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Re: st: how to write model equation for probit with cluster


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: how to write model equation for probit with cluster
Date   Sat, 12 Feb 2011 18:02:30 +0000 (GMT)

--- On Sat, 12/2/11, Laura R. wrote:
> I estimated a probit equation in stata with the option
> -cluster-, like this:
> 
> probit depvar indepvar1 indepvar2 ..., cluster(clustervar)
> 
> Usually, you can write the formula for probit models in the
> paper something like this:
> 
> Pr(Y=1|observed var)= "cdf sign" (bX1+bX2+e)
> 
> However, I am wondering how to insert the option for
> cluster into this formula.

You should not include the e (I assume error term) in these
models. The error terms is already included in the probability.

Compare this with linear regression, either you say:

y = bx1 + bx2 + e

or:

E(y) = bx1 + bx2

but not:

E(y) = bx1 + bx2 + e

Other than that, you can use the same formula for model with
clustered standard errors, as this formula only represents
the relationship between the mean/probabilty and the explanatory
variables.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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