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RE: st: matrix product in stata after mvprobit


From   "stata_user stata_user" <[email protected]>
To   [email protected]
Subject   RE: st: matrix product in stata after mvprobit
Date   Sat, 21 Apr 2007 14:06:31 +0100

Thanks a lot Maarten,

I found your paper very interesting, I have followed your suggestion .

Since I am interested on the change in the marginal probabilities from mvprobit , for example for one of my independent binary variables , called DM, I have used the following syntax to obtain the the 3 marginal probailities for my 3 dependent binary variables (bn_1,bn_2 and bn_3)

*------------------------------DM==0-----------------*

mvppred xb_DM0 if DM ==0,xb

sum xb_DM01 if e(sample)
sum xb_DM02 if e(sample)
sum xb_DM03 if e(sample)

*------------------------------DM==1-----------------*

mvppred xb_DM1 if DM ==1,xb

sum xb_DM11 if e(sample)
sum xb_DM12 if e(sample)
sum xb_DM13 if e(sample)

*--------------Marginal probabilities for DM =0 and DM=1-----------------*
*bn_1,bn_2 and bn_3 are the 3 binary variables
*For bn_1
gen bn_01 = norm(xb_DM01)
gen bn_11 = norm(xb_DM11)

*For bn_2
gen bn_02 = norm(xb_DM02)
gen bn_12 = norm(xb_DM12)

*For bn_3
gen bn_03 = norm(xb_DM03)
gen bn_13 = norm(xb_DM13)

However I have noticed that even if the 3 beta coeffecients of DM were all positives, the change on the probabilites from DM=0 to DM=1 (having all other variables constant at their mean values) were either positive or negative, is this make sense ?

The second point is how to obtain the change for a continuous variable ?

Kind regads,

Sami



From: Maarten buis <[email protected]>
Reply-To: [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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