xtlogit_postestimation.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 07apr2005}{...}
{cmd:help xtlogit postestimation}{...}
{right:predict dialogs:  {bf:{dialog xtlogit_re_p:re}}  {bf:{dialog xtlogit_fe_p:fe}}  {bf:{dialog xtlogit_pa_p:pa}}}
{right:also see:  {helpb xtlogit} {space 2}}
{hline}

{title:Title}

{p2colset 5 36 38 2}{...}
{p2col :{hi:[XT] xtlogit postestimation} {hline 2}}Postestimation tools for xtlogit{p_end}
{p2colreset}{...}


{title:Description}

{pstd}
The following postestimation commands are available for {cmd:xtlogit}:

{synoptset 13 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
INCLUDE help post_adjust3star
{p2coldent :+ {helpb estat}}AIC, BIC, VCE, and estimation sample summary{p_end}
INCLUDE help post_estimates
INCLUDE help post_lincom
INCLUDE help post_lrtest
INCLUDE help post_mfx
INCLUDE help post_nlcom
{synopt :{helpb xtlogit postestimation##predict:predict}}predictions, residuals, influence statistics, and other diagnostic measures{p_end}
INCLUDE help post_predictnl
INCLUDE help post_test
INCLUDE help post_testnl
{synoptline}
{p2colreset}{...}
{p 4 6 2}* {cmd:adjust} will not work with time-series operators.{p_end}
{p 4 6 2}+ {cmd: estat ic} will not work with {cmd: xtlogit, pa}.{p_end}


{marker predict}{...}
{title:Syntax for predict}

{phang}
Random-effects model

{p 8 16 2}
{cmd:predict} {dtype} {newvar} {ifin} [{cmd:,} 
{it:{help xtlogit_postestimation##randomeffects:RE_statistic}} {opt nooff:set}]

{phang}
Fixed-effects model

{p 8 16 2}
{cmd:predict} {dtype} {newvar} {ifin} [{cmd:,} 
{it:{help xtlogit_postestimation##fixedeffects:FE_statistic}} {opt nooff:set}]

{phang}
Population-averaged model

{p 8 16 2}
{cmd:predict} {dtype} {newvar} {ifin} [{cmd:,} 
{it:{help xtlogit_postestimation##popaverage:PA_statistic}} {opt nooff:set}]

{marker randomeffects}{...}
{synoptset 13 tabbed}{...}
{synopthdr :RE_statistic}
{synoptline}
{syntab:Main}
{synopt :{opt xb}}calculate linear prediction; the default{p_end}
{synopt :{opt pu0}}calculate probability of a positive outcome assuming the random effect is zero{p_end}
{synopt :{opt stdp}}calculate standard error of the linear prediction{p_end}
{synoptline}
{p2colreset}{...}

{marker fixedeffects}{...}
{synoptset 13 tabbed}{...}
{synopthdr :FE_statistic}
{synoptline}
{syntab:Main}
{synopt :{opt p}}calculate predicted probability of a positive outcome conditional on one positive outcome within group; the default{p_end}
{synopt :{opt pu0}}calculate probability of a positive outcome assuming the random effect is zero{p_end}
{synopt :{opt xb}}calculate linear prediction{p_end}
{synopt :{opt stdp}}calculate standard error of the linear prediction{p_end}
{synoptline}
{p2colreset}{...}

{marker popaverage}{...}
{synoptset 13 tabbed}{...}
{synopthdr :PA_statistic}
{synoptline}
{syntab:Main}
{synopt :{opt mu}}calculate predicted probability of {depvar}; considers the {opt offset()}{p_end}
{synopt :{opt rate}}calculate predicted probability of {depvar}{p_end}
{synopt :{opt xb}}calculate linear prediction{p_end}
{synopt :{opt stdp}}calculate standard error of the linear prediction{p_end}
{synopt :{opt score}}first derivative of the log likelihood with respect to xb{p_end}
{synoptline}
{p2colreset}{...}

INCLUDE help esample
{p 4 6 2}
Note that the predicted probability for the fixed-effects model is conditional
on there being only one outcome per group.  See {bf:[R] clogit} for details.


{title:Options for predict}

{dlgtab:Main}

{phang}
{opt xb} calculates the linear prediction.  This is the default for the
random-effects model.

{phang}
{opt p} calculates the predicted probability of a positive outcome conditional
on one positive outcome within group.  This is the default for the
fixed-effects model.

{phang}
{opt mu} and {opt rate} both calculate the predicted probability of {depvar}.
{opt mu} takes into account the {opt offset()}, and {opt rate} ignores those
adjustments.  {opt mu} and {cmd:rate} are equivalent if you did not specify
{opt offset()}.  {opt mu} is the default for the population-averaged model.

{phang}
{opt pu0} calculates the probability of a positive outcome, assuming that the
fixed or random effect for that observation's panel is zero.  Note that this
may not be similar to the proportion of observed outcomes in the group.

{phang}
{opt stdp} calculates the standard error of the linear prediction.

{phang}
{opt score} calculates the equation-level score.

{phang}
{opt nooffset} is relevant only if you specified {opth offset(varname)} for
{cmd:xtlogit}.  This option modifies the calculations made by {cmd:predict} so
that they ignore the offset variable; the linear prediction is treated as xb
rather than xb + offset.


{title:Examples}

{phang}{cmd:. xtlogit union age grade south, i(idcode)}{p_end}
{phang}{cmd:. predict prob, pu0}{p_end}

{phang}{cmd:. xtlogit union age grade south, i(idcode) pa}{p_end}
{phang}{cmd:. predict prob, mu}{p_end}


{title:Also see}

{psee}
Manual:  {bf:[XT] xtlogit postestimation}

{psee}
Online:  {helpb xtlogit};{break}
{helpb adjust}, {helpb estimates}, 
{helpb lincom}, {helpb lrtest}, {helpb mfx}, {helpb nlcom}, {helpb predict},
{helpb predictnl}, {helpb test}, {helpb testnl}
{p_end}