/* To obtain confidence intervals for probit z = alpha + beta*x we use _b[x] +/- invt(13,.95)*_se[x] (assuming _N=15) when we should use _b[x] +/- invnorm(.975)*_se[x] which is better? */ mac def ALPHA=.2 mac def BETA=.4 mac def MODEL "logit y x" capture program drop mkmodel /* n alpha beta */ program define mkmodel local n `1' drop _all set obs `n' gen x = _n/`n' gen z = $ALPHA + $BETA*x gen p = exp(z)/(1+exp(z)) gen y = p>=uniform() end capture program drop gens program define gens gen alpha=. gen salpha=. gen beta=. gen sbeta=. end capture program drop sto program define sto replace alpha = _b[_cons] in `1' replace salpha = _se[_cons] in `1' replace beta = _b[x] in `1' replace sbeta = _se[x] in `1' end capture program drop reports program define reports report 95 `1'-2 $ALPHA alpha salpha report 95 `1'-2 $BETA beta sbeta end