Dear all,
I am conducting a multinomial logit with the following command line:
>mlogit y x1 x2 etc
The dependent variable y takes on four values (1, 2, 3, and 4). Following the regression, I calculate predicted probabilites for each of the four outcomes using the command line:
>predict p1 p2 p3 p4, pr
I wish to establish confidence intervals, and the way I know to do this is to enter four separate commands as follows:
predictnl p1 = predict(outcome(1)), ci(p1_l p1_u)
predictnl p2 = predict(outcome(2)), ci(p2_l p2_u)
predictnl p3 = predict(outcome(3)), ci(p3_l p3_u)
predictnl p4 = predict(outcome(4)), ci(p4_l p4_u)
This works about half of the time, but the other half of the time I receive an error message reading:
'Maximum number of interations exceed.'
I added the tag iterate([#]) to the predictnl command, but it seems that this too fails for some predictions.
Are there simpler ways to create confidence intervals? Or are there ways around the maximum iterations exceeded problem?
Any assistance would be greatly appreciated.
Matt polisson
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