IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v5y2005i4p537-559.html
   My bibliography  Save this article

Confidence intervals for predicted outcomes in regression models for categorical outcomes

Author

Listed:
  • Jun Xu

    (Indiana University)

  • J. Scott Long

    (Indiana University)

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.

Suggested Citation

  • Jun Xu & J. Scott Long, 2005. "Confidence intervals for predicted outcomes in regression models for categorical outcomes," Stata Journal, StataCorp LP, vol. 5(4), pages 537-559, December.
    • Handle: RePEc:tsj:stataj:v:5:y:2005:i:4:p:537-559
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/article.html?article=st0094
    Download Restriction: no
    File URL: http://www.stata-journal.com/software/sj5-4/st0094/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. 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.
    2. Weihua Guan, 2003. "From the help desk: Bootstrapped standard errors," Stata Journal, StataCorp LP, vol. 3(1), pages 71-80, March.
    3. Brian P. Poi, 2004. "From the help desk: Some bootstrapping techniques," Stata Journal, StataCorp LP, vol. 4(3), pages 312-328, September.
    4. J. Scott Long & Jeremy Freese, 2006. "Regression Models for Categorical Dependent Variables using Stata, 2nd Edition," Stata Press books, StataCorp LP, edition 2, number long2, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Michael Ford & Douglas Ihrke, 2017. "Are We on the Same Page? Determinants of School Board Member Understanding of Group Accountability Perceptions," Public Organization Review, Springer, vol. 17(3), pages 451-479, September.
    2. Jinsuk Yang & Qing Hao & Mahmut Yaşar, 2023. "Institutional investors and cross‐border mergers and acquisitions: The 2000–2018 period," International Review of Finance, International Review of Finance Ltd., vol. 23(3), pages 553-583, September.
    3. Kerri Brick & Martine Visser & Justine Burns, 2012. "Risk Aversion: Experimental Evidence from South African Fishing Communities," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 94(1), pages 133-152.
    4. Clara Berridge & Yuanjin Zhou & Julie M. Robillard & Jeffrey Kaye, 2023. "AI Companion Robot Data Sharing: Preferences of an Online Cohort and Policy Implications," Journal of Elder Policy, John Wiley & Sons, vol. 2(3), pages 19-54, June.
    5. Dixon, Huw D. & Grimme, Christian, 2022. "State-dependent or time-dependent pricing? New evidence from a monthly firm-level survey: 1980–2017," European Economic Review, Elsevier, vol. 150(C).
    6. Melanie Lefevre, 2011. "Willingness-to-pay for Local Milk-based Dairy Product in Senegal," CREPP Working Papers 1108, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège.
    7. Erik Stam & Roy Thurik & Peter van der Zwan, 2010. "Entrepreneurial exit in real and imagined markets," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 19(4), pages 1109-1139, August.
    8. Miriam Marcén & Marina Morales, 2019. "Live together: does culture matter?," Review of Economics of the Household, Springer, vol. 17(2), pages 671-713, June.
    9. Bruno Amable, 2009. "The Differentiation of Social Demands in Europe. The Social Basis of the European Models of Capitalism," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 91(3), pages 391-426, May.
    10. Altorjai, Szilvia, 2013. "Over-qualification of immigrants in the UK," ISER Working Paper Series 2013-11, Institute for Social and Economic Research.
    11. Michelsen, Carl Christian & Madlener, Reinhard, 2016. "Switching from fossil fuel to renewables in residential heating systems: An empirical study of homeowners' decisions in Germany," Energy Policy, Elsevier, vol. 89(C), pages 95-105.
    12. Rolando Rubilar-Torrealba & Karime Chahuán-Jiménez & Hanns de la Fuente-Mella & Mercedes Marzo-Navarro, 2022. "Econometric Modeling to Measure the Social and Economic Factors in the Success of Entrepreneurship," Sustainability, MDPI, vol. 14(13), pages 1-15, June.
    13. Susanne Meyer & Javier Revilla Diez, 2015. "One country, two systems: How regional institutions shape governance modes in the greater Pearl River Delta, China," Papers in Regional Science, Wiley Blackwell, vol. 94(4), pages 891-900, November.
    14. Bornmann, Lutz & Leydesdorff, Loet & Wang, Jian, 2014. "How to improve the prediction based on citation impact percentiles for years shortly after the publication date?," Journal of Informetrics, Elsevier, vol. 8(1), pages 175-180.
    15. Battke, Benedikt & Schmidt, Tobias S. & Stollenwerk, Stephan & Hoffmann, Volker H., 2016. "Internal or external spillovers—Which kind of knowledge is more likely to flow within or across technologies," Research Policy, Elsevier, vol. 45(1), pages 27-41.
    16. Kelly Sharp & Hisham Zerriffi & Philippe Billon, 2020. "Land scarcity, resettlement and food security: Assessing the effect of voluntary resettlement on diet quality in Malawi," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 12(1), pages 191-205, February.
    17. Charlie Tchinda & Marcus Dejardin, 2021. "Are Business Policy Measures in Response to the COVID-19 Pandemic to Be Equally Valued? An Exploration According to SMEs Owners’ Business Expectations," Sustainability, MDPI, vol. 13(21), pages 1-42, October.
    18. Ryan J. Owens, 2010. "The Separation of Powers and Supreme Court Agenda Setting," American Journal of Political Science, John Wiley & Sons, vol. 54(2), pages 412-427, April.
    19. Carlos García-Serrano & Virginia Hernanz & Luis Toharia, 2010. "Mind the Gap, Please! The Effect of Temporary Help Agencies on the Consequences of Work Accidents," Journal of Labor Research, Springer, vol. 31(2), pages 162-182, June.
    20. Lee, Richard J. & Sener, Ipek N. & Mokhtarian, Patricia L. & Handy, Susan L., 2017. "Relationships between the online and in-store shopping frequency of Davis, California residents," Transportation Research Part A: Policy and Practice, Elsevier, vol. 100(C), pages 40-52.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:5:y:2005:i:4:p:537-559. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.