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From |
"Joao Ricardo F. Lima" <[email protected]> |

To |
[email protected] |

Subject |
Re: st: standard error of prediction (with weights) |

Date |
Tue, 16 Sep 2008 09:22:40 -0300 |

Hans, If you use -prvalue- , that you can get with -findit spost9-, you will find the confidence interval for predicted values. Perhaps it can be useful. *******begin example****************** webuse lbw2 logit low age lwt race2 race3 smoke ptl ht ui [pweight= lwt], or prvalue *****end****************************** . logit low age lwt race2 race3 smoke ptl ht ui [pweight= lwt], or (sum of wgt is 2.4536e+04) Iteration 0: log pseudolikelihood = -114.43179 Iteration 1: log pseudolikelihood = -97.434363 Iteration 2: log pseudolikelihood = -96.574062 Iteration 3: log pseudolikelihood = -96.561074 Iteration 4: log pseudolikelihood = -96.561069 Logistic regression Number of obs = 189 Wald chi2(8) = 31.44 Prob > chi2 = 0.0001 Log pseudolikelihood = -96.561069 Pseudo R2 = 0.1562 ------------------------------------------------------------------------------ | Robust low | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- age | .9753859 .0320464 -0.76 0.448 .9145558 1.040262 lwt | .9836637 .0068743 -2.36 0.018 .9702823 .9972297 race2 | 3.759388 1.949516 2.55 0.011 1.360528 10.38788 race3 | 2.298 .9872278 1.94 0.053 .9900823 5.333703 smoke | 2.731918 1.054756 2.60 0.009 1.28183 5.822438 ptl | 1.661432 .677697 1.24 0.213 .7469269 3.695618 ht | 6.340138 4.046999 2.89 0.004 1.814533 22.153 ui | 2.447706 1.260358 1.74 0.082 .8922027 6.715136 ------------------------------------------------------------------------------ . prvalue logit: Predictions for low Confidence intervals by delta method 95% Conf. Interval Pr(y=1|x): 0.2754 [ 0.2038, 0.3471] Pr(y=0|x): 0.7246 [ 0.6529, 0.7962] Hope this helps Joao Lima 2008/9/16 Hans Olav Melberg <[email protected]>: > When using the following: > > logit c6 $x6 [pweight=w2all], or > mfx compute, at(gateway=0) > > I get: > Marginal effects after logit > y = Pr(c6) (predict) > = .00067379 > etc > > How do I find standard error of the predicted value? > > The predicted value (y = 0.00067) is calculated using weights as well > as at the mean of the variables, except for one variable which is 0. > I found some commands that might be useful, but they did not accept weights. > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- ------------------------------- Joao Ricardo Lima Professor UFPB-CCA-DCFS +553138923914 ------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: standard error of prediction (with weights)***From:*"Hans Olav Melberg" <[email protected]>

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