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Re: st: interpreting probit estimates


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: interpreting probit estimates
Date   Wed, 15 Feb 2006 17:38:33 -0500

At 02:02 PM 2/15/2006, Jonathan A. Schwabish wrote:
This may or may not be a Stata question. I am trying
to convert probit estimates to the following
interpretation: "A standard deviation increase in the
[independent variable] increases the [dependent
variable] by x% (or x standard deviations)."

The -listcoef- command is very useful but for
interpretation purposes, is only applicable to the
logit command (log odds). Does anyone know of a Stata
command, or just a way to modify probit results, to
fit this type of interpretation?
One (hopefully!) last followup: There are some terminologies/interpetations that are only appropriate for logit or ologit, e.g. references to odds or log odds or odds ratios. But, you can usually come up with more general terms that work for both logit and probit. So, for example, Jonathan would not want to be referring to something like "...a .3 standard deviation increase in the log odds...". But, with either logit or probit, it is ok to say something like "a 1 standard deviation increase in X produces a .3 standard deviation increase in the underlying latent variable Y*."

You get into similar terminology issues with ologit and oprobit. With ologit, the terms "proportional odds model", "parallel lines model" and "parallel regressions model" might all get used interchangeably. But for oprobit, only the latter two terms would be appropriate.


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Richard Williams, Notre Dame Dept of Sociology
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