Displaying predicted probabilities from ordered probit & logit, under Stata 6 -----------------------------------------------------------------------------
^oprobpr6^ yvar xvar [weight] [^if^ exp] [^in^ range] [^,^ ^f^rom^(^#^)^ ^t^o^(^#^)^ ^inc(^#^)^ ^a^djust^(^varlist^)^ ^x^act^(^varlist^)^ ^po^ly^(^#^)^ ^p^lot^(^n,...,n^)^ ^s^ymbol^(^name,...,name^)^ ^c^ommand(cmd_n > ame) ^nol^ist ^nop^lot ^nom^odel ^save(^filename[, replace]^)^ ^mod^eloptions(options) graph_options ]
Description -----------
^oprobpr6^ estimates an ordered dependent variable model on a continuous X variable and an optional set of covariates, then lists and graphs the predicted probabilities from this model against the X variable, holding the covariates constant. Optionally, quadratic or quadratic and cubic terms can be added to the model, as well as interaction terms between X and one or more other covariates.
By default all response categories are listed and plotted; the ^plot()^ option allows the user to control plotting of only some categories, or combinations of categories. ^symbol()^ allows control of the labelling of the plotted lines.
^oprobpr6^ is an extension of ^logpred^ published by Joanne Garrett and of ^probpred^ published by Mead Over in sg42.2: STB 42. Unlike ^logpred^ > and ^probpred^, ^oprobpr6^ does not include confidence intervals in the list > or graph.
Note that ^oprobpr6^ is out of date; use ^oprobpr^ if you are running Stata version 7 or later.
Options -------
^from(^#^)^ specifies the lowest value of ^xvar^ for which a prediction is to b > e calculated. The default is to use the minimum of ^xvar^ in the data.
^to(^#^)^ specifies the highest value of ^xvar^ for which a prediction is to be calculated. The default is to use the maximum of ^xvar^ in the data.
^inc(^#^)^ specifies the increment between adjacent values of ^xvar^. The defa > ult is to set an increment such that eleven probabilities are calculated.
^adjust(^covlist^)^ specifies the other covariates in the model. By default th > ese are set to their mean, based on the observations used in the analysis, or can be set to other values, e.g. ^a(mpg=50 foreign=1 weight)^.
^xact(^varlist^)^ indicates that the variables in ^varlist^ (a subset of ^a()^) should also enter the model in interaction with ^xvar^. The interaction terms are created and entered in the model automatically.
^poly(^#^)^ indicates that ^xvar^ enters the model as a polynomial. Quadratic and cubic models are allowed. They are indicated by ^poly(2)^ and ^poly(3)^ > , respectively. The polynomial terms are created and entered in the model automatically.
^plot(^n,...,n^)^ controls which categories of the dependent variable are plotted and listed. The default is to list and plot probabilities for all categories. For example, ^p(^1,3,4^)^ would result in categories 1, 3 and 4 only being listed and plotted.
^plot()^ also allows categories to be combined. So, for example, ^p(^1+2,3,4+5+6^)^ would plot three lines: one that is the sum of probabilit > ies for categories one and two, one that is the probability of category three, and one that is the sum of categories 4 through 6.
^symbol(^name,...,name^)^ indicates how the lines on the graph should be labelled. By default, simple categories are labeled with the appropriate value label from the dependent variable, if available. Otherwise, they are labelled "Cat 1", "Cat 2" ... , through "Cat n". For example, ^s(^Low,Medium,High^)^ would label the lines "Low", "Medium", and "High". To leave a line unlabeled, indicate a "." for its label.
^command^ specifies the estimation command to be used. Valid options are oprobit, ologit, svyoprob, and svyolog. The default is oprobit.
^nomodel^ suppresses the display of the estimated regression.
^nolist^ suppresses the list of predicted values.
^noplot^ suppresses the graph of predicted values.
^save(^filename^)^ saves the prediction data set.
^modeloptions^ specifies options to be included in the running of the model, such as ^robust^
graph_options allowed include ^xlabel^, ^ylabel^, ^saving(^filename^)^, and ^ti > tles^.
Examples --------
. ^oprobpr6 rep78 mpg, adj(weight gratio foreign) noplot^
Calculates the predicted probabilities of 1978 repair ratings (rep78) for various values of mpg, adjusted for weight, gear ratio and foreign; mpg ranges in 10 steps according to its minimum and maximum in the data; displays model and predicted values but not the graph.
. ^oprobpr6 rep78 mpg, adj(weight gratio foreign=0)^
Same as above, except predictions are for foreign==0 instead of for the sample average of foreign. Graph and predictions are displayed.
. ^oprobpr6 rep78 mpg, adj(weight gratio foreign=0)^ ^xact(weight) poly(3) logit^
Same as above, except that the interaction term weight*mpg is included in the model using the xact(weight) option, and terms for mpg-squared and mpg-cubed are included using poly(3). Model estimated is ordered logit rather than ordered probit.
. ^oprobpr6 rep78 mpg, adj(weight gratio foreign=0) p(1,3+4,5)^ ^s(Low,Med&High,Very High) ylab(0,.5,1)^
Same as above but only lists and plots categories 1 and 5 and the sum of categories 3 and 4 of rep78, and labels them "Low", "Very High", and "Med&High", respectively. The ylab option labels the y-axis appropriately for predicted probabilities. Note that any other option which works on the ^graph^ command will also work here.
. ^oprobpr6 rep78 mpg, f(30) t(50) adj(weight gratio) xlab ylab nolist^
Calculates the predicted probability over the range 30 to 50 of mpg, rather than the range of mpg in the data set. Displays the model and the graph, but omits the list of predictions.
Author ------
Nick Winter Cornell University nwinter@@umich.edu
Also see --------
STB: STB-42 sg42.2, STB-26 sg42, STB-24 sg33 Manual: [R] oprobit, oprobitp, ologit, ologitp On-line: help for @oprobit@, @oprobitp@, @ologit@, @ologitp@, @probpred@ (if installed), @regpred2@ (if installed), @logpred@ (if installed), @adjmean@ (if installed), @adjprop@ (if installed)