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st: Predicted probabilities from gllapred using mlogit
From
Joanne Flavel <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Predicted probabilities from gllapred using mlogit
Date
Thu, 16 Aug 2012 19:23:47 -0700
Dear Statalisters
I have estimated a 2 level multinomial logit for a model with a categorical dependent variable with 3 outcomes using gllamm . I am now trying to estimate average predicted probabilities but am having some trouble so was hoping for some advice
My model is given by:
gllamm depvar varlist, i(id) nrf(1) eqs(cons) base(2) link(mlogit) family(binom) robust trace
I then used gllapred
gllapred prob1, mu marginal outcome(1)
gllapred prob2, mu marginal outcome(2)
Outcome 3 is my base outcome
I understand that for a logit, the average predicted probability can be obtained by the following:
gen phat=exp(prob1)/(1+exp(prob1)
I am stuck on how to calculate this for the multinomial logit. Can anybody please advise on the correct way to do this? Any help will be much appreciated
Kind regards
Joanne
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