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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 17:27:48 -0400
apologies, the first segment of code should read:
sysuse auto.dta
xtile hiprice=price, nq(2)
logistic foreign hiprice mpg
margins, by(hiprice)
On Wed, Jul 11, 2012 at 5:26 PM, Tim Wade <[email protected]> wrote:
> 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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*
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