RE: st: RE: A simple question about Generalized Linear Model

["Newson, Roger B" <r.newson@imperial.ac.uk>]

I suspect you need to extract this from the saved estimation results.
These are described in the manuals under [R] estimates, and a lot can be
found by typing, in Stata

whelp estimates

I hope this helps.

Roger


Roger Newson
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk 
Web page: www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/pop
genetics/reph/

Opinions expressed are those of the author, not of the institution.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Mao Fan
Sent: 23 August 2007 18:26
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: A simple question about Generalized Linear Model

Hi Roger,

    Thanks for replying.  Post estmation won't work for my purpose.
Actually, Do you know how to get the estimated sigma square after GLM
estimation?

David



On 8/23/07, Newson, Roger B <r.newson@imperial.ac.uk> wrote:
> If you type in Stata
>
> help glm postestimation
>
> then you will find out about the calculation of predicted values for
> generalized linear models after you have used -glm-. The commands
> described there will probably be useful for your purposes.
>
> I hope this helps.
>
> Roger
>
>
> Roger Newson
> Lecturer in Medical Statistics
> Respiratory Epidemiology and Public Health Group
> National Heart and Lung Institute
> Imperial College London
> Royal Brompton campus
> Room 33, Emmanuel Kaye Building
> 1B Manresa Road
> London SW3 6LR
> UNITED KINGDOM
> Tel: +44 (0)20 7352 8121 ext 3381
> Fax: +44 (0)20 7351 8322
> Email: r.newson@imperial.ac.uk
> Web page: www.imperial.ac.uk/nhli/r.newson/
> Departmental Web page:
>
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/pop
> genetics/reph/
>
> Opinions expressed are those of the author, not of the institution.
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Mao Fan
> Sent: 23 August 2007 01:20
> To: statalist
> Subject: st: A simple question about Generalized Linear Model
>
> Hi,
>
>    Here is my question:
>
>    The condistional distribution of Y given X is
>    Y|X~N(b0+b1'X,sigma2)
>
>    I use glm command to estimate this conditional distribution.
>
>    Now I wish to predict the following probability based on glm
> estimates:
>
>    P = (1/sqrt(2*pi*sigma2))exp(-(Y-b0-b1'X)^2/2sigma^2)
>
> How could I get the predicted value of P?  Thanks a lot!
>
> David
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