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Re: st:glm with bin family and link probit VS. probit


From   Judy You <joodyu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st:glm with bin family and link probit VS. probit
Date   Wed, 1 Jun 2011 16:20:30 +0930

Thanks Richard for your advice and they are very useful. In this case
i will stick to probit or logit.

Cheers

Judy

2011/6/1 Richard Williams <richardwilliams.ndu@gmail.com>:
> At 06:53 PM 5/31/2011, Judy You wrote:
>>
>> Dear Richard:
>>
>> Thanks for your replying my question and your trusting probit over glm
>> in this case.
>>
>> The reason that i run the two models is to check if they got the same
>> answer, as most of reference books said so. Now, we could see the
>> difference. The difference is even bigger when the marginal effect is
>> estimated after the modellings. Could any other experts explain if the
>> glm program could be improved?
>
> Most of the time you will get the same results with glm and probit, e.g.
>
> sysuse auto
> probit foreign weight mpg
> glm foreign weight mpg, link(probit) family(binomial)
>
> You just happened to pick a problematic example because failure was
> predicted perfectly in some cases. -probit- apparently has the specialized
> code to deal with such cases while the jack of all trades -glm- does not.
> Also, keep in mind that your -glm- run never converged while -probit- did,
> which may further contribute to the seeming differences between the two.
>
> In general, if you have a choice between glm and a more specialized program,
> you will usually want the specialist. The code will run more quickly, the
> post-estimation commands will be more appropriate and diverse, and the
> error-checking may be better.
>
> I suppose a programmer could try to improve -glm-, but that could also make
> it more bloated, and may not really be worth it given that you already have
> -probit-.
>
>
> -------------------------------------------
> 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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