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Re: st: Formula for standard error of predicted probability in logit model
From
Phil Schumm <[email protected]>
To
<[email protected]>
Subject
Re: st: Formula for standard error of predicted probability in logit model
Date
Fri, 16 Aug 2013 15:19:44 -0500
On Aug 16, 2013, at 2:44 PM, Lucas <[email protected]> wrote:
> I have found many references to the multiple ways one can calculate a predicted probability from a logit model in stata (and in programs varying from excel to R). What I have been unable to find is the formula stata uses to calculate the standard error of the predicted value estimate. I've looked through the stata manuals and could not find the formula.
See [R] predictnl (Methods and formulas).
-- Phil
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