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Re: st: Predictive ability of probit model


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Predictive ability of probit model
Date   Sat, 19 Mar 2005 17:03:55 -0500

At 09:48 PM 3/19/2005 +0000, louis boakye-yiadom wrote:
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
-lstat- apparently doesn't work after -dprobit-, but it does work after -probit-. As noted in the online help,

dprobit also fits maximum-likelihood probit models. Rather than reporting coefficients, dprobit reports the change in the probability for an infinitesimal change in each independent, continuous variable and, by default, the discrete change in the probability for dummy variables. probit may be typed without arguments after dprobit estimation to see the model in coefficient form.



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Richard Williams, Notre Dame Dept of Sociology
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