Dear list members,
Does anyone know how to obtain confidence intervals for the estimated Y
variable after the mfx compute command? Let's say you have an estimate of
your dependent variable, which is what (mfx compute) computing mean marginal
effects does. A very important issue in using regression estimates is the
ability to forecast the confidence interval of this dependent variable. As
far as I can tell, mfx compute gives you a confidence interval for the X
variables, but I need a measure of confidence for the predicted Y variable.
Thank you,
Jose Aleman
PhD Candidate
Politics Department
130 Corwin Hall
Princeton, NJ 08544
609.937.0190
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