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Re: st: Predictive ability of probit model


From   "louis boakye-yiadom" <louisby@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Predictive ability of probit model
Date   Sat, 19 Mar 2005 21:48:34 +0000

Thanks, Richard. What I'm looking for is the percentage of cases correctly predicted, as well as, the percentage incorrectly predicted. By the way, I just tried the lstat, but I got the following error message:

. lstat;
last estimates not found
r(301);

The lstat command just followed the "dprobit" command in my do file. Thank you.

Louis



From: Richard Williams <Richard.A.Williams.5@nd.edu>
Dear All,
After estimating a probit model, how can I let stata provide me with the predictive ability of the model? I suspect this is easy to do, but I'm fairly new to stata and I couldn't find the answer from the online help feature. Many thanks.

Louis
Louis, could you clarify what you mean by "predictive ability" of a model? There is the -lstat- command, which will show you the percentage of cases correctly classified. The -predict- command can compute predicted probabilities for each case, as well as residual statistics that indicate problems in prediction. The default output includes various measures of model fit, including the model chi-square and McFadden's Pseudo R^2; still more can be obtained with the -fitstat- command that is part of -spostado-. The -adjust- command is great for plugging in hypothetical/representative values and seeing what the predicted probabilities are under the estimated model (e.g. low income males, high income females.) If you can be more specific about what you want, we might be able to point you in a specific direction.

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