This time with the first line...
Q: Why would the command prvalue after mlogit predict probabilities for some
of my outcomes that are less than zero and/or greater than 1?
I am using mlogit as follows:
. mlogit outcome time rterrain sumpop bofadj democ strat mtype_irtv mindep_t
mspeed_iA, b(3) nolog
Multinomial logistic regression Number of obs =
193
LR chi2(27) =
116.90
Prob > chi2 =
0.0000
Log likelihood = -153.72377 Pseudo R2 =
0.2755
----------------------------------------------------------------------------
--
outcome | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
0 |
time | .0196269 .0114223 1.72 0.086 -.0027605
.0420142
rterrain | 1.755239 1.478646 1.19 0.235 -1.142853
4.653332
sumpop | 3.55e-06 2.16e-06 1.64 0.100 -6.86e-07
7.79e-06
bofadj | 1.144988 1.629517 0.70 0.482 -2.048807
4.338783
democ | -.0265406 .1154767 -0.23 0.818 -.2528708
.1997895
strat | -2.127686 .7351234 -2.89 0.004 -3.568501
-.6868702
mtype_irtv | .7123837 .5424878 1.31 0.189 -.3508729
1.77564
mindep_t | -.5384454 .3762239 -1.43 0.152 -1.275831
.19894
mspeed_iA | -.093531 .0632883 -1.48 0.139 -.2175737
.0305117
_cons | 4.748362 2.020012 2.35 0.019 .789211
8.707512
-------------+--------------------------------------------------------------
--
1 |
time | -.0080828 .0165733 -0.49 0.626 -.0405658
.0244002
rterrain | 4.552035 1.818222 2.50 0.012 .9883868
8.115684
sumpop | 2.52e-06 2.31e-06 1.09 0.275 -2.00e-06
7.04e-06
bofadj | 4.579028 1.807127 2.53 0.011 1.037125
8.120931
democ | .1167351 .1258467 0.93 0.354 -.1299199
.3633902
strat | -4.886501 .9443589 -5.17 0.000 -6.73741
-3.035592
mtype_irtv | 1.450813 .6552834 2.21 0.027 .1664809
2.735145
mindep_t | -1.315626 .5053572 -2.60 0.009 -2.306108
-.3251446
mspeed_iA | -.212409 .0744667 -2.85 0.004 -.3583611
-.0664569
_cons | 7.557182 2.477052 3.05 0.002 2.702249
12.41211
-------------+--------------------------------------------------------------
--
2 |
time | .0315131 .0147056 2.14 0.032 .0026906
.0603355
rterrain | 5.93971 2.33391 2.54 0.011 1.365329
10.51409
sumpop | 5.40e-06 2.34e-06 2.31 0.021 8.19e-07
9.98e-06
bofadj | 3.346192 2.015841 1.66 0.097 -.6047844
7.297168
democ | -.0162111 .1568147 -0.10 0.918 -.3235622
.2911401
strat | -2.664387 .9756863 -2.73 0.006 -4.576697
-.7520769
mtype_irtv | .3681514 .8120946 0.45 0.650 -1.223525
1.959828
mindep_t | -.5097898 .5677939 -0.90 0.369 -1.622645
.6030658
mspeed_iA | -.109111 .086819 -1.26 0.209 -.279273
.0610511
_cons | 1.542303 2.761025 0.56 0.576 -3.869206
6.953812
----------------------------------------------------------------------------
--
(outcome==3 is the base outcome)
I next use prvalue to predict outcomes for specific values of particular
variables:
. prvalue, x(time=6 democ=8.7) rest(mean)
mlogit: Predictions for outcome
Confidence intervals by delta method
95% Conf. Interval
Pr(y=0|x): 0.4913 [ 0.2866, 0.6960]
Pr(y=1|x): 0.4034 [ 0.1863, 0.6205]
Pr(y=2|x): 0.0383 [-0.0211, 0.0977]
Pr(y=3|x): 0.0670 [-0.0256, 0.1596]
Q: Why would the predicted confidence intervals for outcomes 2 and 3 include
values that are less than zero?
The same model also returns predictions that are greater than 1:
. prvalue, x(mspeed_iA=2 democ=8.7) rest(mean)
mlogit: Predictions for outcome
Confidence intervals by delta method
95% Conf. Interval
Pr(y=0|x): 0.2107 [-0.0932, 0.5146]
Pr(y=1|x): 0.7579 [ 0.4253, 1.0904]
Pr(y=2|x): 0.0278 [-0.0541, 0.1096]
Pr(y=3|x): 0.0037 [-0.0082, 0.0156]
Q: Why would the predicted confidence interval for outcome 1 exceed 1? And
why would the confidence interval for the other outcomes include values that
are less than zero?
Thanks for your consideration!
Art M.
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