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st: RE: Probit Inverse Mills Ratio
Jeff,
You could try the following:
probit C_EVENT VARS
predict EVENTPROB /* gets the predicted probabilities*/
predict PROBITXB, xb
gen PDFPROBIT = normd(PROBITXB)
gen CDFPROBIT = normprob(PROBITXB)
gen IMR = PDFPROBIT/CDFPROBIT /* gets the inverse mills ratio*/
Kartik Kalaignanam
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of JEFFREY ROSEN
Sent: Thursday, July 27, 2006 8:45 AM
To: [email protected]
Subject: st: Probit Inverse Mills Ratio
I am correcting a censoring problem in a Linear Expenditure System
(LES). I need to create an inverse mills ratio from a probit regression.
Does anyone know of an easy way to create this? Right now I'm running:
probit meat p1 p2 p3 m h1 c1 c2 c3 c4 c5, nocoef
predict fitmeat, xb
gen c6 = meat * (normalden(fitmeat)/normal(fitmeat)) + ///
(1 - meat) * (normalden(fitmeat) / (1 - normal(fitmeat)))
Thanks,
Jeff Rosen
Graduate Student
The Ohio State University
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