wrappers.html

ci_marg_mu

by Sophia Rabe-Hesketh

Models

ci_marg_mu is a wrapper for gllapred to estimate confidence intervals for predicted expectations, for example for predicted probabilities. The command will work only if the model was estimated using gllamm. The point estimate can be obtained using gllapred with the marg and mu options.

Reference: Skrondal, A. and Rabe-Hesketh, S. (2008). Prediction in multilevel generalized linear models. Journal of the Royal Statistical Society, Series A, in press.


Installation

The command requires Stata 10.1 or later (available from Stata Corporation) and the latest version of gllamm (see here for installation instructions). ci_marg_mu can be installed from Statistical Software Components (SSC):

   . ssc describe ci_marg_mu
   . ssc install ci_marg_mu
   . ssc install ci_marg_mu, replace /* to replace previous version */

or downloaded directly from here: ci_marg_mu.ado, ci_marg_mu.sthlp