----- Original Message -----
From: "Daniel, Gregory" <[email protected]>
To: <[email protected]>
Sent: Thursday, September 25, 2003 9:09 AM
Subject: st: Predicted probabilities after xt commands
> Dear Statalist:
>
> Does anyone know how to obtain predicted probabilities, while holding
> covariates constant at their means (or specified values), after -xtlogit- or
> -xtgee-? I am aware that -prvalue- and -adjust- work for glm and logistic
> commands, but these do not work for xt commands.
>
> Thanks,
>
> Greg Daniel
You could change the value of the covariates to their means and then use
predict.
Example:
. use http://www.stata-press.com/data/r8/union.dta
(NLS Women 14-24 in 1968)
. xtlogit union age, i(id) nolog
Random-effects logistic regression Number of obs = 26200
Group variable (i): idcode Number of groups = 4434
Random effects u_i ~ Gaussian Obs per group: min = 1
avg = 5.9
max = 12
Wald chi2(1) = 26.09
Log likelihood = -10659.783 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
union | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
age | .0183831 .0035993 5.11 0.000 .0113286 .0254377
_cons | -2.91907 .1216329 -24.00 0.000 -3.157466 -2.680674
-------------+----------------------------------------------------------------
/lnsig2u | 1.725365 .0423218 1.642415 1.808314
-------------+----------------------------------------------------------------
sigma_u | 2.369508 .0501409 2.273244 2.469849
rho | .630536 .0098593 .611012 .6496421
------------------------------------------------------------------------------
Likelihood-ratio test of rho=0: chibar2(01) = 6382.86 Prob >= chibar2 = 0.000
. preserve
. egen mean = mean(age)
. replace age = mean
age was byte now float
(26200 real changes made)
. predict prob, pu0
. tab prob
Pr(union=1 |
assuming |
u_i=0) | Freq. Percent Cum.
------------+-----------------------------------
.0863033 | 26,200 100.00 100.00
------------+-----------------------------------
Total | 26,200 100.00
. restore
Hope this helps,
Scott
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