[Limdep Nlogit List] probability for each observation

Jill Caviglia-Harris JLCAVIGLIA-HARRIS at salisbury.edu
Wed Jun 2 00:38:07 EST 2010


Bill:

Thanks.  I want to plot the probability (of participation) for different groups of observations.  The ;PROB = pvalue is what I was after.  I can then use the create command to save these values for different groups (or select another way).  Thanks.  -Jill

-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au [mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of William Greene
Sent: Tuesday, June 01, 2010 10:30 AM
To: Limdep and Nlogit Mailing List
Subject: Re: [Limdep Nlogit List] probability for each observation

Jill.  ;PROB = pvalue
saves the probabiliities as a variable named pvalue. But, it doesn't
sound like this is what you are after. This is not a marginal effect.
For that you want a density, which you can compute using a simple
CREATE command. But, it's still not clear what you want to plot against
what here.
Cheers,
Bill Greene


----- Original Message -----
From: "Jill Caviglia-Harris" <JLCAVIGLIA-HARRIS at salisbury.edu>
To: limdep at limdep.itls.usyd.edu.au
Sent: Tuesday, June 1, 2010 9:58:06 AM GMT -05:00 US/Canada Eastern
Subject: [Limdep Nlogit List] probability for each observation

LimDep Group:

I have estimated a probit model and would like to plot the probability results (and create a probability value for each observation).  Given that the marginal effects are calculated at the mean of the RHS variables, these estimation results cannot be used for this purpose.  Is there a command for the probit estimation that generates the probability for each observation?  Thanks.

-Jill

Jill Caviglia-Harris, Ph.D.
Associate Professor
Economics and Finance Department
Salisbury University
Salisbury, MD 21801
(410) 548-5591

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