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From |
Steven Samuels <[email protected]> |

To |
[email protected] |

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

Date |
Tue, 16 Sep 2008 10:12:18 -0400 |

On Sep 16, 2008, at 6:01 AM, Hans Olav Melberg wrote: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.

Hans, you need to use -adjust- for this purpose. However -adjust- will not hold variables at their weighted means. Here is code that creates the weighted means and then calls -adjust-. If it is badly mangled in transmission to the list, I will send you a copy privately.

-Steve

*****************Code begins *****************

/*

Program to created adjusted prediction and CI for weighted data, holding one variable at a specified value and the others at their weighted means

For the auto data, the command will be: svy: logit foreign rep78 mpg weight trunk

-adjust- will be called to predict the probability for rep78=3 and other predictors held at their means

*/

sysuse auto,clear

svyset _n [pweight=length]

local rhs mpg weight trunk // all variables to be held at their means ///

/* Create weighted means */

svy: mean `rhs'

foreach v of varlist `rhs' {

local m_`v' = _b[`v']

}

/* build up statement for -adjust- command */

local l_adj " "

foreach v of varlist `rhs' {

local lv "`v' = `m_`v'' "

local l_adj `l_adj' `lv'

}

di "`l_adj'"

/* Survey command itself */

svy: logit foreign rep78 `rhs'

adjust "`l_adj'" rep78=3, pr ci

**************Code Ends**********************

*

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

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