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

 From Nick Winter To statalist@hsphsun2.harvard.edu Subject Re: st: Predicted probabilities after oprobit w/robust standard errors Date Fri, 02 Jun 2006 08:52:01 -0400

```I think Gary King's -clarify- can do this sort of thing.

At 09:26 AM 6/2/2006, Richard Williams wrote:
```
```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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