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Re: st: linear probability model vs. probit/logit


From   Nishant Dass <nishant_dass@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: linear probability model vs. probit/logit
Date   Tue, 3 Oct 2006 13:04:52 -0700 (PDT)

Hi Maarten,
Thanks for the link.  I read it but I wonder - does perfect
prediction result in exclusion of those observations?

Hi Richard,
I checked again and my runs aren't different.  I simply
replaced the -reg- with -logit- and re-run the command, and
get a different no. of obs.  I am not sure how useful would
pasting my command be for you because there's really
nothing different between the two commands that I am
running (except the estimation method.)

Nishant


--- Richard Williams <Richard.A.Williams.5@ND.edu> wrote:

> That shouldn't be happening.  I suspect there is
> something different 
> between your runs, e.g. are you using a different
> dependent 
> variable?  Perhaps you could show the commands and
> output.
> 
> At 02:11 PM 10/3/2006, Nishant Dass wrote:
> >Dear list members,
> >
> >I am estimating a -probit-/-logit- model and my question
> is
> >about its comparison with the linear probability model
> >(simple OLS).
> >
> >When I run the -probit- or -logit-, the number of
> >observations is the same but much less when compared
> with
> >the OLS estimation of the very same model!  (E.g., the
> no.
> >of obs. in my probit and logit estimate is 12,000 while
> >it's only 10,000 in the OLS regression.)
> >
> >Could anyone please tell me why do -probit- and -logit-
> >drop these observations?
> >
> >Thank you very much,
> >
> >Nishant
> >
> >
> >
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