Re: st: linear probability model vs. probit/logit

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

At 03:04 PM 10/3/2006, Nishant Dass wrote:
> Hi Maarten,
> Thanks for the link.  I read it but I wonder - does perfect
> prediction result in exclusion of those observations?
Yes, but you should be getting a warning message about cases being 
dropped if that is what is happening.  In addition, you said you had 
12,000 case for logit/probit and 10,000 for ols.  Unless you had that 
backwards, that would not be consistent with cases being dropped 
because of perfect prediction, i.e. the N for logit/probit should be 
smaller than the N for ols if perfect prediction is costing you cases.



> Hi Richard,
> I checked again and my runs aren't different.  I simply
> replaced the -reg- with -logit- and re-run the command, and
> get a different no. of obs.  I am not sure how useful would
> pasting my command be for you because there's really
> nothing different between the two commands that I am
> running (except the estimation method.)
Is there anything else involved, like weights or clustering?


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Richard Williams, Notre Dame Dept of Sociology
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