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st: Logit and Probit


From   "Gauri Khanna" <gwkhanna@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Logit and Probit
Date   Thu, 15 Feb 2007 18:15:07 +0000

Dear Stata List members,

I have a general question about logit and probit models.

I am currently reading up literature on these two models (Stata manuals and Long and Freese, 2006, Regression Model for Categorical Dependent variables using Stata) to understand them with the view of deciding which one to ultimately use for my analysis that will be drawing on cross sectional data (a household survey).

I am stuck on one point and this is hypothetical since I have not run my data so far. I notice that a probit model has the -ivprobit- command that fits these models with endogenous regressors. However, no such facility exists for logit model. This implies that IF I had endogenous regressor variables, I am obliged to use Probit?

I am more inclined to use logit (with the -or- option) due to easy interpretation of the results.

Sincerely,

Ms. Gauri Khanna
PhD Candidate-Economics
HEI, Geneva

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