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Confidence intervals for predicted outcomes in regression models for categorical outcomes

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  • Jun Xu

    (Indiana University)

  • J. Scott Long

    (Indiana University)

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    Abstract

    We discuss methods for computing confidence intervals for predictions and discrete changes in predictions for regression models for categorical outcomes. The methods include endpoint transformation, the delta method, and bootstrap- ping. We also describe an update to prvalue and prgen from the SPost package, which adds the ability to compute confidence intervals. The article provides several examples that illustrate the application of these methods. Copyright 2005 by StataCorp LP.

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    Bibliographic Info

    Article provided by StataCorp LP in its journal Stata Journal.

    Volume (Year): 5 (2005)
    Issue (Month): 4 (December)
    Pages: 537-559

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    Handle: RePEc:tsj:stataj:v:5:y:2005:i:4:p:537-559

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    Related research

    Keywords: prvalue; prgen; confidence interval; predicted probability; dis- crete choice models; endpoint transformation; delta method; bootstrap;

    References

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    1. Weihua Guan, 2003. "From the help desk: Bootstrapped standard errors," Stata Journal, StataCorp LP, vol. 3(1), pages 71-80, March.
    2. Tim Liao, 2000. "Estimated Precision for Predictions from Generalized Linear Models in Sociological Research," Quality & Quantity: International Journal of Methodology, Springer, vol. 34(2), pages 137-152, May.
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    Cited by:
    1. Angermeyer, Matthias C. & Matschinger, Herbert & Link, Bruce G. & Schomerus, Georg, 2014. "Public attitudes regarding individual and structural discrimination: Two sides of the same coin?," Social Science & Medicine, Elsevier, vol. 103(C), pages 60-66.
    2. Botzen, W.J.W. & Bouwer, L.M. & van den Bergh, J.C.J.M., 2010. "Climate change and hailstorm damage: Empirical evidence and implications for agriculture and insurance," Resource and Energy Economics, Elsevier, vol. 32(3), pages 341-362, August.
    3. J. Scott Long, 2006. "Group comparisons and other issues in interpreting models for categorical outcomes using Stata," North American Stata Users' Group Meetings 2006 15, Stata Users Group.
    4. Martin, Reiner & Schuknecht, Ludger & Vansteenkiste, Isabel, 2007. "The role of the exchange rate for adjustment in boom and bust episodes," Working Paper Series 0813, European Central Bank.
    5. Khoury, Theodore A. & Pleggenkuhle-Miles, Erin G., 2011. "Shared inventions and the evolution of capabilities: Examining the biotechnology industry," Research Policy, Elsevier, vol. 40(7), pages 943-956, September.
    6. Ahearn, Mary Clare & El-Osta, Hisham & Mishra, Ashok K., 2013. "Considerations in Work Choices of U.S. Farm Households: The Role of Health Insurance," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(1), April.

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