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Re: st: Predictive ability of probit model
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:
last estimates not found
The lstat command just followed the "dprobit" command in my do file. Thank
From: Richard Williams <Richard.A.Williams.firstname.lastname@example.org>
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
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.
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