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Re: st: Predict and adjust
Thanks to you and Maarten for your response.
Fred
At 09:34 AM 12/23/2006, you wrote:
Exactly -- he was pointing out to you that the results from predict
and adjust will only match for the logistic model in terms of xb,
but not pr. The transformation is not linear and so you can't expect
the logit of the average of xb to equal the average of the logit of xb.
M Blasnik
----- Original Message ----- From: "Fred Wolfe"
<[email protected]>
To: <[email protected]>
Sent: Saturday, December 23, 2006 10:16 AM
Subject: Re: st: Predict and adjust
Hi Maarten,
I did not use predict, xb. I used predict p, in which the default
is -pr-. You cited the OLS command I showed above, but not the
predict command I used for LR.
Using logistic regression with -pr- prediction and adjust with
-pr-, I obtained the following results:
From tab 189 .3121693 .4646093
From predict,pr 189 .3121693 .1481592
From adjust,pr 189 .289227
Fred
At 08:00 AM 12/23/2006, you wrote:
--- Fred Wolfe <[email protected]> wrote:
> The manual and the FAQ state that the results after predict and
> adjust are the same. <snip> However, when I use the logistic
> regression example from page 20 (Reference A-J) for the adjust
> command, predict and adjust give different results.
The key is that by looking at predicted probabilities you apply the
logit transformation to the linear predictor. If you don't apply the
transformation than the results will be the same again:
*-------------- begin example -------------
use http://www.stata-press.com/data/r9/lbw,clear
xi: logistic low age lwt i.race smoke,nolog
predict p, xb
su p
adjust
*--------------- end example --------------
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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Fred Wolfe
National Data Bank for Rheumatic Diseases
Wichita, Kansas
Tel +1 316 263 2125
[email protected]
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Fred Wolfe
National Data Bank for Rheumatic Diseases
Wichita, Kansas
Tel +1 316 263 2125
[email protected]
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* http://www.ats.ucla.edu/stat/stata/
