Confidence intervals for predicted outcomes in regression models for categorical outcomes

Jun Xu and J. Scott Long
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Jun Xu: Indiana University
J. Scott Long: Indiana University

Stata Journal, 2005, vol. 5, issue 4, 537-559

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.

Keywords: prvalue; prgen; confidence interval; predicted probability; dis- crete choice models; endpoint transformation; delta method; bootstrap (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (32)

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