Re: st: standard error of prediction (with weights)

[Steven Samuels <sjhsamuels@earthlink.net>]

> On Sep 16, 2008, at 6:01 AM, Hans Olav Melberg wrote:
> > 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.
> >
Hans, you need to use -adjust- for this purpose.  However -adjust-  
will not hold variables at their weighted means.  Here is code that  
creates the weighted means and then calls -adjust-.  If it is badly  
mangled in transmission to the list, I will send you a copy privately.
-Steve


*****************Code begins *****************
/*
Program to created adjusted prediction and CI for weighted data,   
holding one variable at a specified value and the others at their  
weighted means

For the auto data, the command will be: svy: logit foreign rep78 mpg  
weight trunk
-adjust- will be called to predict the probability for rep78=3 and  
other predictors  held at their means
*/

sysuse auto,clear
svyset _n [pweight=length]
local  rhs mpg weight trunk    // all variables to be held at their  
means ///

/* Create weighted means  */
svy: mean `rhs'
foreach v of varlist `rhs' {
local m_`v' = _b[`v']
}

/* build up statement for -adjust- command */
local l_adj " "
foreach v of varlist `rhs' {
local lv "`v' =  `m_`v''  "
local l_adj `l_adj' `lv'
}
di "`l_adj'"

/* Survey command itself */
svy: logit foreign rep78 `rhs'
adjust "`l_adj'" rep78=3, pr ci

**************Code Ends**********************


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