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st: sample size: linear probability vs probit


From   David K Evans <dkevans@fas.harvard.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: sample size: linear probability vs probit
Date   Mon, 7 Feb 2005 16:54:42 -0500 (EST)

I understand why the probit model drops variables which predict an outcome
perfectly even if they aren't perfectly correlated with the outcome (e.g.
if X=1 always implies Y=1, even if X=0 may not imply that Y=1).

However, the linear probability model does not drop those variables.

Why the discrepancy?

Thanks,
David

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PhD student, Harvard Economics Department
Phone: (O) 617-495-5634, (H) 617 - 493 - 1536
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Website: www.people.fas.harvard.edu/~dkevans

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