Hello,

I am using Stata 17 with predictnl version 1.8.2 and reghdfe version 6.12.2.

I try to estimate the predicted probability after a regression of the log odds ratio on covariates and many fixed effects.

I am running the following commands:
Code:
reghdfe log_odds_ratio depvar  [pw=weights], absorb(year county_fe) cluster(state) resid
predictnl pred_prob=exp(predict(xbd))/(1+exp(predict(xbd))) , se(pred_prob_se)
and I get the following error message:

expression is a function of possibly stochastic quantities other than e(b)
r(498);

Note that if I don't use a non-linear function of the estiamtes and just use predict, things work.
Code:
reghdfe log_odds_ratio depvar  [pw=weights], absorb(year county_fe) cluster(state) resid
predict pred_log_odds_ratio, xbd

Thanks a lot!
Nicolas