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st: Biprobit , margin subsampling and margins


From   Ayman Farahat <ayman.farahat@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Biprobit , margin subsampling and margins
Date   Sun, 25 Nov 2012 21:32:43 -0800 (PST)

Hello; 
I have a bivariate probit of the form 
(x = y z) ( y= a b)

x is a rare event ; that is there are way more negative than positive. 
y is also a rare event . 

The bivariate model will get a very high accuracy by setting all x to zero. 

I have been downsampling the negative x to get a balanced set. 
Question :
1) Does that make sense?
2) How to interpret the coefficients of the model ? for example the correlation between the errors "rho", how does one make sense of it after the subsampling.
3) How o i calculate ATE after subsampling?

Thanks
Ayman

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