xtprobit_postestimation.hlp

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{smcl}
{* 07apr2005}{...}
{cmd:help xtprobit postestimation}{...}
{right:predict dialogs:  {bf:{dialog xtprobit_re_p:re}}  {bf:{dialog xtprobit_pa_p:pa}}{space 2}}
{right:also see:  {helpb xtprobit}}
{hline}

{title:Title}

{p2colset 5 38 40 2}{...}
{p2col :{hi:[XT] xtprobit postestimation} {hline 2}}Postestimation tools for xtprobit{p_end}
{p2colreset}{...}


{title:Description}

{pstd}
The following postestimation commands are available for {cmd:xtprobit}:

{synoptset 13 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
{p2coldent :* {helpb adjust}}adjusted predictions of xb or probabilities{p_end}
{p2coldent :+ {helpb estat}}AIC, BIC, VCE, and estimation sample summary{p_end}
INCLUDE help post_estimates
INCLUDE help post_lincom
INCLUDE help post_lrtest
INCLUDE help post_mfx
INCLUDE help post_nlcom
{synopt :{helpb xtprobit postestimation##predict:predict}}predictions, residuals, influence statistics, and other diagnostic measures{p_end}
INCLUDE help post_predictnl
INCLUDE help post_test
INCLUDE help post_testnl
{synoptline}
{p2colreset}{...}
{p 4 6 2}* {cmd:adjust} will not work with time-series operators.{p_end}
{p 4 6 2}+ {cmd:estat ic} will not work with {cmd:xtprobit, pa}.{p_end}


{marker predict}{...}
{title:Syntax for predict}

{phang}
Random-effects model

{p 8 16 2}
{cmd:predict} {dtype} {newvar} {ifin} [{cmd:,} 
{it:{help xtprobit_postestimation##randomeffects:RE_statistic}} 
{opt nooff:set} ]

{phang}
Population-averaged model

{p 8 16 2}
{cmd:predict} {dtype} {newvar} {ifin} [{cmd:,} 
{it:{help xtprobit_postestimation##popaverage:PA_statistic}} 
{opt nooff:set} ]

{marker randomeffects}{...}
{synoptset 13 tabbed}{...}
{synopthdr :RE_statistic}
{synoptline}
{syntab:Main}
{synopt :{opt xb}}calculate linear prediction; the default{p_end}
{synopt :{opt pu0}}calculate probability of a positive outcome{p_end}
{synopt :{opt stdp}}calculate standard error of the linear prediction{p_end}
{synoptline}
{p2colreset}{...}

{marker popaverage}{...}
{synoptset 13 tabbed}{...}
{synopthdr :PA_statistic}
{synoptline}
{syntab:Main}
{synopt :{opt mu}}calculate predicted probability of {depvar}; considers the {opt offset()}; the default{p_end}
{synopt :{opt rate}}calculate predicted probability of {depvar}{p_end}
{synopt :{opt xb}}calculate linear prediction{p_end}
{synopt :{opt stdp}}calculate standard error of the linear prediction{p_end}
{synopt :{opt sc:ore}}first derivative of the log likelihood with respect to xb{p_end}
{synoptline}
{p2colreset}{...}

INCLUDE help esample


{title:Options for predict}

{dlgtab:Main}

{phang}
{opt xb} calculates the linear prediction.  This is the default for the
random-effects model.

{phang}
{opt pu0} calculates the probability of a positive outcome, assuming that the
random effect for that observation's panel is zero.  Note that his probability
may not be similar to the proportion of observed outcomes in the group.

{phang}
{opt stdp} calculates the standard error of the linear prediction.

{phang}
{opt mu} and {opt rate} both calculate the predicted probability of {depvar}.
{opt mu} takes into account the {opt offset()}, and {opt rate} ignores those
adjustments.  {opt mu} and {opt rate} are equivalent if you did not specify
{opt offset()}.  {opt mu} is the default for the population-averaged model.

{phang}
{opt score} calculates the equation-level score.

{phang}
{opt nooffset} is relevant only if you specified {opth offset(varname)} for
{cmd:xtprobit}.  It modifies the calculations made by {cmd:predict} so that
they ignore the offset variable; the linear prediction is treated as xb rather
than xb + offset.


{title:Examples}

{phang}{cmd:. xtprobit union age grade south, i(idcode)}{p_end}
{phang}{cmd:. predict prob, pu0}{p_end}
    
{phang}{cmd:. xtprobit union age grade south, i(idcode) pa}{p_end}
{phang}{cmd:. predict prob, mu}{p_end}


{title:Also see}

{psee}
Manual:  {bf:[XT] xtprobit postestimation}

{psee}
Online:  {helpb xtprobit};{break}
{helpb adjust}, {helpb estimates}, 
{helpb hausman}, {helpb lincom}, {helpb lrtest}, {helpb mfx},
{helpb nlcom}, {helpb predict}, 
{helpb predictnl}, {helpb test}, {helpb testnl}
{p_end}