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

From |
"Austin Nichols" <[email protected]> |

To |
[email protected] |

Subject |
Re: st: mlogit: predicted probabilities with confidence limits |

Date |
Wed, 26 Sep 2007 10:49:08 -0400 |

I have a feeling -spostado- can do this (net from http://www.indiana.edu/~jslsoc/stata/). If it does, it might do a lot of calculations something like this for every observation: sysuse auto, clear mlogit rep78 wei, baseout(5) predict p1-p5 loc s "1" forv i=1/4 { loc s="`s' +exp([`i']_b[wei]*2930+[`i']_b[_cons])" } nlcom 1/(`s') di "LB: " el(r(b),1,1)-1.96*sqrt(el(r(V),1,1)) di "UB: " el(r(b),1,1)+1.96*sqrt(el(r(V),1,1)) li wei p5 in 1 On 9/26/07, Dedman, Dan <[email protected]> wrote: > 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) > * * 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/

**References**:**st: mlogit: predicted probabilities with confidence limits***From:*"Dedman, Dan" <[email protected]>

- Prev by Date:
**Re: st: Update recommendation after -update query-** - Next by Date:
**Re: st: clarification on interpreting Stock&Yogo- maximal IV "size"** - Previous by thread:
**st: mlogit: predicted probabilities with confidence limits** - Next by thread:
**st: ordered directory** - Index(es):

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