Re: st: Predicted probabilities after Poisson regression

[Gillian.Frost@hsl.gov.uk]

Thank you both for your replies;  That explains why the probability option 
is not documented in the manuals!

One further related question:
I am looking at the incidence of low back pain, and am using Poisson 
regression to estimate rate ratios.  Each participant has at least one 
record, with more than one record if they experienced more than one 
episode of low back pain, or their exposure status changed during 
follow-up.  For example:

Participant     Time at risk    Experienced low back pain       Exposure 
status
1               315             0                               1
2               310             1                               1
3               100             0                               1
3               250             0                               2
4               175             1                               1
4               150             1                               1

Therefore my outcome, low back pain, only ever takes the value of zero or 
one.  However, the predicted probability of Y>1 is greater than zero, even 
though my outcome is only be zero or one.  Does this mean that this is an 
out of sample prediction, and I should only be concerned with the 
predicted probability when Y=0 or Y=1?

Thank you for your assistance with this.

Many thanks,

Gillian 






Maarten buis <maartenbuis@yahoo.co.uk> 
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06/07/2010 11:27
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Re: st: Predicted probabilities after Poisson regression






--- On Tue, 6/7/10, Gillian.Frost@hsl.gov.uk wrote:
> Looking at the help file for Poisson postestimation, there
> is an option -pr(n)- or -pr(a,b)- for -predict-, which
> calculates unconditional  probabilities.  However, when I
> look in the manual for more information there is no mention
> of this option.
> 
> I was hoping that someone would be able to help me find out
> more  information about how predicted probabilities are
> estimated after Poisson  regression.

As Martin mentioned these are new options in Stata 11.1, which
is probably why they aren't in the pdf manuals yet (this is
certainly the reason why they aren't in the paper manuals).

However, you can see the function that lead to these 
probabilities on page 1372, the methods and formulas section
of -poisson-, it is a pretty straightforward transformation
of the linear predictor.

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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