RE: st: matrix product in stata after mvprobit

["stata_user stata_user" <stata_dofile@hotmail.co.uk>]

Thanks a lot Maarten,

I found your paper very interesting, I  have followed your suggestion .

Since I  am interested on the change in the marginal  probabilities from 
mvprobit , for example for one of my independent  binary  variables , called 
DM, I have used the following syntax to obtain the the 3 marginal 
probailities for my 3 dependent binary variables (bn_1,bn_2 and bn_3)

*------------------------------DM==0-----------------*

mvppred xb_DM0  if DM ==0,xb

sum  xb_DM01 if e(sample)
sum  xb_DM02 if e(sample)
sum  xb_DM03 if e(sample)

*------------------------------DM==1-----------------*

mvppred xb_DM1  if DM ==1,xb

sum  xb_DM11 if e(sample)
sum  xb_DM12 if e(sample)
sum  xb_DM13 if e(sample)

*--------------Marginal probabilities for DM =0 and DM=1-----------------*
*bn_1,bn_2 and bn_3 are the 3 binary variables
*For bn_1
gen bn_01 = norm(xb_DM01)
gen bn_11 = norm(xb_DM11)

*For bn_2
gen bn_02 = norm(xb_DM02)
gen bn_12 = norm(xb_DM12)

*For bn_3
gen bn_03 = norm(xb_DM03)
gen bn_13 = norm(xb_DM13)

However I have noticed that even if  the  3 beta coeffecients of DM were all 
positives, the change on the probabilites from DM=0 to DM=1 (having all 
other variables constant at their mean values) were either positive or 
negative, is this make sense ?

The second point is how to obtain the change for a continuous variable ?

Kind regads,

Sami



> From: Maarten buis <maartenbuis@yahoo.co.uk>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: statalist@hsphsun2.harvard.edu
> Subject: RE: st: matrix product in stata after mvprobit
> Date: Wed, 18 Apr 2007 09:04:02 +0100 (BST)
>
> --- stata_user stata_user <stata_dofile@hotmail.co.uk> wrote:
> > I have tried mvppred, but I have noticed that I can have predicted
> > values for xb , p and other statistics  only for the values of the
> > x's (independent variables) that are already in my data.
> >
> > When I specify with the " if" statement , that I want the predicted
> > for the means of the x�s, I have a message saying  � no
> observations�.
> >
> > I do not know if it is possible to get the predicted values on the
> > mean values of the x's (independent variables)
>
> You can use the fact that the mean linear predictor is the linear
> predictor at mean values of x. Note, however that the mean probability
> is not the probability at mean values of x. See:
> http://home.fsw.vu.nl/m.buis/wp/logit_adjust.html .
>
> So what you want to do is: 1) use predict to create the linear
> predictors, 2) sumarize them (don't forget to ensure that you are doing
> it on the same sample by adding: if e(sample)), and 3) plug the means
> into the formula for creating probabilities.
>
> However, comparing mean predicted probabilities is in this case easier,
> and in many cases theoretically nicer: you are comparing a typical
> predicted probability for men with a typical predicted probability for
> women, instead of comparing predicted probability for men who have
> typical values on the other explanatory variables with predicted
> probabilites for women who have typical values on the other explanatory
> variables.
>
> 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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