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st: CIs for predicted probabilities from dynamic multinomial logit with random effects (Stata 13)
From
Stephani Jens <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: CIs for predicted probabilities from dynamic multinomial logit with random effects (Stata 13)
Date
Thu, 22 Aug 2013 12:54:22 +0000
Dear all,
I have estimated a dynamic multinomial logit model with random effects using the gsem-command in Stata 13. After having calculated predicted probabilities which take into account the random part by using predict after gsem, I need to also calculate confidence intervals for these predicted probabilities. I learned that one can use margins with the option fixedonly to calculate confidence intervals which consider the fixed part only.
However, I have the impression that it is not possible to calculate the CI that take into account the random part here. Does anyone have a suggestion how to do this, or did I miss something? When I was using the gllamm-command for this model, the calculation of these CI was possible by using the adofile called ci_marg_mu after gllapred.
Any suggestion or help is greatly appreciated.
Jens
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