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From |
Maarten buis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: computing average partial effect in nonlinear models using forecasted distribution of x-variables |

Date |
Tue, 25 Mar 2008 11:09:24 +0000 (GMT) |

This is discussed in Buis (2007) "predict and adjust with logistic regression", The Stata Journal, 7(2), pp. 221-226. http://www.stata-journal.com/article.html?article=st0127 The reason for the difference is that -logit- implies a non-linear transformation, so it makes a difference whether you first create predicted values and than compute the mean, or when you first compute the means of explanatory variables and than compute a predicted value. To quote from the article: "It is the difference between a typical predicted probability for someone within a group and the predicted probability for someone with typical values on the explanatory variables for someone within that group." Hope this helps, Maarten --- Jn <[email protected]> wrote: > I am trying to get at the magnitude of a change in Pr(y=1|x) by > replacing each explanatory variable with its sample average, save for > my variable of interest, which I was hoping to use a future projected > distribution (I'm trying to see how this change in distribution of > this certain binary independent variable changes the probability of > y=1). I had no problem doing this with linear regressions (replace > all > variables with its sample mean, except use projected distribution for > my variable of interest, do a linear prediction, note the > difference). > However, when I try to carry out the same procedure in a logit > regression, I am running into problems. I was under the impression > that, if I were to replace ALL of my independent variables with its > sample mean and then run -predict-, I should get the same predicted y > value as if I were to just run a normal regression without replacing > my x-var with its sample mean. Am I wrong? I hope I am making myself > clear.. ----------------------------------------- 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/ ----------------------------------------- ___________________________________________________________ Rise to the challenge for Sport Relief with Yahoo! For Good http://uk.promotions.yahoo.com/forgood/ * * 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/

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