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help for ^oprobpr6^ Nick Winter
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Displaying predicted probabilities from ordered probit & logit, under Stata 6
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^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_name)
^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Note that ^oprobpr6^ is out of date; use ^oprobpr^ if you are running Stata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 be
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 default
is to set an increment such that eleven probabilities are calculated.
^adjust(^covlist^)^ specifies the other covariates in the model. By default these
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 probabilities
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 ^titles^.
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)