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


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: linear probability model vs. probit/logit
Date   Tue, 3 Oct 2006 21:33:50 +0100 (BST)

Either Stata is dropping the observation or you are. The 
only reason Stata would do that that I can think of, 
other than missing values, is some kind of problem like the 
one in the link, though admitadly the issue in the link 
does not lead to dropping observations.

Can you reproduce these results with the auto.dta dataset?
type -sysuse auto- to get it. It seems like that with the 
information you have given us we can't get any further than 
"it shouldn't happen unless there is something realy funky 
with your data or the way you treated it." 
HTH,
Maarten

--- Nishant Dass <nishant_dass@yahoo.com> wrote:

> 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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-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


		
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