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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 __________________________________________________ Do You Yahoo!? Tired of spam? Yahoo! Mail has the best spam protection around http://mail.yahoo.com * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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**References**:**st: Predicted probability***From:*bhagirath behera <bhagirath_b@yahoo.com>

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