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Re: st: post-regression diagnostics for LPM
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: post-regression diagnostics for LPM
Date
Fri, 8 Apr 2011 14:51:26 +0100
I guess that you are just using -regress-. You don't give any details
of commands used. Either way, whatever your model command, you can
probably just go
predict myprob if e(sample)
su myprob, detail
count if !inrange(myprob,0,1)
But you should check whether what you want is the default output of -predict-.
I wouldn't stop there. Two easy diagnostic plots are
rvfplot
and
ovfplot
The last requires installation of -modeldiag- from SSC.
The question is not just whether the model yields absurd answers for
your estimation sample, but also whether it would do so for plausible
values that you did not observe. That is trickier.
The Statalist FAQ requests use of real names in communicating with the list.
Nick
On Fri, Apr 8, 2011 at 2:40 PM, traumaprof <[email protected]> wrote:
> I need to compute the percent of predicted probabilities that fall
> outside the 0-1 range in order to tell whether LPM will work for a
> data set. Any recommended commands? Thanks
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