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  • STATA Probit Regression & Normal Distribution Calculation

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    LuisSanchez
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    This document provides instructions for Stata commands to estimate a probit regression model, calculate the normal cumulative distribution function for a value, and compute the intercept plus a regression coefficient from the model. It estimates a probit model, calculates the CDF for 1.29 to get the value .90147467, and defines a new scalar equal to the intercept plus the coefficient for smkban from the estimated model.

    Originalbeschreibung:

    stata hnts

    Originaltitel

    STATA+hints

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    This document provides instructions for Stata commands to estimate a probit regression model, calculate the normal cumulative distribution function for a value, and compute the intercept plus a regression coefficient from the model. It estimates a probit model, calculates the CDF for 1.29 to get the value .90147467, and defines a new scalar equal to the intercept plus the coefficient for smkban from the estimated model.

    Copyright:

    © All Rights Reserved
    Als PDF, TXT herunterladen oder online auf Scribd lesen
    Markieren Sie unangemessene Inhalte
    26 Ansichten1 Seite

    STATA Probit Regression & Normal Distribution Calculation

    Hochgeladen von

    LuisSanchez
    This document provides instructions for Stata commands to estimate a probit regression model, calculate the normal cumulative distribution function for a value, and compute the intercept plus a regression coefficient from the model. It estimates a probit model, calculates the CDF for 1.29 to get the value .90147467, and defines a new scalar equal to the intercept plus the coefficient for smkban from the estimated model.

    Copyright:

    © All Rights Reserved
    Als PDF, TXT herunterladen oder online auf Scribd lesen
    Markieren Sie unangemessene Inhalte
    von 1

    STATA HINTS STATA command

    probit y1 x1 x2
    sca p1 = normprob(1.29)

    dis p1
    sca p2 = _b[_cons]+_b[smkban]

    Description
    Estimates probit regression of y1 vs. x1 and x2
    Calculates area to the left of 1.29 under the
    normal probability distribution and assigns that
    value to a new scalar (real number) p1 (so p1
    now equals .90147467)
    Prints out p1 (prints out .90147467)
    Creates new scalar (real number) p2 that is the
    sum of the intercept and the coefficient on
    smkban in the most recently estimated
    regression

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