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st: Probit Inverse Mills Ratio


From   JEFFREY ROSEN <rosen.53@osu.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Probit Inverse Mills Ratio
Date   Thu, 27 Jul 2006 09:45:04 -0400

I am correcting a censoring problem in a Linear Expenditure System (LES). I need to create an inverse mills ratio from a probit regression. Does anyone know of an easy way to create this? Right now I'm running:

probit meat p1 p2 p3 m h1 c1 c2 c3 c4 c5, nocoef
predict fitmeat, xb
gen c6 = meat * (normalden(fitmeat)/normal(fitmeat)) + ///
	(1 - meat) * (normalden(fitmeat) / (1 - normal(fitmeat)))

Thanks,

Jeff Rosen
Graduate Student
The Ohio State University


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