Probit coefficients as changes in probabilities [STB-19: sqv9] ----------------------------------------------- ^dprobit^ depvar indepvars [weight] [^if^ exp] [^in^ range] [^, at(^{^xbar^|^pbar^|#}^) cl^assic probit_options] ^aweight^s and ^fweight^s are allowed. ^dprobit^ shares the features of all estimation commands; see [4] estimate. To reset problem-size limits, see ^help matsize^. Description ----------- ^dprobit^ estimates maximum-likelihood probit models and is an alternative to ^probit^; see ^help probit^. Rather than reporting the coefficients, however, ^dprobit^ reports the change in the probability for an infinitesimal change in each independent, continuous variable and, by default, the discrete change in the probability for dummy variables. Description, continued ---------------------- ^dprobit^ typed without arguments redisplays results. ^probit^ may also be typed without arguments after dprobit estimation to see the model in coefficient form. Options ------- ^at(^{^xbar^|^pbar^|#}^)^ specifies the point around which the transformation of results is to be made. ^at(xbar)^ is the default, meaning the transformation is made at the predicted probability of a positive outcome evaluated at the means of the independent variables. ^at(pbar)^ specifies the transformation is made at the observed overall fraction of positive outcomes. ^at(^#^)^ allows the transformation to be made around any user specified point, 0<#<1. ^at()^ may be specified when the model is estimated or when results are redisplayed. Options, continued ------------------ ^classic^ requests that the mean effects be calculated using the formula f(p)b in all cases. If ^classic^ is not specified, f(p)b is used for continuous variables but the mean effects for dummy variables is calculated as F(p-b[i]x[i]+b[i]) - F(p-b[i]x[i]). ^classic^ may be specified at estimation time or when results are redisplayed. probit_options refers to any of the options of the ^probit^ command. Examples -------- . ^dprobit foreign mpg goodplus^ . ^probit^ . ^dprobit, at(pbar)^ . ^dprobit foreign mpg goodplus, classic^ Author ------ William Gould, Stata Corporation FAX: 409-696-4601 Also see -------- STB: sqv9 (STB-19) Manual: [5s] logit On-line: ^help^ for ^probit^ . . .