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Re: st: Calculating predicted probabilities at a given value of one of the independent variables
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: st: Calculating predicted probabilities at a given value of one of the independent variables
Date
Thu, 27 Oct 2011 00:59:55 -0500
At 10:05 PM 10/26/2011, Vitorino, Maria Ana wrote:
Thanks!! But the results should be the same as in your previous
suggestion, right? Or am I missing something?
Also, -help predict- talks about in-sample and out-of-sample
predictions. An interesting example it gives shows how you could run
the estimation on one sample and then compute the predictions using a
totally different sample.
Ana
On Oct 26, 2011, at 10:53 PM, "Richard Williams"
<[email protected]> wrote:
> At 06:06 PM 10/26/2011, Maria Ana Vitorino wrote:
>> Dear Statalist users,
>>
>> I would like to calculate some predicted probabilities after fitting a
>> multinomial logit model (asclogit). But, the twist is that I would
>> like to calculate these fitted values for a given level of one of the
>> independent variables. Namely, I would like to set one of the Xs to
>> zero when computing the predicted probability (but not in the
>> estimation).
>> What would be the best way of going about this? Would it make sense to
>> do it in 2 steps? In the first step use "predict xb" and in the
>> second step remove the component of xb that I'm not interested and
>> calculate the probability using "gen" and the logit formula?
>> Or is there a better way?
>
> I am going to slightly tweak my earlier advice. Assuming you only
want in-sample predictions,
>
> webuse sysdsn1, clear
> clonevar xmale = male
> mlogit insure age i.xmale nonwhite i.site
> predict p1 p2 p3 if e(sample)
> replace xmale = 0 if !missing(xmale)
> predict pp1 pp2 pp3 if e(sample)
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME: (574)289-5227
> EMAIL: [email protected]
> WWW: http://www.nd.edu/~rwilliam
>
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*
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/