Post-estimation commands forregression models forcategorical & count outcomes

Jeremy FreeseUniversity of Wisconsin-Madison

J. Scott LongIndiana University

Models for categorical andcount outcomes

n Stata makes estimating these modelseasy

n Interpretation is more complicatedn Our SPost suite of commands is

designed to facilitate interpretation andother tasks with these models

n Type net search spost to download

SPost command: fitstat

n Computes goodness-of-fit statisticsn Both Pseudo-R2s and information

measures (i.e., AIC and BIC)

n Can be used with saving() and using()options

Why are results fromcategorical and count modelsoften difficult to interpret?

Nonlinearities mean thatinterpretation depends on the

values of all independentvariables.

SPost command: prvalue

n Produces predicted values for specifiedset of values of the independentvariables

n Specific values are set with x() optionn All other values set with rest() optionn save and dif options to calculate

differences between two sets of values

SPost command: prtab

n Predicted probabilities for a cross-classification of 2-4 categoricalindependent variables

n Values of other variables specified byx() and rest()

SPost command: prgen

n Adds pseudovariables to data that canbe used to generate plots of howpredicted probability changes overrange of continuous independentvariable

n from() and to() options specifyrange of independent variable

SPost command: praccum

n More flexible (but harder to use) syntaxthat works with more complex modelspecifications

SPost command: prchange

n Computes marginal and discretechange

n Discrete change from min->max, 0->1,as x increases by 1 unit, and as xincreases by 1 sd

SPost command: prcounts

n Akin to predict, but generates newvariables that contain the predictedprobabilities of observing counts 0through specified value (default=9)

n prcounts dog will generate dogp0,dogp1 ... dogp9, as well as cumulativeprobabilities dogs0 ... dogs9

SPost command: listcoef

n listcoef, std – standardizedcoefficients (x-standardized, y-standardized, fully standardized)

n listcoef, factor – factor changein the odds/expected count

n listcoef, percent – percentchange in the odds/expected count

SPost command: mlogtest

n Wald or LR test whether the effect of anindependent variable is zero across allequations

n Wald or LR test whether a pair ofoutcomes is indistinguishable

n Hausman or Small-Hsiao tests of the IIAassumption

SPost command: mlogview

n Dialog box interface for generatingdiscrete change plots or odds ratioplots for mlogit models