st: confidence intervals and heckprob

[Paul Senese <pdsenese@buffalo.edu>]

Dear List,
Following use of the Heckprob procedure, I have come across a challenge in 
terms of calculating confidence intervals associated with predicted 
probabilities. The procedure seems fairly straightforward for calculating 
CIs around first stage predicted probabilities, however much less so at the 
second stage.
What I am interested in is being able to produce estimates of predicted 
probabilities and confidence intervals, based on heckprob results. My 
ultimate goal is to be able to do this for various profiles of independent 
variable values.
Any guidance would be appreciated.
Best,
Paul

Paul D. Senese, Ph. D.
Associate Professor
Department of Political Science
520 Park Hall
University at Buffalo, SUNY
Buffalo, NY 14260
716.645.2251, ext. 508 (phone)
716.645.2166 (fax)
pdsenese@buffalo.edu

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