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st: Question about confidence intervals for predictions from oprobit

From   Bob Reed <>
To   "" <>
Subject   st: Question about confidence intervals for predictions from oprobit
Date   Wed, 05 Jun 2013 09:37:35 +0000


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.





W. Robert Reed
Department of Economics and Finance
University of Canterbury
Private Bag 4800
New Zealand
Phone: +64-3-3642846
Fax: +64-3-3642635
Replications Co-Editor, Public Finance Review
Editor, ISRN Economics

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