Thursday, February 16, 2006

st: predictnl and ologit

Dear Statalist:

I am estimating an ordered logit model and I would like to use predictnl to compute standard errors and confidence bounds for the estimated probabilities. In more detail, I first estimate:

ologit y x1 x2, where y takes on three values (1,2,3)

However, when I use -predictnl-, I get an error message:

. predictnl phat=predict(outcome(#2)), se(phat_se) equation cut2 not found predict(outcome(#2)) invalid

I keep getting an error message if I write the expression for the estimated probabilities. For example:

. predictnl myp1=1-1/(1+exp(-_b[/cut2]+_b[x1]*x1+_b[x2]*x2)), se(myp1_se) equation cut2 not found

I don't get error messages when I use ordered probit instead of ordered logit. For example:

oprobit y x1 x2 predictnl pp=predict(outcome(#3)), se(pp_se) predictnl pp1=normal(-_b[/cut2]+_b[x1]*x1+_b[x2]*x2), se(se_pp1)

The commands above work fine.

I would be very grateful if anyone could clarify what the problem is.

Best regards, giacomo * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


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