Re: st: collecting interaction terms after estimation

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 12:34 PM 11/5/2011, Maria Ana Vitorino wrote:
> Dear Richard,
> Thanks for your suggestions.
> I'm actually using asclogit and it seems that factor variables and
> time series operators are not allowed...
> Ana

-clogit- allows factor variables, and the help for -clogit- tells how 
to estimate an -asclogit- model. But, it may just be easier to tweak 
my original advise. Compute all the original terms and estimate your 
model. Then recompute those terms fixing distance at 10 and do the predict.




> On Nov 5, 2011, at 2:20 PM, Richard Williams wrote:
>
> > At 11:48 AM 11/5/2011, Maria Ana Vitorino wrote:
> > > Dear statalist users,
> > > Suppose I have the following model in which I regress people's
> > > decision to buy or not to buy something on people's characteristics
> > > interacted with distance.
> > > (the Xs refer to interactions between distance to the store and
> > > other people's characteristics).
> > >
> > > logit choice dist dist2 ageXdist sexXdist incXdist
> >
> > If you have Stata 11 or 12, you are making this too hard. Use factor
> > variable notation instead.
> >
> > clonevar xdist = dist
> > logit choice i.sex xdist age inc c.xdist#c.xdist c.age#c.xdist
> > i.sex#c.xdist c.inc#c.xdist
> >
> > Follow that up with
> >
> > replace xdist = 10 if !missing(xdist)
> > predict p1, p
> >
> > Change the last line to
> >
> > predict p1, p if e(sample)
> >
> > if you only want to use the same cases that were used in the
> > estimation.
> >
> > Then,
> >
> > drop xdist
> > clonevar xdist = dist
> > [repeat process with remaining models; call predictions p2, p3, or
> > whatever)
> >
> > Note that you run the logistic regressions using the original values
> > of distance. You then set distance = 10 and do your predictions. By
> > using the factor variable notation, Stata will understand how the
> > value of distance affects both the squared term and the interaction
> > terms.
> >
> > Also note that in your original example you did not have the main
> > effects of sex, age, income or inc. I have added them, but if for
> > some reason you really really really don't want them you should drop
> > the main effects from the model.
> >
> > If you are condemned to using Stata 10 or earlier, you will need to
> > tweak the approach so that you run the regression, and then
> > recompute all the terms setting distance to 10 and then doing the
> > prediction.
> >
> >
> > > And I would like to obtain predicted probabilities for each person
> > > when distance is set to 10.
> > >
> > > This would be easy enough if I only had this model specification. But
> > > I have several possible models (and may keep adding and changing the
> > > current ones).
> > >
> > > This is what I have so far:
> > >
> > >
> > > local chars "sex age inc"
> > > foreach varname in `chars'{
> > >        gen distX`varname' = dist*`varname'
> > > }
> > > gen dist2= dist*dist
> > >
> > > *model 1
> > > logit choice dist dist2 ageXdist sexXdist incXdist
> > >
> > > *model 2
> > > logit choice dist dist2  sexXdist incXdist
> > >
> > > *model 3
> > > logit choice dist ageXdist  incXdist
> > >
> > > My question is then: Is it possible to write code general enough that
> > > would calculate predicted probabilities for when distance is set to
> > > 10
> > > for *any* of the above models?
> > >
> > >
> > > Any insights are appreciated.
> > > Thanks,
> > > Ana
> > > *
> > > *   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/
> >
> > -------------------------------------------
> > Richard Williams, Notre Dame Dept of Sociology
> > OFFICE: (574)631-6668, (574)631-6463
> > HOME:   (574)289-5227
> > EMAIL:  Richard.A.Williams.5@ND.Edu
> > 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:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

*
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*   http://www.ats.ucla.edu/stat/stata/