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st: adjust vs. margins revisited
From
Tim Wade <[email protected]>
To
[email protected]
Subject
st: adjust vs. margins revisited
Date
Fri, 30 Jul 2010 12:07:36 -0400
Hello Statalisters:
Having recently upgradted to v. 11, I have been testing -margins-
and, like others have discussed on Statalist, I am trying to reconcile
some results compared to the old -adjust-
Here is a simplified example
sysuse auto.dta
logistic foreign price mpg weight
adjust price=4000 mpg weight, pr ci
margins, atmeans at(price=4000)
produces the following:
. adjust price=4000 mpg weight, pr ci
-----------------------------------------------------------------------------------------------------------------------------------------
Dependent variable: foreign Equation: foreign Command: logistic
Covariates set to mean: mpg = 21.297297, weight = 3019.4595
Covariate set to value: price = 4000
-----------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------
All | pr lb ub
----------+-----------------------------------
| .005861 [.000219 .137016]
----------------------------------------------
Key: pr = Probability
[lb , ub] = [95% Confidence Interval]
. margins, atmeans at(price=4000)
Adjusted predictions Number of obs = 74
Model VCE : OIM
Expression : Pr(foreign), predict()
at : price = 4000
mpg = 21.2973 (mean)
weight = 3019.459 (mean)
------------------------------------------------------------------------------
| Delta-method
| Margin Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_cons | .0058613 .0097907 0.60 0.549 -.0133281 .0250508
------------------------------------------------------------------------------
I read the previous postings by Stata Corp's Jeff Pitlblado
(http://www.stata.com/statalist/archive/2009-11/msg00199.html where he
stated:
"The -pr- confidence intervals from -adjust- are computed by transforming the
end-points of the CI limits from the linear prediction.
-margins- computes the CI limits using the normal approximation is valid."
but here margins produces negative confidence bounds on a probability
and also produces quite different results from -adjust-, which seems
to provide reasonable results. It does not seem plausible that both
results could be considered valid. Any thoughts?
Kind regards, Tim
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