Thanks Richard.
I'll try it and get back to you.
Fabio
--- Richard Williams <[email protected]>
escreveu:
> At 05:45 PM 2/23/2005 -0300, Fabio Soares wrote:
> >Dear all,
> >
> >I want to generate random numbers to add to the
> linear
> >index of a probit model (xb) so that I can predict
> >precisely the 1/0 observed outcomes.
> >Therefore, for y=1 I want to draw a random number
> >(vi)from a N~(0,1) so that xb+v>0 and for y=0 I
> want
> >to draw a random number (vi) so that xb+v<=0. Any
> idea
> >on how I can draw these numbers and add them to the
> >index in few steps?
>
> Here is a coding I think I like better than what I
> suggested before
> (although I am not sure if either one is what you
> want). After running a
> probit,
>
> predict xb, xb
> gen xb2=xb+invnorm(uniform())
> egen y1adjust = min(xb2 - .001) if y==1
> egen y0adjust = max(xb2 + .001) if y==0
> replace xb2 = xb2 - y1adjust if y==1
> replace xb2 = xb2 - y0adjust if y==0
> bysort y: sum xb2
>
> Basically, you are adding a random N(0,1) variable
> to your predicted
> values, and then adding an adjustment factor that
> will make the new
> prediction always positive when y = 1 and always
> negative when y = 0.
>
> Using the auto data:
>
> . use http://www.stata-press.com/data/r8/auto.dta,
> clear
> . predict xb, xb
> . gen xb2=xb+invnorm(uniform())
> . egen y1adjust = min(xb2 - .001) if foreign==1
> (52 missing values generated)
> . egen y0adjust = max(xb2 + .001) if foreign==0
> (22 missing values generated)
> . replace xb2 = xb2 - y1adjust if foreign==1
> (22 real changes made)
> . replace xb2 = xb2 - y0adjust if foreign==0
> (52 real changes made)
>
> . bysort foreign: sum xb2
>
> -----------------------------------------------
> -> foreign = Domestic
>
> Variable | Obs Mean Std. Dev.
> Min Max
>
-------------+--------------------------------------------------------
> xb2 | 52 -4.894559 1.709001
> -8.809644 -.0009999
>
> -----------------------------------------------
> -> foreign = Foreign
>
> Variable | Obs Mean Std. Dev.
> Min Max
>
-------------+--------------------------------------------------------
> xb2 | 22 2.23402 1.401082
> .0009999 5.177322
>
>
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> *
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>
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