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Re: st: Predicted probabilities after oprobit w/robust standard errors


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Predicted probabilities after oprobit w/robust standard errors
Date   Fri, 02 Jun 2006 08:26:16 -0500

At 06:55 PM 6/1/2006, Matt Barmack wrote:
Specifying cluster or robust does not seem to change the predicted
probabilities from oprobit.  Does it?  Shouldn't it?
Intuitively/naively, I am thinking that for an observation for which
the variance of the random part of the latent index is high, there is
a greater chance of ending up further away from what the
deterministic part of the latent index alone might suggest.
One other clarification: by "variance of the random part of the latent index" I assume you mean the residual. In Probit the residual is assumed to have a Normal(0, 1) distribution. The linear prediction is an estimate and is subject to sampling variability. I suppose if one were so inclined, you could compute the confidence interval for that estimate, and then based on that estimate come up with a range for the predicted probabilities. I don't recall ever having seen that done. Nor am I exactly sure how you would do it, since the estimates of the cutpoints are themselves subject to sampling variability.


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Richard Williams, Notre Dame Dept of Sociology
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