Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Confidence intervals around ratios/differences of predicted probabilities
From
Tim Wade <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Confidence intervals around ratios/differences of predicted probabilities
Date
Mon, 12 Aug 2013 09:12:40 -0400
provided, you can alternatively use lincom and nlcom after margins
like this:
sysuse auto, clear
gen groups = irecode(mpg, 17, 23, 42)
logistic foreign i.groups
margins i.groups, coeflegend post
lincom 2.groups-0bn.groups
nlcom _b[2.groups]/_b[0bn.groups]
. lincom 2.groups-0bn.groups
( 1) - 0bn.groups + 2.groups = 0
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
(1) | .3550725 .1362537 2.61 0.009 .0880201 .6221248
------------------------------------------------------------------------------
. nlcom _b[2.groups]/_b[0bn.groups]
_nl_1: _b[2.groups]/_b[0bn.groups]
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_nl_1 | 3.130435 1.764279 1.77 0.076 -.3274893 6.588359
------------------------------------------------------------------------------
Tim
On Mon, Aug 12, 2013 at 5:52 AM, P.Praeg <[email protected]> wrote:
> Dear all:
>
> I would like to calculate confidence intervals around ratios and differences of predicted probabilities as obtained from logistic regression models. Is there a straightforward way to calculate these in Stata? Specifically, I am doing the following:
>
> sysuse auto, clear
>
> // I have a logistic regression model with a binary outcome (foreign),
> // a set of dummies which denote several groups of interest (i.groups),
> // and a vector of controls (not shown here to make things easier):
>
> gen groups = irecode(mpg, 17, 23, 42) // Creates three groups based on mpg
>
> logistic foreign i.groups
>
> // With the -margins- command, I get predicted probabilities of
> // being foreign for each of my groups:
>
> margins i.groups, coeflegend
>
> // What I am interested in then is the difference and the ratio of
> // some of these predicted probabilities:
>
> matrix pred_prob = r(table)
>
> // Difference
> di pred_prob[1,3] - pred_prob[1,1]
>
> // Ratio
> di pred_prob[1,3] / pred_prob[1,1]
>
> This now gives me point estimates for the difference and ratio of the predicted probabilities.
>
> My question now is: Is there any straightforward way to obtain confidence intervals around these point estimates?
>
> Thanks for your consideration!
> Patrick
>
> --
> Patrick Präg
> ICS/Department of Sociology
> Faculty of Social and Behavioral Sciences
> University of Groningen
> Grote Rozenstraat 31
> 9712 TG Groningen, The Netherlands
>
> Tel: +31 (0)50 363 7620
> Email: [email protected]
>
> http://www.rug.nl/staff/p.praeg
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/