This refers generally to statistical procedures that utilize the probit function. The primary example of which is probit regression where the probit transformation of the parameter p of a binary response distribution is used as a link.

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7 views

Compare the marginal effect for a dummy variable with a continuous variable from a probit model

I use probit model for one regression which consists one independent dummy variable that captures whether the firm is unionized or not. I also estimate the same probit model instead of consisting ...
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12 views

probit two stage least squares

I was told that it's possible to run a 2 stage iv regression where the first stage is a probit and the second stage is an OLS. Is it possible use 2sls if the first stage is a probit but th second ...
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16 views

Inferring parameters for a regression with features of both multivariate probit and ordinal regression?

I am dealing with data which is generated by a complex process, which I elaborate below; I am trying to answer one or more of the following questions- a) what is the right literature to look for ...
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16 views

Visibly different curves but non significant likelihood ratio test

I have run a series of probit regressions for growth variables across 3 environments. I then graphed the resulting curves as probability density functions (3 curves per graph one for each ...
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1answer
56 views

Interaction effects in non-linear models

I have a general question about interpreting interaction effects in a non-linear model. I understand the reasons Ai and Norton (2004) suggest using the stata inteff command to help interpret ...
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8 views

Do I need to do log transformations for probit?

I am doing a (Heckman) probit. Some of my variables (e.g. N of employees, sales) are highly skewed (skew>2000). Do I need to take log-transformation to make them closer to normal? Thanks!
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2answers
139 views

Marginal effect of squared variable in Probit Model

I want to estimate the following probit model $employed_t=\beta_1 age + \beta_2 age^2$ and I use the Stata code probit employed c.age##c.age Using the command ...
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1answer
46 views

Optimizing False Negative Rate after Logistic Regression

I created a probit model and tested it against a random sub sample of my dataset. I am interested specifically in seeing how many data points I can predict to be FALSE without having too many that are ...
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1answer
38 views

Normality test of latent residuals (Heckman) Probit?

I am running a Heckman Probit. Both steps assume normal errors of the latent variable, correct? My data is from a survey and a lot of variables are strongly skewed, so I am worried whether this ...
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1answer
37 views

interpreting the coefficient on a logged independent variable from a probit model

I am using a double model with log transformed independent variables and have calculated average partial effects. Now I am now not sure how to interpret the coefficients; particularly those from the ...
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19 views

probit model - marginal effects: all zero

To start with, I am a total layman. I've estimated a probit model using GRETL. All marginal effects are 0 (not very small or anything - but zero). I've used some probit and logit models before and it ...
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1answer
64 views

How to do simulation of Probit link?

How do you solve the following problem? A Simulation Study (Probit Regression). Assume $y|x\sim {\rm Binary}(p)$, where $p= E(y|x)$, and $Φ^{-1}(\pi)=-1+5.1x_{1i}-0.3x_{2i}$ Generate data ...
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1answer
130 views

How to validate a Multinomial Logit and Probit Model fit?

I would like to know how do you determine the performance of your models. That is, if you fit a multinomial logit or probit model for un-ordered discrete choice. What do you use to evaluate whether ...
4
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1answer
65 views

Probit: Stata log likelihood iteration 0

When working with probit models in stata the first line of the output is (for a sample of 583 with 3 variables): Iteration 0: log likelihood = -400.01203 If I understand this correctly the ...
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1answer
135 views

What is the difference between dprobit and probit in stata?

My boss gave me this do file but I have never worked with dprobit. I also need to interpret it, this is the result: ...
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1answer
33 views

Wald $\chi^2$ value for a probit model

I have fit a probit model in R. However, in addition to the $z$- and $p$-values, I would like to know the Wald $\chi^2$ values for the individual explanatory variables. How do I obtain / calculate the ...
4
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1answer
69 views

Assumptions of the Ordered Probit model

What are the assumptions of an ordered probit model that must be met? What are the tests to check these? Many thanks in advance
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1answer
94 views

Why are the fitted probabilities for the linear probability model and the probit model identical?

I estimated a linear probability model (LPM) $P(y=1|x_1) = b_0 +b_1x_1 + u $ and a probit model $P(y=1|x_1) = \Phi(b_0 +b_1x_1 + u) $, where $\Phi()$ denotes the cumulative normal distribution. The ...
2
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1answer
68 views

Average partial effects

I need to explain what average partial effects (APEs) are to a very general non-statistical audience (i.e. the APEs derived from a probit model). I have tried to define APEs using layman's terms but I ...
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1answer
65 views

Can logistic regression estimates suffering from subsample abuse be salvaged?

Suppose we have some logistic regression modelling problem; $f(X) = Y$, where $Y$ is binary and $X$ is a vector of normally distributed variables. In industry it is sometimes the case that ...
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1answer
299 views

log-probit model: Calculation of confidence intervals for ED50 data

I calculate log-probit models according to the following method (many thanks to COOLSerdash, Aniko, whuber): ...
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1answer
88 views

Variance covariance matrix of regression coefficients with a probit link

Suppose we are performing ordinal regression using a probit link function. The data are doses (log transformed) and responses. The responses are ordinal and can be from 0 to 4. Suppose that some of ...
4
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2answers
169 views

Calculation of log-logit or log-probit models according to Finney using R

I'm trying to implement the logit/probit model derivation as introduced by Finney using sample data from http://dge.stanford.edu/SCOPE/SCOPE_12/SCOPE_12.html, chapter 6 (this links to a pdf), page ...
4
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1answer
148 views

Why Bayesian logistic (probit) regression instead of standard logistic (probit) regression?

I wonder under what condition I should use Bayesian logistic regression instead of standard logistic regression, or vice verse? I have individual-level data regarding whether a person purchase a ...
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0answers
57 views

References for Bayesian group-Lasso for probit/logit regression

Does anyone have a paper or other references on Bayesian group-Lasso for probit/logit model or GLM (generalized linear models) in general? I could not find any paper that explicitly deals with this.
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81 views

Generalized Moran's I test for multinomial (polychotomous) logit / probit model

Generalized Moran's I test is suggested by Kelejian and Prucha (2001). But, as far as I know, there is no empirical work using the test for multinomial discrete choice model. I am looking for a ...
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32 views

Calculate scale factor in probit model

I'm trying to interpret the coefficients of a probit model, but I don't understand how to calculate the scale factor. Please help!
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2answers
795 views

How does “stepwise regression” work?

I used the following R code to fit a probit model: ...
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38 views

Latent variable model where latent variable is in [0,1]

Suppose that my application's users are asked to give their opinion about the probability that a statement is true. They are presented with a slider widget that goes from 0% to 100%, but let's say the ...
6
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1answer
245 views

Binary Models (Probit and Logit) with a Logarithmic Offset

Does anyone have a derivation of how an offset works in binary models like probit and logit? In my problem, the follow-up window can vary in length. Suppose patients get a prophylactic shot as ...
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0answers
436 views

How can I calculate prediction error rate in logistic regression?

Can anybody lead me with a small simulation? Should I calculate prediction error rate from a classification table while splitting the data into two parts then fitting on the training data and ...
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0answers
19 views

Determining influence of continuous variable on binary outcome

I'm running data analysis for an online marketplace. I want to determine the influence of the time a perishable good (say a concert ticket) is online versus the probability of a sale. I have made a ...
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0answers
99 views

Alternatives to the multinomial logit model

I am trying to estimate a model of occupational choice with three choices. Are there any alternatives to using the multinomial logistic regression when handling such unordered categorical outcomes? ...
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0answers
81 views

How can I simulate data for comparing logit and probit model?

Can anybody tell me how can I simulate a data set for comparing logit and probit model? If I simulate a data from a standard multivariate normal distribution considering 5 variables then can I use ...
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66 views

Is the link function in Probit model canonical?

If I understand correctly, Probit model is a generalized linear model. I didn't see it listed in the table, so I was wondering if its link function is canonical for some distribution? Thanks!
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95 views

ordered probit regression with only categorical variables

I would like to know if it makes sense to run an ordered probit regression (dependent variable is ordinal with three outcomes) with only categorical explanatory variables (some are dichotomous e.g. ...
5
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3answers
748 views

How to test for simultaneous equality of choosen coefficients in logit or probit model?

How to test for simultaneous equality of choosen coefficients in logit or probit model ? What is the standard approach and what is the state of art approach ?
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1answer
364 views

Estimate multinomial probit model with mlogit (R package)

From the document and help, probit model is supported by mlogit. But when I tried it with these R scripts, the estimation takes much longer time to run (than the logit verion) and the result is quite ...
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1answer
78 views

Running a Probit on Survival-Time Data?

Can I run a probit on survival time data? It's discrete-round, and I want to look at whether lagged variables affect the failure event. I am, however, getting negative coefficients for a probit ...
2
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1answer
178 views

Comparing two logit or probit curves using a single parameter

I've conducted a psychological experiment on the same subject, under two different condition. For each condition I've collected the number of correct and wrong answer for each stimulus (number of ...
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348 views

bivariate probit with endogenous covariate testing

I am interested in learning more about testing for the bivariate probit model with an endogenous treatment regressor. I have figured some stuff out -- summary below, since I don't see much on this ...
2
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2answers
121 views

Simulating ordinal variables using fitted probit models

I have fitted a probit model for an ordinal response and a number of predictors, using polr function in R. Now I want to use this fitted model in order to sample from the conditional distribution of ...
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1answer
152 views

Estimating parameters for probit multiplied by something

Assume you have a model of the form $y = x_1\Phi(\beta_0 + \beta_2x_2 +\ldots+ \beta_nx_n)+u$ where $y_i\in(0,x_{1i}]$ and $\Phi$ is the probit function. How can we estimate $\beta$s in e.g. Stata?
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1answer
165 views

Probit analysis shows no significant variables

In my probit output all p values are insignificant. I want at least some of my variables to be significant. How I correct it? My variables are: crossbreed, age2, gender, education experience2, ...
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1answer
77 views

Finding choice probabilities by using utility with logit and probit models

I am using a formula to calculate the utility, which is as follows: v_{ij} = 1 - x*beta + delta_i + e_{ij} delta_i ~ N(0,phi^2) e_ij ~ N(0,sigma^2) v_{ij} is ...
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1answer
118 views

Scale parameter

I came across the scale parameter used in the logit and probit models. Does any one know what that is and what it is used for? What would go wrong if I did not use it?
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1answer
143 views

Exploratory data analysis for discrete data

I am using a probit and a logit model for obtaining the choice probabilities of some data. What kind of plots can be useful to conduct a exploratory data analysis for these data? Here is the ...
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59 views

Logit versus Probit [duplicate]

Possible Duplicate: Difference between logit and probit models I have data in which the response variable is binary. So, I fitted logit and probit models and obtained the results. How can I ...
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57 views

High threshold coefficients

Consider the following code/output: ...
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1answer
152 views

Panel data analysis with ordered probit model

I have a panel dataset of survey responses collected by the world bank in Egypt in 2004, 2006, and 2008. I want to run an ordered probit model to test the impact of firm characteristics on their ...