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The Stata Journal
Volume 5 Number 4: pp. 537-559

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Confidence intervals for predicted outcomes in regression models for categorical outcomes

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 bootstrapping. 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.
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View all articles with these keywords: prvalue, prgen, confidence interval, predicted probability, discrete choice models, endpoint transformation, delta method, bootstrap

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