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Re: st: Predictive ability of probit model


From   "louis boakye-yiadom" <[email protected]>
To   [email protected]
Subject   Re: st: Predictive ability of probit model
Date   Sun, 20 Mar 2005 11:29:47 +0000

You're right, Richard. It appears both -lstat- and -lfit- don't work after dprobit, but they do work when they follow -probit-. Paul, it's good to know about -pre-; I'll explore that also. You've all been really helpful. Thank you all.

Louis




From: Richard Williams <[email protected]>

-lstat- apparently doesn't work after -dprobit-, but it does work after -probit-. As noted in the online help,

dprobit also fits maximum-likelihood probit models. Rather than reporting coefficients, dprobit reports the change in the probability for an infinitesimal change in each independent, continuous variable and, by default, the discrete change in the probability for dummy variables. probit may be typed without arguments after dprobit estimation to see the model in coefficient form.


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