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RE: st: Predicted probability


From   "Jun Xu" <mystata@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Predicted probability
Date   Mon, 02 May 2005 09:40:11 -0500

A vague question. Re the first one, why not? But for what? Re the second one, if you use pred prob from Model One for estimating Model Two like in two step heckman, then most likely you will get issues about efficiency of your estimates in Model Two. But I don't quite understand what you mean by


I want to use
predicted probability of first model in the second
regresson model.
Jun Xu
Department of Sociology
Indiana University
http://mypage.iu.edu/~junxu/home


From: bhagirath behera <bhagirath_b@yahoo.com>
Reply-To: statalist@hsphsun2.harvard.edu
To: statalist@hsphsun2.harvard.edu
Subject: st: Predicted probability
Date: Sun, 1 May 2005 02:08:55 -0700 (PDT)

Hello,
Is it econometrically correct to use predicted
probability from same eoconometric model? For example,
I have two regresson models of logit and I want to use
predicted probability of first model in the second
regresson model. Will it give unbiased estimation?



Bhagirath Behera
Center For Development Research (ZEFb)
Walter-Flex-Str.3,
53113, Bonn, Germany
Phone:  0049- 228- 731728  (office)

http://www.zef.de

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