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st: How to obtain inverse mill's ratio after mprobit
From
Luiz Gama <[email protected]>
To
[email protected]
Subject
st: How to obtain inverse mill's ratio after mprobit
Date
Fri, 4 Jan 2013 10:34:32 -0200
Dear stata users,
I'm running a multinomial probit model and I have a doubt about how to
generate the mill's ratio in stata 12. I"ll show to examples and I
wish someone help me decide how it's correct.
First
mprobit y x1 x2 x3
capture drop phat1
capture drop mills1
capture drop phat2
capture drop mills2
predict phat1 if e(sample), xb outcome (1)
predict phat2 if e(sample), xb outcome (2)
gen mills1 = normalden(phat1)/(1-normal(phat1))
gen mills2 = normalden(phat2)/(1-normal(phat1))
or
Second
gen mills1 = normalden(phat1)/(normal(phat1))
gen mills2 = normalden(phat2)/(normal(phat1))
Thanks all,
--
Luiz Carlos Day Gama
Mestrando em Economia pelo Cedeplar/UFMG
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