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


From   Nick Winter <nw53@cornell.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Predicted probabilities after oprobit w/robust standard errors
Date   Fri, 02 Jun 2006 15:40:06 -0400

No.

You are confusing the (sampling) variance of the various estimates, with the variance of the underlying distribution. The latter is normalized to one regardless of the technique used to estimate the sampling variances.

--NW


At 01:58 PM 6/2/2006, you wrote:



Aren't things a little trickier in the oprobit and similar contexts?
Suppose that you are interested in the prediction in the sense of the
category that the model suggests has the highest probability.  If the
variance of the linear index is higher, there will be higher
probability associated with "further away" categories potentially
changing the category that the model predicts to be most likely.  I
apologize for the foregoing abuse of formal statistical terms.
________________________________________________________
Nicholas J. G. Winter 607.255.8819 t
Assistant Professor 607.255.4530 f
Department of Government nw53@cornell.edu e
Cornell University falcon.arts.cornell.edu/nw53 w
308 White Hall
Ithaca, NY 14853-4601

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