help probit postestimation dialogs: predict estat
lroc lsens
also see: probit
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Title
[R] probit postestimation -- Postestimation tools for probit
Description
The following postestimation commands are of special interest after
probit:
command description
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estat classification reports various summary statistics, including the
classification table
estat gof Pearson or Hosmer-Lemeshow goodness-of-fit test
lroc graphs the ROC curve and calculates the area under
the curve
lsens graphs sensitivity and specificity versus
probability cutoff
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These commands are not appropriate after the svy prefix.
The following standard postestimation commands are also available:
command description
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estat AIC, BIC, VCE, and estimation sample summary
estat (svy) postestimation statistics for survey data
estimates cataloging estimation results
hausman Hausman's specification test
lincom point estimates, standard errors, testing, and
inference for linear combinations of coefficients
linktest link test for model specification
(1) lrtest likelihood-ratio test
margins marginal means, predictive margins, marginal effects,
and average marginal effects
nlcom point estimates, standard errors, testing, and
inference for nonlinear combinations of coefficients
predict predictions, residuals, influence statistics, and other
diagnostic measures
predictnl point estimates, standard errors, testing, and
inference for generalized predictions
suest seemingly unrelated estimation
test Wald tests of simple and composite linear hypotheses
testnl Wald tests of nonlinear hypotheses
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(1) lrtest is not appropriate with svy estimation results.
Syntax for predict
predict [type] newvar [if] [in] [, statistic nooffset rules asif]
statistic description
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Main
pr probability of a positive outcome; the default
xb linear prediction
stdp standard error of the linear prediction
* deviance deviance residual
score first derivative of the log likelihood with respect to xb
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Unstarred statistics are available both in and out of sample; type
predict ... if e(sample) ... if wanted only for the estimation sample.
Starred statistics are calculated only for the estimation sample, even
when if e(sample) is not specified.
Menu
Statistics > Postestimation > Predictions, residuals, etc.
Options for predict
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----+ Main +-------------------------------------------------------------
pr, the default, calculates the probability of a positive outcome.
xb calculates the linear prediction.
stdp calculates the standard error of the linear prediction.
deviance calculates the deviance residual.
score calculates the equation-level score, the derivative of the log
likelihood with respect to the linear prediction.
nooffset is relevant only if you specified offset(varname) for probit.
It modifies the calculations made by predict so that they ignore the
offset variable; the linear prediction is treated as xb rather than
xb + offset.
rules requests that Stata use any rules that were used to identify the
model when making the prediction. By default, Stata calculates
missing for excluded observations.
asif requests that Stata ignore the rules and the exclusion criteria and
calculate predictions for all observations possible using the
estimated parameter from the model.
Examples
Setup
. sysuse auto
. probit foreign weight mpg
Obtain predicted probabilities
. predict p
Calculate and display summary statistics
. summarize foreign p
Use rules when making predictions
. predict p2, rules
Calculate and display summary statistics
. summarize foreign p p2
Ignore rules and exclusion criteria
. predict p3, asif
Calculate and display summary statistics
. summarize foreign p p2 p3
Also see
Manual: [R] probit postestimation
Help: [R] probit; [R] logistic postestimation
