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Re: st: predict after logit
From
Tim Wade <[email protected]>
To
[email protected]
Subject
Re: st: predict after logit
Date
Thu, 12 Jul 2012 15:39:17 -0400
Without having margins, you can always use a bootstrap, need to check
the syntax for -bootstrap- in version 10.
sysuse auto.dta
xtile hiprice=price, nq(2)
program bootphat, rclass
logistic foreign hiprice mpg
tempvar phat
predict `phat'
qui summ(`phat')
return scalar pm=r(mean)
qui summ(`phat') if hiprice==1
return scalar plo=r(mean)
qui summ(`phat') if hiprice==2
return scalar phi=r(mean)
end
bootstrap pmean=r(pm) phi=r(phi) plo=r(plo), reps(1000): bootphat
On Thu, Jul 12, 2012 at 2:08 PM, Sara Borelli <[email protected]> wrote:
> thank you Tim for the suggestion,
> I cannot find the margins options...may it be because this is a new
> feature of STATA ?
> I am using stata 10
> thanks
> Sara
>
>
> On Wed, Jul 11, 2012 at 5:27 PM, Tim Wade <[email protected]> wrote:
>> 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
>>>> *
>>>> * 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/
>> *
>> * 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/
> *
> * 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/
*
* For searches and help try:
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