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Re: st: interpreting probit estimates
At 02:02 PM 2/15/2006, Jonathan A. Schwabish wrote:
This may or may not be a Stata question. I am trying
to convert probit estimates to the following
interpretation: "A standard deviation increase in the
[independent variable] increases the [dependent
variable] by x% (or x standard deviations)."
The -listcoef- command is very useful but for
interpretation purposes, is only applicable to the
logit command (log odds). Does anyone know of a Stata
command, or just a way to modify probit results, to
fit this type of interpretation?
One (hopefully!) last followup: There are some
terminologies/interpetations that are only appropriate for logit or
ologit, e.g. references to odds or log odds or odds ratios. But, you
can usually come up with more general terms that work for both logit
and probit. So, for example, Jonathan would not want to be referring
to something like "...a .3 standard deviation increase in the log
odds...". But, with either logit or probit, it is ok to say
something like "a 1 standard deviation increase in X produces a .3
standard deviation increase in the underlying latent variable Y*."
You get into similar terminology issues with ologit and
oprobit. With ologit, the terms "proportional odds model", "parallel
lines model" and "parallel regressions model" might all get used
interchangeably. But for oprobit, only the latter two terms would be
appropriate.
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Richard Williams, Notre Dame Dept of Sociology
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