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From |
Tim Wade <wadetj@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: simple plot of fitted probabilities |

Date |
Tue, 4 Jan 2011 16:38:40 -0500 |

Just to expand a bit on Maarten's suggestion, if you don't want to -preserve- your data, you can use the -gen- option of -adjust- to generate a new variable directly in your current dataset. However the confidence bounds can't be generated directly using -adjust-. To do this, you actually need generate the linear predictor and the standard error, then transform to probabilities and confidence bounds according to the appropriate model linkage. e.g., following probit: adjust rep78 mpg, pr by(price) gen(phat) or for linear predictor and standard error: adjust rep78 mpg, xb se by(price) gen(yhat seyhat) This can also be accomplished using -margins- which is supposed to replace -adjust-, but it is much more tedious to store the results in variables. To output the predicted probabilities for each level of price using -margins- you can use this: probit foreign price rep78 mpg levelsof(price), local(x) margins, atmeans at(price=(`x')) It has been noted in previous discussions that the standard errors of probabilities estimated from -adjust- and -margins- don't always agree. Hope this helps, Tim On Tue, Jan 4, 2011 at 4:11 PM, Maarten buis <maartenbuis@yahoo.co.uk> wrote: > --- On Tue, 4/1/11, Lloyd Dumont wrote: >> Say you estimate a very simple probit model… >> >> Probit Y X1 X2 X3 X4 >> >> The ultimate goal is a plot of fitted values >> (probabilities) in which predicted probability is shown as a >> function of X1 and all the other independent variables are >> held at their means. >> >> Let’s first say X1 is just a typical continuous variable, >> say taking on ANY value [0,100] ? >> >> Would it make a difference if X1 were a categorical rather >> than continuous, say taking on only 1,2,3, or 4? > > There are many solutions possible, but typically I tend to use > -adjust- for this type of problem, like this: > > *----------- begin example --------------- > sysuse auto, clear > probit foreign price rep78 mpg > preserve > adjust rep78 mpg, pr by(price) ci replace > twoway rarea lb ub price, sort || /// > line pr price, sort legend(off) > restore > *------------- end example --------------- > (For more on examples I sent to the Statalist see: > http://www.maartenbuis.nl/example_faq ) > > This way you automatically deal correctly with continuous > and categorical variables. > > Hope this helps, > Maarten > > -------------------------- > Maarten L. Buis > Institut fuer Soziologie > Universitaet Tuebingen > Wilhelmstrasse 36 > 72074 Tuebingen > Germany > > http://www.maartenbuis.nl > -------------------------- > > > > > * > * 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/ > * * 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: simple plot of fitted probabilities***From:*Lloyd Dumont <lloyddumont@yahoo.com>

**Re: st: simple plot of fitted probabilities***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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