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st: influence statistic for probit models


From   mlauk@gmx.de
To   statalist@hsphsun2.harvard.edu
Subject   st: influence statistic for probit models
Date   Tue, 31 Jul 2007 19:17:49 +0200

I would like to ask for your help.  


I wonder why there is no influence statistic like Pregibon's "dbeta" for probit models implemented in Stata. So far, I also have not been able find such measures (i.e. influence measures which is suitable for binary and/or ordered probit models) in the literature. 

Can anybody tell me whether Pregibon's "dbeta" is also suitable for probit models? If not, are there other measures to detect "influential/ high-leverage points"?

Thank you very much.

Martina
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