# Questions tagged [probit]

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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### Adapting weights for a glm() binomial regression

I've been facing a common problem. I can't use my dataset’s weights to estimate a binomial family model. I've been using the glm() function to estimate a probit model, but when my weights variable is ...
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### Centering covariates and factors in probit model to interpret coefficients

This is my first post ever here so apologies if I missed any of the guidelines, or if the question is off base. I am trying to interpret regression coefficients of a probit model for both continuous ...
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### How to formalize this problem for a ML solution ? “closeness” of local min/maxes of two variables

i am mostly self taught so apologies in advance if my formulation is different to what is commonly used among trained ML pros. I have two variables X(t) and Y(t) what I wanna know is whether the ...
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### Confused about motivation for variable selection - probit model

I am running a probit regression which aims to determine which variables influence whether a graduate feels 'mismatched' (e.g. not using the qualification they've learned) in their job. We are using ...
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### Strangely identical Probit and IVProbit results

I'm currently running 3 probit regressions, each of which have IV variants. In each model the regressors and instruments are identical (the coding essentially looks exactly the same for each model, ...
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### Estimating elasticity using different regression models

My question is how to estimate elasticity based on a Probit model. I know the following formulas are used to estimate elasticity based on OLS (1) and logit (2) models (Ewing & Cervero, 2001): (1)...
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### Interpretation of variable in a probit model

I am struggling interpreting the coefficient of a variable which is expressed as a proportion in a probit model. As it currently stands , I am interpreting the average partial effects of this variable ...
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### OLS and Probit possible on large sample enough?

I think I understood that normality of residuals may not be a problem if the sample is large enough (cf, here). My question is: Would my sample be large enough to be analysed using a probit and an ...
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### Pseudo R2 and prob>chi2

I am running a profit regression and I am finding difficulties in interpreting the prob>chi2 =0.0000 statistic. Also, should I be concerned that Pseudo R2=0.0209? How do I interpret it. Thank you.
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### Bivariate probit : is there a heteroscedastic version of the model?

I know there exists a version of the simple probit model which is robust to heteroscedasticity (the heteroscedastic probit model). Is there an equivalent for the bivariate probit model? Is there a way ...
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### R/Stata Can I include a categorical variable in a Logistic regression when one of its values perfectly predicts one of the outcomes?

Suppose I have the following data df = data.table('y'= c(1,1,1,1,1,1,1,0,0,0,0), 'x' = c(1,1,1,1,1,1,1,1,1,0,0)) where x = 0 perfectly predicts y = 0. I ...
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### Is a binary probit model which predicts the outcome of every observation to be true still useful for analysing effects of explanatory variables?

So I have a binary probit model for labour participation restricted to a specific age group and region. The remaining explanatory variables include sex, education, and having dependent children (all ...
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### Difference between probit of log(x) and probit using inverse lognormal cdf of x

Topic: probit and logprobit regression. Context: I have to implement a model of size at maturity in a wild population and I must choose a binomial linear model to estimate the parameters based on ...
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### What can you infer about the effects of explanatory variables in a binary probit model?

Obviously in linear regression, the coefficient tells you whether the effect of a change in an explanatory variable on the response variable is positive or negative and how much a change of one unit ...
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### Which p-value should I use ? (Probit and interaction terms)

I ran a Probit model to determine which variables/interaction terms are significant. I got these results: Probit: "mino" is not significant. Whith the margins command (Averadge marginal effect) I ...
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### How to calculate probit marginal effects over groups with Stata [closed]

How to properly calculate marginal effects of a probit model to capture marginal effect of one variable over a group. The setup is the following (simplified version): Data: ...
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### Is there heteroskedasticity in binomial GLMs?

We know a linear probability model (LPM) will produce heteroskedastic errors by definition because of how the variance of a bernoulli r.v. is defined. My question is whether the same is true for logit/...
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### test the significance of the marginal effects of a spatial probit model

I'm using the CRAN package spatialprobit to estimate a Spatial Probit. The function sarprobit calculates the marginal effects ...
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### Are there problems with estimating regressions of longitudinal data by year?

I am studying the behavior of 900 firms for a period of 10 years. The data is a balanced panel. Multivariate analysis consists of Tobit estimations for each year and probit estimations for each year. ...