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Re: st: probit in Stata and in Some Alternative Software


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, stata list <statalist@hsphsun2.harvard.edu>
Subject   Re: st: probit in Stata and in Some Alternative Software
Date   Tue, 16 Sep 2008 18:05:49 -0500

At 04:37 PM 9/16/2008, Maarten buis wrote:
I know Stata, and I completely trust the numerical properties of
Stata's -probit-. I have no experience with SAS, but what I have heard
is that SAS is, like Stata, a very high quality packages. Moreover,
probit regression is a well established statistical procedures. So, I
have no reason to believe that the reason for your problem is due to
differences in the quality of the software. If you find differences
than that in all likelihood means that you are either not doing exactly
the same thing in both packages or you are misinterpreting the output
in one of the two packages. Following the links I gave above might help
you track down the problem.
When in doubt, I think comparing the -2LL stats is often very helpful. If identical, then you can be pretty confident you are estimating the same model, or at least 2 models that are equivalent to each other.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: Richard.A.Williams.5@ND.Edu
WWW: http://www.nd.edu/~rwilliam

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