Hans,
If you use -prvalue- , that you can get with -findit spost9-, you will
find the confidence interval for predicted values. Perhaps it can be
useful.
*******begin example******************
webuse lbw2
logit low age lwt race2 race3 smoke ptl ht ui [pweight= lwt], or
prvalue
*****end******************************
. logit low age lwt race2 race3 smoke ptl ht ui [pweight= lwt], or
(sum of wgt is 2.4536e+04)
Iteration 0: log pseudolikelihood = -114.43179
Iteration 1: log pseudolikelihood = -97.434363
Iteration 2: log pseudolikelihood = -96.574062
Iteration 3: log pseudolikelihood = -96.561074
Iteration 4: log pseudolikelihood = -96.561069
Logistic regression Number of obs = 189
Wald chi2(8) = 31.44
Prob > chi2 = 0.0001
Log pseudolikelihood = -96.561069 Pseudo R2 = 0.1562
------------------------------------------------------------------------------
| Robust
low | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
age | .9753859 .0320464 -0.76 0.448 .9145558 1.040262
lwt | .9836637 .0068743 -2.36 0.018 .9702823 .9972297
race2 | 3.759388 1.949516 2.55 0.011 1.360528 10.38788
race3 | 2.298 .9872278 1.94 0.053 .9900823 5.333703
smoke | 2.731918 1.054756 2.60 0.009 1.28183 5.822438
ptl | 1.661432 .677697 1.24 0.213 .7469269 3.695618
ht | 6.340138 4.046999 2.89 0.004 1.814533 22.153
ui | 2.447706 1.260358 1.74 0.082 .8922027 6.715136
------------------------------------------------------------------------------
. prvalue
logit: Predictions for low
Confidence intervals by delta method
95% Conf. Interval
Pr(y=1|x): 0.2754 [ 0.2038, 0.3471]
Pr(y=0|x): 0.7246 [ 0.6529, 0.7962]
Hope this helps
Joao Lima
2008/9/16 Hans Olav Melberg <[email protected]>:
> When using the following:
>
> logit c6 $x6 [pweight=w2all], or
> mfx compute, at(gateway=0)
>
> I get:
> Marginal effects after logit
> y = Pr(c6) (predict)
> = .00067379
> etc
>
> How do I find standard error of the predicted value?
>
> The predicted value (y = 0.00067) is calculated using weights as well
> as at the mean of the variables, except for one variable which is 0.
> I found some commands that might be useful, but they did not accept weights.
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
-------------------------------
Joao Ricardo Lima
Professor
UFPB-CCA-DCFS
+553138923914
-------------------------------
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
