Hi,
I recently estimated a fractional logit model using glm:
glm y varlist, family(bin) link(logit) robust
After the estimation, I predicted the expected values of y given covariate values using:
predict y_hat
I want to calculate the standard errors for these predicted values. However, STATA only provides standard error of the linear predictions, not the expected values, i.e.,
predict std_error, stdp
Is there a way to calculate the standard error of the expected values without resorting to delta methods or other by-hand calculations?
Thanks,
Albert.
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