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Re: st: Predicted Probablities using Predict versus Prvalue for an MLOGIT


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: Predicted Probablities using Predict versus Prvalue for an MLOGIT
Date   Sun, 10 Dec 2006 11:02:52 -0500

At 10:39 AM 12/10/2006, [email protected] wrote:
I'm trying to calculate and manipulate the predicted probabilities for a
multinomial logit with 3 outcomes for the dependent variable. When using
predict p1 p2 p3 if e(sample), pr the summary stats (ie. the mean) on p1,
p2, and p3 provide what would seem to be a reasonable result for predicted
probabilities, however when I use prvalue to calculate the same thing it
provides a result which would claim that the probability for one outcome is
extremely and unrealistically low. What would explain this difference?
It would help to see your commands and output. By default, prvalue plugs in the means for other variables. This can be problematic if, say, you have interaction terms or dummy variables, where the values can't be mutually exclusive of each other, e.g. if you've got something like male*income, females will always be 0 on this term. The 2nd edition of Long & Freese's book discusses these sorts of issues on pp. 425-427.


Related to this is there way to examine the changes to predicted
probabilities (ie. increasing by a standard deviation) by using the
predict, pr command rather than a program like prchange.
Thanks
prchange makes it so handy I am not sure why you would not want to use it. But, other ways of plugging in hypothetical values are illustrated on pps. 7-10 of

http://www.nd.edu/~rwilliam/stats2/Logistic-Stata9.pdf

I think what Long and Freese do is create temporary cases with the desired values, and then use the predict command. prchange automates that process but you can do it yourself, albeit somewhat more tediously. There are also the prvalue and adjust commands. Also, Long and Freese often show how you can use regular Stata commands to do the same thing as their commands. I highly recommend the book if you don't have it already:

http://www.stata.com/bookstore/regmodcdvs.html



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Richard Williams, Notre Dame Dept of Sociology
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