Many thanks. This is very helpful.
No, I don't have anything fundamentally against delta method. In fact, I love the concept. I was hoping to avoid to implement it by hand, i.e., pencil and paper.
________________________________________
From: [email protected] [[email protected]] On Behalf Of Maarten buis [[email protected]]
Sent: Tuesday, November 17, 2009 5:58 PM
To: [email protected]
Subject: Re: st: Question about GLM
--- On Tue, 17/11/09, Lee, Albert wrote:
> I recently estimated a fractional logit model using glm:
<snip>
> Is there a way to calculate the standard error of the
> expected values without resorting to delta methods or other
> by-hand calculations?
Do you have something fundamentally against the delta method,
or do you think that it is a lot of work to implement. If the
latter is your concern, than you can consider the -predictnl-
command like in the example below:
*------------------------ begin example ----------------------
use http://fmwww.bc.edu/repec/bocode/c/citybudget.dta, clear
glm safety noleft popdens, link(logit) robust
predictnl pr = invlogit(xb()), ci(lb ub)
sort popdens
twoway rarea lb ub popdens if noleft==0 || ///
rarea lb ub popdens if noleft==1 || ///
line pr popdens if noleft==0 || ///
line pr popdens if noleft==1
*-------------------- end example -----------------------
( For more on how to use examples I sent to statalist see:
http://www.maartenbuis.nl/stata/exampleFAQ.html )
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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