st: Question about confidence intervals for predictions from oprobit

[Bob Reed <bob.reed@canterbury.ac.nz>]

Hi,

I am estimating an ordered probit model where the dependent variable ("Confirms") has 3 outcomes.  I have 4 binary explanatory variables (E C D T) and I want to obtain 95% confidence intervals for the likelihood of outcome(3) when each of the binary variables take the value 1.  

I entered the following commands:

. oprobit Confirms E C D T

. margins if E==1, predict(outcome(3))

and obtained the output below.  Notice that the right endpoint of the 95% confidence interval > 1.  

_expression_   : Pr(Confirms==3), predict(outcome(3))

------------------------------------------------------------------------------
             |            Delta-method
             |     Margin   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       _cons |   .9185218   .0782677    11.74   0.000     .7651199    1.071924
------------------------------------------------------------------------------

 

MY QUESTION = Is there a way to get Stata to calculate CIs for predicted probabilities so that the intervals are contained within [0,1]?

Thank you for any advice you can give me.

Cheers,

Bob

 

 

W. Robert Reed

Professor

Department of Economics and Finance
University of Canterbury
Private Bag 4800
Christchurch
New Zealand

Phone: +64-3-3642846
Fax: +64-3-3642635

Email: bobreednz@yahoo.com 
Homepage: http://www.econ.canterbury.ac.nz/personal_pages/bob_reed/

 

Replications Co-Editor, Public Finance Review
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Editor, ISRN Economics

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