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st: hit rate after logit model

From   Dirk Nachbar <>
To   statalist <>
Subject   st: hit rate after logit model
Date   02 Jun 2006 16:18:05 +0100


here is a program (the last for this week I promise) which is supposed to run after various choice models. It should calculate the hit rate of correct predictions. Two things create problems: the mean hit rate is not shown and the -foreach- loop doesn't seem to work. Maybe someone would like to take a closer look.


set obs 100

gen x=invnorm(uniform())

gen e=invnorm(uniform())

gen y=round(2*exp(1+x+e)/(1+exp(1+x+e)),1)

ologit y x


Program to run after most Discrete Choice Models

it reports the hit rate of correct predictions


capture program drop postdcm

program define postdcm

version 8.2

syntax [if] [in] [, threshold(real 0.5)]

if `threshold'<0 | `threshold'>1 {

    di as error "threshold has to be between 0 and 1"

    exit 198


if "`e(cmd)'"=="" {

    di as error "no DCM estimations found"

    exit 198


if "`e(cmd)'"=="logit" | "`e(cmd)'"=="probit" | "`e(cmd)'"=="xtlogit" | "`e(cmd)'"=="xtprobit" {

    tempvar pred pred2

    qui predict pred

    gen pred2=(pred>=`threshold')

    gen hit=(`e(depvar)'==pred2)

    sum hit

    tab `e(depvar)' pred2, freq nocol   

    di in green "the mean hit rate is `r(mean)'"


if "`e(cmd)'"=="ologit" | "`e(cmd)'"=="oprobit" | "`e(cmd)'"=="mlogit" | "`e(cmd)'"=="mprobit" {

    qui sum `e(depvar)'

    gen pred=`r(min)'

    foreach i=`r(min)'/`r(max)' {

        tempvar pred`i'

        qui predict pred`i', outcome(`i')

        if `i'==`r(min)' {

            gen pred=`i'

            local max=pred`i'


        else if pred`i'>`max' {

            replace pred=`i'

            local max=pred`i'



    gen hit=(`e(depvar)'==pred)

    qui sum hit

    tab `e(depvar)' pred, freq nocol   

    di in green "the mean hit rate is `r(mean)'"




Dirk Nachbar

Assistant Economist


Department for Work and Pensions

Level 4, The Adelphi

1-11 John Adam St

WC2N 6HT London

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