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Re: st: Question regarding postgr3


From   Steven Gorl� <[email protected]>
To   <[email protected]>
Subject   Re: st: Question regarding postgr3
Date   Tue, 9 Jan 2007 22:17:13 +0100

----- Original Message ----- From: "Maarten Buis" <[email protected]>
To: <[email protected]>
Sent: Tuesday, January 09, 2007 4:46 PM
Subject: RE: st: Question regarding postgr3



Marcello:
A reasonable argument can be made for Stijn's position, if the mean changes over cohorts, e.g. the proportion of mothers that are working. It would show the change over cohorts, including the change in the distribution of working status of the mothers. In this sense this approach has a clear "population average flavour".
There are however clearly some issues with this approach:
a) It is true that the person with average values on the explanatory variables cannot exist, but we almost never think the "average person" is a real individual. This is just a construct that helps us summarize what we see.
b) It is true that the predicted probability for an individual with average values on the explanatory variables is different from the average predicted probability, but I don't see why one would be a better description of the typical predicted probability than the other.
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/
-----------------------------------------

--- Marcello Pagano wrote:
This is bad statistical practise, Stijn. Knowing average, or fitted
probabilities for mean covariates tells you something you don't really
need to know--for example, if you code males=0 and females=1 and you
have 30% males in your sample, what's the point of determining the
expected probability for someone with gender 0.7?

We have been seduced by linear models into being lazy; there it does not
matter when we take the mean. But with a non-linear model, such as the
logistic, when you take the means is critical. What you may want to do
in the above example is find the expected probability for males and the
expected probability for females. Then if you want to find an overall
mean, take a weighted combination of these two expected probabilities;
with weights 0.3 and 0.7, if you trust your sample, or, for example,
weights 0.5 and 0.5, if you know better. With more than one covariate,
life gets even more interesting if you try and capture interactions! But this is very easy to do well with the tools we have in Stata. If
you want to read more about this, take a look at,

Chang, I., Gelman, R. and Pagano, M. Corrected group prognostic curves
and summary statistics. Journal of Chronic Diseases 1982; 35 :669--674.

m.p.

Stijn Ruiter wrote:

Dear all,
I tried to make a graph using postgr3, but did not succeed plotting
expected probabilities (estimated with logit) by a specific variable
(say, Z) holding all other variables at the group mean given Z. Using
the x() option followed by rest(grmean) allows to hold the other
variables constant at the group mean given X, but this is not what I
intended to do.
More specifically, I want to plot expected probabilities over time (so,
"postgr3 year") holding all covariates constant at the year-specific
means. Is this somehow possible?
Kind regards,
Stijn


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