All
here is a program (the last for this week I promise) which is supposed to run after various choice models. It should calculate the hit rate of correct predictions. Two things create problems: the mean hit rate is not shown and the -foreach- loop doesn't seem to work. Maybe someone would like to take a closer look.
clear
set obs 100
gen x=invnorm(uniform())
gen e=invnorm(uniform())
gen y=round(2*exp(1+x+e)/(1+exp(1+x+e)),1)
ologit y x
/*
Program to run after most Discrete Choice Models
it reports the hit rate of correct predictions
*/
capture program drop postdcm
program define postdcm
version 8.2
syntax [if] [in] [, threshold(real 0.5)]
if `threshold'<0 | `threshold'>1 {
di as error "threshold has to be between 0 and 1"
exit 198
}
if "`e(cmd)'"=="" {
di as error "no DCM estimations found"
exit 198
}
if "`e(cmd)'"=="logit" | "`e(cmd)'"=="probit" | "`e(cmd)'"=="xtlogit" | "`e(cmd)'"=="xtprobit" {
tempvar pred pred2
qui predict pred
gen pred2=(pred>=`threshold')
gen hit=(`e(depvar)'==pred2)
sum hit
tab `e(depvar)' pred2, freq nocol
di in green "the mean hit rate is `r(mean)'"
}
if "`e(cmd)'"=="ologit" | "`e(cmd)'"=="oprobit" | "`e(cmd)'"=="mlogit" | "`e(cmd)'"=="mprobit" {
qui sum `e(depvar)'
gen pred=`r(min)'
foreach i=`r(min)'/`r(max)' {
tempvar pred`i'
qui predict pred`i', outcome(`i')
if `i'==`r(min)' {
gen pred=`i'
local max=pred`i'
}
else if pred`i'>`max' {
replace pred=`i'
local max=pred`i'
}
}
gen hit=(`e(depvar)'==pred)
qui sum hit
tab `e(depvar)' pred, freq nocol
di in green "the mean hit rate is `r(mean)'"
}
end
postdcm
Dirk NachbarAssistant Economist
Pensim2
Department for Work and Pensions
Level 4, The Adelphi
1-11 John Adam St
WC2N 6HT London
020 796 28531
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