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Re: st: Odds ratio

From   Rosie Chen <>
Subject   Re: st: Odds ratio
Date   Fri, 9 Apr 2010 13:27:28 -0700 (PDT)

Thank you all for the very informative discussions on odds ratio and predicted probability. Very useful. May I ask one more question? Do you know if Stata allows us to use -xtmelogit- and -gllamm-, which are appropriate for multilevel binary dependent variable analyses, together with prediction of probabilities using -predict- command? 


----- Original Message ----
From: Richard Williams <>
To: "" <>; "" <>
Sent: Fri, April 9, 2010 3:58:15 PM
Subject: Re: st: Odds ratio

At 07:47 AM 4/9/2010, Maarten buis wrote:
>I always think of it as a "smart" way of adding a dummy for
>each group. For example when you look at persons nested
>in schools, this would be a way of adding school dummies.
>The whole point of doing random effects models is that we
>put some additional constraints on these dummies, e.g.
>not correlated with any of the observed variables, etc,
>but that is not relevant for this case. The problem with
>getting predicted probabilities is that we don't directly
>estimate these dummies, so we miss a key set of variables
>and coefficients that are necesary for computing the
>predicted probabilities.

A "trick" used by Long & Freese's SPOST commands is to generate 
temporary fake cases with the desired X values, and then use the 
predict command to get the predicted probabilities.  Would this work 
with an HLM model estimated with Stata?  Of course, even if it did, 
maybe it would be extremely unwieldy because we would want to 
generate fake cases for every group.

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu

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