Steve Farmer writes:
I am working on a hierarchical logistic regression model is SAS using the GLIMMIX function. I really liked your average predictive comparisons Figure 21.7 from your book, “Data Analysis Using Regression and Multilevel Hierarchical Models” (2007, p 473). I wondered if you could direct me to the easiest way to accomplish this analysis short of doing it manually. Is there a command or macro you could direct me to in SAS or STATA?
My reply: Some version of this may actually be available in Stata, although my guess is that it would be based on a single central point rather than averaging over all the data as we do in our book (and, before that, in my article with Pardoe). I’ve been planning to put it in an R package sometime but have never gotten around to it.
Not sure what the question is exactly but I suspect this is all possible with Stata 11's new margins command:
http://www.stata.com/stata11/margins.html
Johno: You can see what it's about by looking up "average predictive comparisons" in our book or looking at the cited article above. Perhaps someone who knows Stata could take a look at how they do it. When working on this, I realized that a lot of choices needed to be made in defining the average predictive comparison. It's not automatic. I'd be interested in knowing what choices the Stata people made.