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Re: st: predict after logit
From
Sara Borelli <[email protected]>
To
[email protected]
Subject
Re: st: predict after logit
Date
Fri, 13 Jul 2012 15:06:02 -0400
Tim,
thank you very much for your help, this is very helpful
Sara
On Thu, Jul 12, 2012 at 3:39 PM, Tim Wade <[email protected]> wrote:
> 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
>>>>> *
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