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From | Tim Wade <wadetj@gmail.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: Confidence intervals around ratios/differences of predicted probabilities |
Date | Mon, 12 Aug 2013 09:12:40 -0400 |
provided, you can alternatively use lincom and nlcom after margins like this: sysuse auto, clear gen groups = irecode(mpg, 17, 23, 42) logistic foreign i.groups margins i.groups, coeflegend post lincom 2.groups-0bn.groups nlcom _b[2.groups]/_b[0bn.groups] . lincom 2.groups-0bn.groups ( 1) - 0bn.groups + 2.groups = 0 ------------------------------------------------------------------------------ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- (1) | .3550725 .1362537 2.61 0.009 .0880201 .6221248 ------------------------------------------------------------------------------ . nlcom _b[2.groups]/_b[0bn.groups] _nl_1: _b[2.groups]/_b[0bn.groups] ------------------------------------------------------------------------------ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- _nl_1 | 3.130435 1.764279 1.77 0.076 -.3274893 6.588359 ------------------------------------------------------------------------------ Tim On Mon, Aug 12, 2013 at 5:52 AM, P.Praeg <p.praeg@rug.nl> wrote: > 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 > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/