English, Article edition: CI_MARG_MU: Stata module to produce simulation-based confidence intervals after gllapred Sophia Rabe-Hesketh

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/102439
Physical Description
  • code
Language
  • English

Edition details

Title
  • CI_MARG_MU: Stata module to produce simulation-based confidence intervals after gllapred
Author
  • Sophia Rabe-Hesketh
Physical Description
  • code
Notes
  • ci_marg_mu produces simulation-based confidence intervals for predictions using gllapred varname, mu marg after estimation using gllamm. It repeatedly draws a sample of model parameter values from the estimated asymptotic sampling distribution (i.e., a multivariate normal distribution with mean given by the estimates in e(b) and covariance matrix in e(V)) and obtains predictions using these simulated parameters. It returns the appropriate percentiles in lower and upper. For example, with the level(95) and reps(1000) options, the 25th largest prediction is returned in lower and the 976th largest prediction is returned in upper.
  • confidence intervals, predicted probabilities, gllamm
  • RePEc:boc:bocode:s456961
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment