585259

-------------------------------------------

Richard Williams, Notre Dame Dept of Sociology

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**References**:**RE: st: Predicted probabilities after mlogit***From:*"Little, Allan" <[email protected]>

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