Re: st: Predicted probabilities after oprobit w/robust standard errors

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 06:55 PM 6/1/2006, Matt Barmack wrote:
> Specifying cluster or robust does not seem to change the predicted
> probabilities from oprobit.  Does it?  Shouldn't it?
> Intuitively/naively, I am thinking that for an observation for which
> the variance of the random part of the latent index is high, there is
> a greater chance of ending up further away from what the
> deterministic part of the latent index alone might suggest.
One other clarification: by "variance of the random part of the 
latent index" I assume you mean the residual.  In Probit the residual 
is assumed to have a Normal(0, 1) distribution.  The linear 
prediction is an estimate and is subject to sampling variability.  I 
suppose if one were so inclined, you could compute the confidence 
interval for that estimate, and then based on that estimate come up 
with a range for the predicted probabilities.  I don't recall ever 
having seen that done.  Nor am I exactly sure how you would do it, 
since the estimates of the cutpoints are themselves subject to 
sampling variability.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX:    (574)288-4373
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW (personal):    http://www.nd.edu/~rwilliam
WWW (department):    http://www.nd.edu/~soc 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/