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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 13:40:06 -0700 (PDT)

Basically, certain categories in my data (identified by the
indicator variables) do not have the event occurring ever,
so these observations get dropped as the LHS variable
(dummy=1 for event) is always zero in those categories.


--- Maarten buis <maartenbuis@yahoo.co.uk> wrote:

> 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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> > > -------------------------------------------
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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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