Clarify May 2005

clarify@lists.gking.harvard.edu

2 participants
2 discussions

by Colin.Vance＠dlr.de

Greetings Clarify-Users, Below I've pasted annotated Stata code for generating simulated probabilites for xtprobit, a panel model not currently supported in Clarify. The code is set up for a binary dependent variable, y, and 5 independent variables x1-x5. The code seems to work, but no guarantees! I'd be delighted to get comments if problems are identified. I tried the code out using the probit model so that I could compare with Clarify. The simulations were pretty much the same, though this code took a lot longer to run than Clarify. Thanks for any input. Colin Colin Vance, Ph.D. German Aerospace Center Institute of Transport Research Rutherfordstrasse 2 12489 Berlin Germany tel: +49 30 67055147 fax: +49 30 67055202 email: colin.vance(a)dlr.de Here's the code: #delimit; xtprobit y x1 x2 x3 x4 x5; matrix params = e(b); matrix P=e(V); drawnorm b1-b7, means(params) cov(P) double; /*7 simulated parameters are drawn: 5 of which are for the x's, 1 constant, and lnsig2u, which is the panel level variance component*/ local d=18; while `d' <=80 {; /*pretend x5 measures age and the goal is to simulate predicted probabilities for persons aged 18 to 80 holding all other variables at the mean values, the above sets up the outer loop to do this*/ local i=1; generate based`d'=.; while `i' <=1000 {; /*the inner loop generates 1000 simulated values for each age level*/ quietly generate model= (b1[`i']*2.512424)+(b2[`i']* .357981)+(b3[`i']* 1.076852) + (b4[`i']*11.5) + (b5[`i']*`d') + b6[`i']; /*this generates the linear prediction with all variables set at the mean value except for age, b6 is the constant term*/ quietly generate prob=norm(model); /*converts linear prediction to probability*/ quietly summarize prob, meanonly; quietly replace based`d'=r(mean) in `i'; drop model prob; disp `i'; local i=`i'+1; }; local d=`d'+1; }; /*produces 62 variables of 1000 observations labeled based18-based80, these are the simulated predicted probabilities*/ #delimit cr -- Clarify mailing list served by Harvard-MIT Data Center [Un]Subscribe/View Archive: http://lists.hmdc.harvard.edu/?info=clarify

18 years, 11 months

Clarify (fwd)

by Gary King

---------- Forwarded message ---------- Date: Mon, 16 May 2005 14:16:58 -0700 From: "Vuchinich, Samuel" <vuchinis(a)oregonstate.edu> To: king(a)harvard.edu Subject: Clarify Will Clarify work with the xtmixed Stata command for mixed models (new in Stata 9). Prof. Sam Vuchinich Department of Human Development and Family Sciences Oregon State University vuchinis(a)orst.edu -- Clarify mailing list served by Harvard-MIT Data Center [Un]Subscribe/View Archive: http://lists.hmdc.harvard.edu/?info=clarify

18 years, 11 months

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Clarify May 2005