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RE: st: matrix product in stata after mvprobit


From   Maarten buis <[email protected]>
To   [email protected]
Subject   RE: st: matrix product in stata after mvprobit
Date   Wed, 18 Apr 2007 09:04:02 +0100 (BST)

--- stata_user stata_user <[email protected]> wrote:
> I have tried mvppred, but I have noticed that I can have predicted
> values for xb , p and other statistics  only for the values of the 
> x's (independent variables) that are already in my data.
> 
> When I specify with the " if" statement , that I want the predicted
> for the means of the x�s, I have a message saying  � no
observations�.
> 
> I do not know if it is possible to get the predicted values on the
> mean values of the x's (independent variables)

You can use the fact that the mean linear predictor is the linear
predictor at mean values of x. Note, however that the mean probability
is not the probability at mean values of x. See:
http://home.fsw.vu.nl/m.buis/wp/logit_adjust.html . 

So what you want to do is: 1) use predict to create the linear
predictors, 2) sumarize them (don't forget to ensure that you are doing
it on the same sample by adding: if e(sample)), and 3) plug the means
into the formula for creating probabilities. 

However, comparing mean predicted probabilities is in this case easier,
and in many cases theoretically nicer: you are comparing a typical
predicted probability for men with a typical predicted probability for
women, instead of comparing predicted probability for men who have
typical values on the other explanatory variables with predicted
probabilites for women who have typical values on the other explanatory
variables.

Hope this helps,
Maarten




-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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