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From | David Crow <david.crow@cide.edu> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Predicted GLLAMM probs don't check out |
Date | Thu, 17 May 2012 19:17:40 -0500 |
Dear All- I'm having a slight problem with predicted probabilities in GLLAMM: the probabilities predicted after estimation with the "mu" option don't equal the probabilities obtained by suitable transformations of the score function obtained with the "linpred" option. First, I estimate the following multi-level logit model: gllamm amlo pri pan prd news wave, i(folio) family(binomial) link(logit) trace Then, I obtain the linear predictor (with random effects) and predicted probabilities with: gllapred pr1, mu gllapred lp1, linpred As a check, I estimate probabilities by the inverse logit transformation of the score function (linear predictor including random effects): gen p1 = exp(lp1) / (1+exp(lp1)) The problem is that the probabilities obtained with the inverse logit (p1) don't match the probabilities predicted directly by gllapred (pr1). list amlo pr1 p1 pr1 p1 1 .278 .204 2 .006 .001 3 .003 .001 4 .240 .157 &c. To check that the score functions are OK, I recovered the linear predictor without random effects (using the "xb" option) and the random effects (using the "u" option) and added the two: gllapred xb1, xb gllapred re1, u gen linpred1 = xb1+re1m1 This does check out (i.e., linpred1 = lp1). The same problem obtains with predicted probabilities for probit models using gllamm. First, I estimate the same model as above with the probit link: gllamm amlo pri pan prd news wave, i(folio) family(binomial) link(probit) trace Also as above, I use the "mu" and "linpred" options to recover the predicted probabilities and score function (linear predictor including random effects). gllapred pr2, mu gllapred lp2, linpred Then, I carry out the inverse probit transformation on the linear predictor to check these probabilities against those predicted with "mu". gen p2 = normal(lp2) Again, though, the probabilities don't match up: list amlo pr2 p2 in 1/10 pr2 p2 1 .289 .226 2 .005 .000 3 .002 .000 4 .247 .175 Any idea why the probabilities differ from each other? Which of the two probabilities should I believe, or should I believe neither? Many thanks, David -- Web site for México, las Américas y el Mundo: http://mexicoyelmundo.cide.edu/ ==================================== David Crow, Ph.D. Profesor-Investigador/Assistant Professor División de Estudios Internacionales Carretera México-Toluca 3655 Col. Lomas de Santa Fe 01210 México, D.F. Tel.: 5727-9800, ext. 2152 Fax: 5727-9872 ==================================== Conmutador: 5727-98-00 Lada sin costo: 01 800 021 2433 (CIDE) |© * * 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/