Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: mlogit: predicted probabilities with confidence limits


From   "Dedman, Dan" <[email protected]>
To   <[email protected]>
Subject   st: mlogit: predicted probabilities with confidence limits
Date   Wed, 26 Sep 2007 14:18:53 +0100

I run a multinomial logistic regression model, where the outcome variable has three levels. From this I can obtain predicted probabilities for each level of the outcome. I would like to put confidence intervals around these probabilities, but I am not sure how to do it. I can obtain confidence intervals for the linear prediction (using the -stdp- option with -predict-), but I am not sure how to incorporate this information into the equations which relate the linear prediction to the probability:

P(y=1) =         1/(1+exp(beta2*x)+exp(beta3*x))
P(y=2) = exp(beta2*x)/(1+exp(beta2*x)+exp(beta3*x))
P(y=3) = exp(beta3*x)/(1+exp(beta2*x)+exp(beta3*x))

(where beta2*x is the linear prediction for outcome level 2, etc)

I apologise if this is more of a stats question than specifically a Stata issue.

Thanks in advance.

Dan

=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
Daniel Dedman
Public Health Information Specialist/Analyst
North West Public Health Observatory
t: 0151 231 4552
m: 07812 192578
f: 0151 231 4515
e: [email protected]
=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index