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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1answer
833 views

Do you include a reference category for a series of dummy variables in a probit regression?

Do you include a reference category for a series of dummy variables in a probit regression? If so, how would you interpret the reference category? The question underlying my confusion is that I don't ...
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1answer
207 views

Probit analysis using 13 cases and checking normal distribution

Can I use probit if my dependent variable has data that looks something like this, 1 case is equal to 0, and 12 cases are equal to 1? Thanks
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1answer
232 views

Combining two survey samples

I have two surveys of business owners. One is a sample (sample 1) of business owners who were not members of the association, done using a random digit dialing approach. The other is a sample (...
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0answers
956 views

Separation of multiple overlapping normal distributions

The problem is separation of multiple normal distributions of fish length, each normal distribution representing a distinct year class contributing to the overall population in a long-lived species. ...
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0answers
658 views

Average Structural Function Calculation

EDIT: I have solved this problem myself. The problem with the simulation below is that the omitted variable should not be included in the 'true model'. I have written a blog post with a more detailed ...
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1answer
4k views

Choose best model between logit, probit and nls

I'm analyzing a certain dataset, and I need to understand how to choose the best model that fits my data. I'm using R. An example of data I have is the following: ...
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1answer
226 views

Logistic regression across groups

When running a logit/probit model for particular sets of outcomes on a set of participants (whether they did a certain behavior at least two times), how can one best control for differences when the ...
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2answers
1k views

Multivariate ordered logit or probit [closed]

I have two ordinal dependent variables, each having three response levels. You can use an ordered logit or probit model for such data if you have one dependent variable. I've seen some papers about ...
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0answers
1k views

Multinomial probit for varying choice set

I apologize in advance for the "how do I run this model in R" question, but it turns out that's the shape my problem has assumed :-). Hopefully I have enough substantive questions surrounding it to ...
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3answers
412 views

“Incorrect” p-value during probit regression when probability of a response is zero

I am running a probit regression with glm. I got a non-significant value (p~0.98) for an interaction that other statistical methods suggested should be significant. Looking into it, I think it's ...
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2answers
1k views

Probit ordered model for non-normal distribution of outcomes

I have the following Y outcomes distribution with the normal density function represented by the superimposed red line: I need to develop a regression methodology to predict $Y$ given a number of ...
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1answer
2k views

Probit estimation - insignificant coefficients with a significant difference

I'm a postgraduate economics student but not of the statistically inclined sort :) Im running a regression to estimate the likelihood of a patent being litigated. I have two dummies for the patent ...
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2answers
178 views

How to explore/model this problem?

I have data extracted from a state machine. Each row of data looks like this: label1,label2,label3,impedance,did_state_change The column data types are described ...
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10answers
309k views

Difference between logit and probit models

What is the difference between Logit and Probit model? I'm more interested here in knowing when to use logistic regression, and when to use Probit. If there is any literature which defines it using ...
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1answer
1k views

Convert probit regression coefficient into correlation

Most coefficients (e.g., odd ratios, mean differences, etc.) can be converted into a (Pearson-like) correlation coefficient. Q: Is there a conversion from probit coefficient --> correlation ...
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3answers
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Marginal effect of Probit and Logit model

Can anyone explain how to compute the marginal effect of Probit and Logit model in layman's terms? I am new to statistics and I am confused about these two models.
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2answers
11k views

Interpreting probit results in Stata

I have read the Stata manual but I am still having trouble understanding how to interpret these results. I am looking to determine how each parameter affects the outcome given a 1-unit change. The ...
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1answer
1k views

Simulate probit marginal effects with an interaction term

I have the following probit model: ...
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1answer
1k views

Time dummies in ordered probit regression

I am trying to interpret the coefficients on the year dummies in an ordered probit regression. My data is a panel with 20 years. I have included 19 year dummies with the exclusion of the first year. ...
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2answers
356 views

Interpretation problems for 9 categories of response variable in ordinal and probit regression

I have 9 categories of response variable, and facing interpretation problems. Could I use this ordinal data as continuous data? If not then please refer me to some example with more than 5 ...
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1answer
2k views

Heckman sample selection

On page 9 in http://jenni.uchicago.edu/Oxford2005/four_param_all_2005-08-07_csh.pdf ATE - the average treatment effect is the expected gain from participation in a program for a random individual. For ...
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2answers
2k views

Simultaneous Equation System for logit/probit?

Is it possible have an SES where the component equations are probabilistic, say, logit or probit? I am evaluating a number of quality metrics of services provided by a number of providers. The metrics ...

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