--- "Allan Reese (Cefas)" <[email protected]> wrote:
> I'm asserting that the description of predictnl is wrong and
> misleading to users. The Reference Manual states plainly that:
> "predictnl calculates (possibly) nonlinear predictions *after any
> Stata estimation command* and optionally calculates ... confidence
> limits for these predictions." When Stata claims to generate CIs
> after GLMs, it should do so using the information that IS available
> within the program.
The purpose of -predictnl- is to predict *any* nonlinear prediction, so
their is no information available as to the range within which the
predictions or their confidence interval must remain. This is the price
you have to pay for a general purpose command like -predictnl-.
In order to be able to get confidence intervals in such a general case
an asymptotic argument is used. Consequence of using those arguments is
that in finite samples you can get confidence intervals outside the
allowable range. I would consider this a minor issue: The confidence
intervals are approximations, and approximations are strictly speaking
wrong, but that is not the point. The point of an approximation is that
it gets close.
The helpfile is quite clear that this is an approximation: "The
calculation of standard errors (and other obtainable quantities that
are based on the standard errors, such as test statistics) is based on
the "delta method", an approximation appropriate in large samples." So
I think no misleading of the users has taken place.
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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