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st: RE: linear probab model


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: linear probab model
Date   Thu, 18 Sep 2003 18:57:09 +0100

Leopold Remi Sarr
 
> Does anyone know how to test that a linear probability 
> model correctly
> represents the data. Idem for a probit. Thanks for your help,

I'd like to know what a correct representation 
of the data is. In one sense, only the data 
preserve the data. 

Nevertheless here is one suggestion: 

if the predictions from a linear probability 
model go outside [0,1] within the observed
range of the data, think again. 

However, as this is the standard objection 
to said model rehearsed in every text, 
I suspect you seek a much deeper answer. 

Nick 
n.j.cox@durham.ac.uk 
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