RE: st: confidence intervals and heckprob

["Jun Xu" <mystata@hotmail.com>]

You can try either delta method or bootstrap. delta method might be too much 
derivation in this case, but you can first turn to some mathematical 
software to get the first partial derivatives and then go from there. Or, a 
more intuitive way is to turn to bootstrap, but it requires a fast 
computer/server since heckprob converges rather slowly compared to other 
one-equation models.

Jun Xu
Ph.D. Candidate
Department of Sociology
Indiana University at Bloomington






> From: Paul Senese <pdsenese@buffalo.edu>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: statalist@hsphsun2.harvard.edu
> Subject: st: confidence intervals and heckprob
> Date: Sun, 16 Oct 2005 12:14:17 -0400
>
> Dear List,
> Following use of the Heckprob procedure, I have come across a challenge in 
> terms of calculating confidence intervals associated with predicted 
> probabilities. The procedure seems fairly straightforward for calculating 
> CIs around first stage predicted probabilities, however much less so at the 
> second stage.
> What I am interested in is being able to produce estimates of predicted 
> probabilities and confidence intervals, based on heckprob results. My 
> ultimate goal is to be able to do this for various profiles of independent 
> variable values.
> Any guidance would be appreciated.
> Best,
> Paul
>
> Paul D. Senese, Ph. D.
> Associate Professor
> Department of Political Science
> 520 Park Hall
> University at Buffalo, SUNY
> Buffalo, NY 14260
> 716.645.2251, ext. 508 (phone)
> 716.645.2166 (fax)
> pdsenese@buffalo.edu
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
_________________________________________________________________
Don�t just search. Find. Check out the new MSN Search! 
http://search.msn.click-url.com/go/onm00200636ave/direct/01/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/