Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: probit


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: probit
Date   Fri, 18 Jun 2004 11:36:20 +0100

Having 0s and 1s is not absolutely a barrier 
to using logit links, so as you use -glm-. 
There is some discussion of this in the 
StataCorp FAQ referenced by others. 

Nick 
n.j.cox@durham.ac.uk 

David Greenberg
> 
> You should not use probit (or logit). Treat your dependent 
> variable as continuous, ranging between 0 and 1. To linearize 
> the equation, create a new variable, ln[PIT/(1-PIT)] and 
> treat that as a dependent variable. This will work as long as 
> you don't have values in which PIT is 0 or 1. If you do, you 
> may need to use a different transformation. 

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index