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st: RE: Calculating Standard Errors of Predicted Probabilities in Probit Models


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Calculating Standard Errors of Predicted Probabilities in Probit Models
Date   Tue, 23 Aug 2005 18:42:35 -0500

The FAQ "How can I get confidence intervals for predicted probabilities
after probit?" located at http://www.stata.com/support/faqs/stat/ciprob.html
might be helpful.


Scott


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Martin Daniel Heintzelman
> Sent: Monday, August 22, 2005 8:22 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Calculating Standard Errors of Predicted Probabilities in
> Probit Models
> 
> I am running a probit model with towns in Massachusetts as my
> observations, and the dependent variable being whether or not the town as
> implemented a particular policy.  After running the model I calculate the
> predicted probabilities for all towns.  I want to compare these
> probabilities for TWO specific towns  - are they significantly different
> or not?  I was hoping to perform a t-test to figure this out, but need the
> standard errors of the predicted probabilities to do this.
> 
> The predict command will give me the standard errors of the linear
> prediction - is there a way, from that information, to calculate the
> standard error of the predicted probability?  Or is there some OTHER way
> to test the hypothesis that these predicted probabilities are the same (or
> different)?
> 
> Thanks for your help!
> 
> Martin Heintzelman
> Ph.D. Candidate
> Department of Economics
> University of Michigan
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