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st: RE: Probit Inverse Mills Ratio


From   "Kalaignanam, Kartik" <KKalaignanam@mays.tamu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Probit Inverse Mills Ratio
Date   Thu, 27 Jul 2006 10:25:58 -0500

Jeff,

You could try the following: 

probit C_EVENT VARS
predict EVENTPROB /* gets the predicted probabilities*/

predict PROBITXB, xb
gen PDFPROBIT = normd(PROBITXB)
gen CDFPROBIT = normprob(PROBITXB)
gen IMR = PDFPROBIT/CDFPROBIT      /* gets the inverse mills ratio*/

Kartik Kalaignanam


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of JEFFREY ROSEN
Sent: Thursday, July 27, 2006 8:45 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Probit Inverse Mills Ratio

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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