All,
I'm estimating a conditional logit model of schooling choice. I want to obtain confidence intervals for the predicted choice probabilities.
The approach I want to use is the following:
based on the parameter estimates, get 1000 draws from the multivariate normal distribution to generate 1000 alternative parameter values. Using these values, I calculate 1000 choice probabilities. I then drop 2,5% of the values in each tail to get the 95% CI for the choice probabilities.
I can't find Stata commands that allow to automate this procedure. If I use "drawnorm" to get the parameter value, I lose the dataset so I can't calculate the predicted probabilities. The best I can think of is to put the parameter draws in a matrix, read the dataset again and then calculate the probabilities. This seems quite a hassle to program though.
Any ideas to simplify this?
Many thanks,
Stijn Kelchtermans
Katholieke Universiteit Leuven
Belgium
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