Stata 15 help for probit_postestimation

[R] probit postestimation -- Postestimation tools for probit

Postestimation commands

The following postestimation commands are of special interest after probit:

Command Description ------------------------------------------------------------------------- estat classification report various summary statistics, including the classification table estat gof Pearson or Hosmer-Lemeshow goodness-of-fit test lroc compute area under ROC curve and graph the curve lsens graph sensitivity and specificity versus probability cutoff ------------------------------------------------------------------------- These commands are not appropriate after the svy prefix.

The following standard postestimation commands are also available:

Command Description ------------------------------------------------------------------------- contrast contrasts and ANOVA-style joint tests of estimates estat ic Akaike's and Schwarz's Bayesian information criteria (AIC and BIC) estat summarize summary statistics for the estimation sample estat vce variance-covariance matrix of the estimators (VCE) estat (svy) postestimation statistics for survey data estimates cataloging estimation results * forecast dynamic forecasts and simulations * hausman Hausman's specification test lincom point estimates, standard errors, testing, and inference for linear combinations of coefficients linktest link test for model specification * lrtest likelihood-ratio test margins marginal means, predictive margins, marginal effects, and average marginal effects marginsplot graph the results from margins (profile plots, interaction plots, etc.) nlcom point estimates, standard errors, testing, and inference for nonlinear combinations of coefficients predict predictions, residuals, influence statistics, and other diagnostic measures predictnl point estimates, standard errors, testing, and inference for generalized predictions pwcompare pairwise comparisons of estimates suest seemingly unrelated estimation test Wald tests of simple and composite linear hypotheses testnl Wald tests of nonlinear hypotheses ------------------------------------------------------------------------- * forecast, hausman, and lrtest are not appropriate with svy estimation results. forecast is also not appropriate with mi estimation results.

Syntax for predict

predict [type] newvar [if] [in] [, statistic nooffset rules asif]

statistic Description ------------------------------------------------------------------------- Main pr probability of a positive outcome; the default xb linear prediction stdp standard error of the linear prediction * deviance deviance residual score first derivative of the log likelihood with respect to xb ------------------------------------------------------------------------- Unstarred statistics are available both in and out of sample; type predict ... if e(sample) ... if wanted only for the estimation sample. Starred statistics are calculated only for the estimation sample, even when if e(sample) is not specified.

Menu for predict

Statistics > Postestimation

Description for predict

predict creates a new variable containing predictions such as probabilities, linear predictions, standard errors, deviance residuals, and equation-level scores.

Options for predict

+------+ ----+ Main +-------------------------------------------------------------

pr, the default, calculates the probability of a positive outcome.

xb calculates the linear prediction.

stdp calculates the standard error of the linear prediction.

deviance calculates the deviance residual.

score calculates the equation-level score, the derivative of the log likelihood with respect to the linear prediction.

nooffset is relevant only if you specified offset(varname) for probit. It modifies the calculations made by predict so that they ignore the offset variable; the linear prediction is treated as xb rather than xb + offset.

rules requests that Stata use any rules that were used to identify the model when making the prediction. By default, Stata calculates missing for excluded observations.

asif requests that Stata ignore the rules and the exclusion criteria and calculate predictions for all observations possible using the estimated parameter from the model.

Syntax for margins

margins [marginlist] [, options]

margins [marginlist] , predict(statistic ...) [predict(statistic ...) ...] [options]

statistic Description ------------------------------------------------------------------------- pr probability of a positive outcome; the default xb linear prediction stdp not allowed with margins deviance not allowed with margins score not allowed with margins -------------------------------------------------------------------------

Statistics not allowed with margins are functions of stochastic quantities other than e(b).

For the full syntax, see [R] margins.

Menu for margins

Statistics > Postestimation

Description for margins

margins estimates margins of response for probabilities and linear predictions.

Examples

Setup . sysuse auto . probit foreign weight mpg

Obtain predicted probabilities . predict p

Calculate and display summary statistics . summarize foreign p

Use rules when making predictions . predict p2, rules

Calculate and display summary statistics . summarize foreign p p2

Ignore rules and exclusion criteria . predict p3, asif

Calculate and display summary statistics . summarize foreign p p2 p3


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