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Re: st: predict after logit
From
Tim Wade <[email protected]>
To
[email protected]
Subject
Re: st: predict after logit
Date
Wed, 11 Jul 2012 17:26:48 -0400
If I understand what you are asking, I think margins does this:
margins, by(hiprice)
sysuse auto.dta
xtile hiprice=price, nq(2)
logistic foreign hiprice mpg
margins, by(hiprice)
------------------------------------------------------------------------------
| Delta-method
| Margin Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
hiprice |
1 | .2162162 .0557663 3.88 0.000 .1069163 .3255161
2 | .3783784 .0681487 5.55 0.000 .2448094 .5119474
------------------------------------------------------------------------------
note this margin estimates are the same as the means of phat:
logistic foreign hiprice mpg
predict phat
tabulate hiprice, summ(phat)
2 quantiles | Summary of Pr(foreign)
of price | Mean Std. Dev. Freq.
------------+------------------------------------
1 | .21621622 .23645819 37
2 | .37837838 .25520846 37
------------+------------------------------------
Total | .2972973 .25759862 74
Tim
On Wed, Jul 11, 2012 at 1:01 PM, Sara Borelli <[email protected]> wrote:
> Hi all,
> I am running a logit model to obtain a predicted probability for each
> individual (phat_i) using predict, pr command .
>
> I have to calculate the average of this prediction within some
> categories of a variable x:
> mean_phat_i=mean( phat_i) by(x)
> and obtain standard errors and confidence interval for this mean.
>
> I know I can use adjust for this purpose, but I also need to calculate
> standard errors/confidence intervals for mean_phat_i
>
> Thanks in advance for any insight
>
> Sara
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