|
|  |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: Predicted probabilities after oprobit w/robust standard errors
|
From |
Nick Winter <[email protected]> |
|
To |
[email protected] |
|
Subject |
Re: st: Predicted probabilities after oprobit w/robust standard errors |
|
Date |
Fri, 02 Jun 2006 08:52:01 -0400 |
I think Gary King's -clarify- can do this sort of thing.
At 09:26 AM 6/2/2006, Richard Williams wrote:
At 06:55 PM 6/1/2006, Matt Barmack wrote:
Specifying cluster or robust does not seem to change the predicted
probabilities from oprobit. Does it? Shouldn't it?
Intuitively/naively, I am thinking that for an observation for which
the variance of the random part of the latent index is high, there is
a greater chance of ending up further away from what the
deterministic part of the latent index alone might suggest.
One other clarification: by "variance of the random part of the
latent index" I assume you mean the residual. In Probit the
residual is assumed to have a Normal(0, 1) distribution. The linear
prediction is an estimate and is subject to sampling variability. I
suppose if one were so inclined, you could compute the confidence
interval for that estimate, and then based on that estimate come up
with a range for the predicted probabilities. I don't recall ever
having seen that done. Nor am I exactly sure how you would do it,
since the estimates of the cutpoints are themselves subject to
sampling variability.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX: (574)288-4373
HOME: (574)289-5227
EMAIL: [email protected]
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
________________________________________________________
Nicholas J. G. Winter 607.255.8819 t
Assistant Professor 607.255.4530 f
Department of Government [email protected] e
Cornell University falcon.arts.cornell.edu/nw53 w
308 White Hall
Ithaca, NY 14853-4601
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
