st: Re: predicting with probit

[Kit Baum <baum@bc.edu>]

I don't think this is a sensible strategy. The subsamples defined by  
core/non-core are incidentally truncated based on a number of  
factors. The error term in the probit equation for core/non-core is  
doubtless correlated with the error term in the condom-use equation.  
That correlation will render estimates based on the subsamples  
inconsistent. It would seem that an alternative way to model this  
would be to write down your condom use regression in the context of a  
-heckman- selection model.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


On May 19, 2006, at 2:33 AM, Scott wrote:


> I have individual level data observed over three years.  An
> individual is considered a part of a "core" group if they had 5 or
> more sex partners in the last twelve months.  I am then going to see
> how geographic conditions affects core and non-core members' condom
> usage, but arguably condom usage and sex partners are jointly
> determined.  So, instead, I have been advised to estimate a reduced-
> form probit of "core" onto various exogenous determinants, and then
> based on that value of "core-hat" sort my sample into predicted in/
> out categories, followed by my reduced form condom-use regressions
> onto each subsample.  Is there a post-estimation command that will
> allow me to do this?
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