Re: st: Questions related to -predict-, -adjust-, and predictive margins

[Steven Samuels <sjhsamuels@earthlink.net>]

Michael:

Question 1: See http://www.stata.com/statalist/archive/2008-09/ 
msg00667.html   Be sure to zap gremlins in a good text editor before  
using.

Question 2: I'll send you a file privately which plots predictions  
for a range of values of each variable, holding the others at their  
means. It is a little long to list here, though you can see a version  
at: http://www.stata.com/statalist/archive/2008-09/msg00221.html

Question 3: I'll leave to someone else.


In my examples I use the built-in auto data and predict foreign as a  
function of mpg, weight, and turnk.  I've found that holding all  
variables at their means (typical values) leads to very  *atypical*  
predictions.  The predicted value at the means is about 15%, but the  
average of the predicted values is about 29% (this is also, by the  
mechanics of maximum likelihood, the same as the crude or weighted  
proportion).


-Steve
On Sep 24, 2008, at 3:53 PM, Michael I. Lichter wrote:


> Question 1: How do you calculate SEs for predicted probabilities  
> for data that require weights or are from a complex sample design?  
> I've seen the FAQ about how to do this in general, but I suspect  
> that the FAQ's advice is not correct for weighted data/data from  
> complex samples.
>
> Question 2: -adjust, pr  ci- produces confidence intervals for  
> proportions. Is it not the case that SE = (UB - LB)/(2 * 1.96)  
> given a 95% confidence interval (assuming that weights/design are  
> not a problem)?
>
> Question 3: I want to calculate predictive margins (predictions  
> where every element is treated as if it belonged to a given group,  
> but otherwise the elements' own values are used in the prediction),  
> AND I want to be able to test for equality of predicted  
> proportions. From what I glean from an recent article in NEJM,  
> SUDAAN can do this, but I don't know how.
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