Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Biprobit , margin subsampling and margins

From   Ayman Farahat <>
To   "" <>
Subject   st: Biprobit , margin subsampling and margins
Date   Sun, 25 Nov 2012 21:32:43 -0800 (PST)

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?


*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index