RE: st: Predicted probability

["Jun Xu" <mystata@hotmail.com>]

A vague question. Re the first one, why not? But for what? Re the second 
one, if you use pred prob from Model One for estimating Model Two like in 
two step heckman, then most likely you will get issues about efficiency of 
your estimates in Model Two. But I don't quite understand what you mean by


> I want to use
> predicted probability of first model in the second
> regresson model.
Jun Xu
Department of Sociology
Indiana University
http://mypage.iu.edu/~junxu/home


> From: bhagirath behera <bhagirath_b@yahoo.com>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Predicted probability
> Date: Sun, 1 May 2005 02:08:55 -0700 (PDT)
>
> Hello,
> Is it econometrically correct to use predicted
> probability from same eoconometric model? For example,
> I have two regresson models of logit and I want to use
> predicted probability of first model in the second
> regresson model. Will it give unbiased estimation?
>
>
>
> Bhagirath Behera
> Center For Development Research (ZEFb)
> Walter-Flex-Str.3,
> 53113, Bonn, Germany
> Phone:  0049- 228- 731728  (office)
>
> http://www.zef.de
>
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