[Limdep Nlogit List] Prediction in ordered probit model

Steven Yen syen at utk.edu
Wed Oct 10 02:02:16 EST 2007


How is prediction done in order probit (or logit) model? 
Specifically, how do you determine the ordinal outcome from the 
predicted linear index? The ordered probit model is characterized by

     y = j if mu_(j-1) <= x'b + u < mu_j

Upon estimation, do you simply determine the y outcome by

     y = j if muhat_(j-1) <= x'bhat < muhat_j

Thank you.



Steven T. Yen
http://web.utk.edu/~syen/
Check out our postdoc opening at:
http://web.utk.edu/~syen/postdoc.html



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