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Re: st: Inverse Mills Ratio after xtprobit

From   Austin Nichols <>
Subject   Re: st: Inverse Mills Ratio after xtprobit
Date   Fri, 21 Jan 2011 15:27:08 -0500

Ari Dothan <> :

You are always assuming the random effects are zero when you predict
after -xtprobit- and the like--if you don't want to, you have to
generate random effects, and depending on what you want to do, you
might want to do this 100 or 1000 or more times and average across
draws somehow.  What do you want to do with the IMR constructed from
these predictions?  I predict a simulation of the small-sample
properties of some unstable estimator in your future.

On Fri, Jan 21, 2011 at 9:18 AM, Ari Dothan <> wrote:
> Hi all,
> Neither xtprobit nor its postimation commands do not report an IMR in Stata 11.
> I understand that I need to calculate the (probability density
> function/cumulative density function).
> Where do I get these from?
> Is there a better way to get IMR in panels?
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