st: Confidence intervals around ratios/differences of predicted probabilities

["P.Praeg" <p.praeg@rug.nl>]

Dear all:

I would like to calculate confidence intervals around ratios and differences of predicted probabilities as obtained from logistic regression models. Is there a straightforward way to calculate these in Stata? Specifically, I am doing the following:

sysuse auto, clear

// I have a logistic regression model with a binary outcome (foreign),
// a set of dummies which denote several groups of interest (i.groups),
// and a vector of controls (not shown here to make things easier):

gen groups = irecode(mpg, 17, 23, 42)  // Creates three groups based on mpg

logistic foreign i.groups

// With the -margins- command, I get predicted probabilities of
// being foreign for each of my groups:

margins i.groups, coeflegend

// What I am interested in then is the difference and the ratio of
// some of these predicted probabilities:

matrix pred_prob = r(table)

  // Difference
di pred_prob[1,3] - pred_prob[1,1]

  // Ratio
di pred_prob[1,3] / pred_prob[1,1]

This now gives me point estimates for the difference and ratio of the predicted probabilities.

My question now is: Is there any straightforward way to obtain confidence intervals around these point estimates?

Thanks for your consideration!
Patrick

--
Patrick Präg
ICS/Department of Sociology
Faculty of Social and Behavioral Sciences
University of Groningen
Grote Rozenstraat 31
9712 TG Groningen, The Netherlands

Tel: +31 (0)50 363 7620
Email: p.praeg@rug.nl

http://www.rug.nl/staff/p.praeg

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