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Note: This FAQ is for Stata 7 and older versions.

Beginning in Stata 8, standard errors for predictions can be computed using predictnl.

## How do I obtain the standard error of the predicted probability with logistic regression analysis?

 Title Obtaining a standard error of the predicted probability with logistic regression analysis Author Roberto Gutierrez

The predicted probability in a logistic regression is a transformation of the linear combination x^t beta. Thus, by the delta method, the predicted probability for

        H(t) = (1+exp(-t))^{-1}


is

        pi = H(x^t beta) = H(linear combination)


Applying the delta method, we get

        se(pi) = H'(linear combination) * stdp
= pi*(1-pi)*stdp,


by properties of the logistic function H().

Thus, to get standard errors for your predicted probabilities, the following sequence of commands will work nicely:

 . logit y x
. predict p
. predict stdp, stdp
. gen se = p * (1-p) * stdp