probit.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 10mar2005}{...}
{cmd:help probit}, {cmd:help dprobit} {right:dialogs:  {bf:{dialog probit}}  {bf:{dialog dprobit}}{space 6}}
{right:also see:  {help probit postestimation}}
{hline}

{title:Title}

{p2colset 5 19 21 2}{...}
{p2col :{hi:[R] probit} {hline 2}}Probit regression{p_end}
{p2colreset}{...}


{title:Syntax}

{phang}
Probit regression

{p 8 15 2}
{opt prob:it} {depvar} [{indepvars}] {ifin} {weight} 
[{cmd:,} {it:{help probit##probit_options:probit_options}}]

{phang}
Probit regression, reporting marginal effects

{p 8 16 2}
{opt dprobit} [{depvar} {indepvars} {ifin} {weight}] 
[{cmd:,} {it:{help probit##dprobit_options:dprobit_options}}] 

{synoptset 20 tabbed}{...}
{marker probit_options}{...}
{synopthdr :probit_options}
{synoptline}
{syntab :Model}
{synopt :{opt nocon:stant}}suppress constant term{p_end}
{synopt :{opth off:set(varname)}}include {it:varname} in model with coefficient
constrained to 1{p_end}
{synopt :{opt asis}}retain perfect predictor variables{p_end}

{syntab :SE/Robust}
{synopt :{opth vce(vcetype)}}{it:vcetype} may be {opt r:obust},
{opt boot:strap}, or {opt jack:knife}{p_end}
{synopt :{opt r:obust}}synonym for {cmd:vce(robust)}{p_end}
{synopt :{opth cl:uster(varname)}}adjust standard errors for intragroup
correlation{p_end}

{syntab :Reporting}
{synopt :{opt l:evel(#)}}set confidence level; default is
{cmd:level(95)}{p_end}

{syntab :Max options}
{synopt :{it:{help probit##probit_maximize:maximize_options}}}control the maximization process; seldom
used{p_end}

{p2coldent :+ {opt nocoe:f}}do not display the coefficient table; seldom
used{p_end}
{synoptline}
{p2colreset}{...}

{synoptset 23 tabbed}{...}
{marker dprobit_options}{...}
{synopthdr :dprobit_options}
{synoptline}
{syntab :Model}
{synopt :{opth off:set(varname)}}include {it:varname} in model with coefficient
constrained to 1{p_end}
{synopt :{opt at(matname)}}point at which marginal effects are evaluated{p_end}
{synopt :{opt asis}}retain perfect predictor variables{p_end}
{synopt :{opt cl:assic}}calculate mean effects for dummies like those for
continuous variables{p_end}

{syntab :SE/Robust}
{synopt :{opt r:obust}}compute standard errors using the robust/sandwich
estimator{p_end}
{synopt :{opth cl:uster(varname)}}adjust standard errors for intragroup
correlation{p_end}

{syntab :Reporting}
{synopt :{opt l:evel(#)}}set confidence level; default is
{cmd:level(95)}{p_end}

{syntab :Max options}
{synopt :{it:{help probit##dprobit_maximize:maximize_options}}}control the maximization process; seldom
used{p_end}

{p2coldent :+ {opt nocoe:f}}do not display the coefficient table; seldom
used{p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2}+{opt nocoef} does not appear in the dialog box.{p_end}
{p 4 6 2}{it:depvar} and {it:indepvars} for {cmd:probit} may
contain time-series operators; see {help tsvarlist}.{p_end}
{p 4 6 2}{cmd:bootstrap}, {cmd:by}, {cmd:jackknife}, {cmd:rolling},
{cmd:statsby}, {cmd:stepwise}, {cmd:svy}, and {cmd:xi} are allowed with
{cmd:probit}, and {cmd:by}, {cmd:rolling}, {cmd:statsby}, and {cmd:xi} are
allowed with {cmd:dprobit}; see {help prefix}.{p_end}
{p 4 6 2}{opt fweight}s, {opt iweight}s, and {opt pweight}s are allowed; see
{help weight}.{p_end}
{p 4 6 2}See {help probit postestimation} for features available after estimation.


{title:Description}

{pstd}
{cmd:probit} fits a maximum-likelihood probit model.

{pstd}
{cmd:dprobit} fits maximum-likelihood probit models and is an alternative to
{cmd:probit}.  Rather than reporting the coefficients, {cmd:dprobit} reports
the marginal effect, that is the change in the probability for an
infinitesimal change in each independent, continuous variable and, by default,
reports the discrete change in the probability for dummy variables.
{cmd:probit} may be typed without arguments after {cmd:dprobit} estimation to
see the model in coefficient form.

{pstd}
If estimating on grouped data, see {helpb bprobit}.

{pstd}
A number of auxiliary command may be run after {cmd:probit}, {cmd:logit}, or
{cmd:logistic}; see {help logistic postestimation} for a description of these
commands.

{pstd}
See {help logistic estimation commands} for a list of related estimation
commands.


{title:Options for probit}

{dlgtab:Model}

{phang}
{opt noconstant}, {opth offset(varname)}; see {help estimation options}.

{phang}
{marker asis}
{opt asis} specifies that all specified variables and observations be retained
in the maximization process.  This option is typically not specified and may
introduce numerical instability.  Normally {cmd:probit} drops variables that
perfectly predict success or failure in the dependent variable along with
their associated observations.  In those cases, the effective coefficient on
the dropped variables is infinity (negative infinity) for variables that
completely determine a success (failure).  Dropping the variable and perfectly
predicted observations has no effect on the likelihood or estimates of the
remaining coefficients and increases the numerical stability of the
optimization process.  Specifying this option forces retention of perfect
predictor variables and their associated observations.

{dlgtab:SE/Robust}

{phang}
{opt vce(vcetype)}; see {it:{help vce_option}}.

{phang}
{opt robust}, {opth cluster(varname)}; see {help estimation options}.
{opt cluster()} can be used with {opt pweight}s to produce estimates for
unstratified cluster-sampled data, but see {helpb "svy:probit"} for a command
especially designed for survey data.

{dlgtab:Reporting}

{phang}
{opt level(#)}; see {help estimation options}.

{marker probit_maximize}{...}
{dlgtab:Max options}

{phang}
{it:maximize_options}: {opt iter:ate(#)}, [{cmdab:no:}]{opt lo:g}, 
{opt tr:ace}, {opt tol:erance(#)}, {opt ltol:erance(#)}; see {help maximize}.
These options are seldom used.

{pstd}
The following option is available with {opt probit} but is not shown in the
dialog box:

{phang}
{opt nocoef} specifies that the coefficient table not be displayed.  This
option is sometimes used by programmers but is of no use interactively. 


{title:Options for dprobit}

{dlgtab:Model}

{phang}
{opth offset(varname)}; see {opt estimation options}. 

{phang}
{opt at(matname)} specifies the point at which marginal effects are evaluated.
The default is to evaluate at the mean of the independent variables.  If there
are k independent variables, {it:matname} may be 1*k or 1*(k + 1); that is, it
may optionally include final element 1 reflecting the constant.  {opt at()}
may be specified when the model is fitted or when results are redisplayed.

{phang}
{opt asis}; see {help probit##asis:Options for probit} above.

{phang}
{opt classic} requests that the mean effects be calculated using the
formula f(xb)*b_i in all cases.  If {opt classic} is not specified, f(xb)*b_i
is used for continuous variables, but the mean effects for dummy variables are
calculated as F(x_1*b) - F(x_0*b).  Here x_1=x but with element i set to 1, and
x_0=x  but with element i set to 0, and x is the mean of the independent
variables or the vector specified by {opt at()}.  {opt classic} may be
specified at estimation time or when results are redisplayed.  Results
calculated without {opt classic} may be redisplayed with {opt classic} and
vice versa.

{dlgtab:SE/Robust}

{phang}
{opt robust}, {opth cluster(varname)}; see {help estimation options}.

{dlgtab:Reporting}

{phang}
{opt level(#)}; see {help estimation options}.

{marker dprobit_maximize}{...}
{dlgtab:Max options}

{phang}
{it:maximize_options}: {opt iter:ate(#)}, [{cmdab:no:}]{opt lo:g}, 
{opt tr:ace}, {opt tol:erance(#)}, {opt ltol:erance(#)}; see {help maximize}.
These options are seldom used.

{phang}
The following option is available with {cmd:dprobit} but is not shown in the
dialog box:

{phang}
{opt nocoef} specifies that the coefficient table not be displayed.  This
option is sometimes used by programmers but is of no use interactively.


{title:Examples}

{phang}{cmd:. probit y x1 x2 x3}{p_end}
{phang}{cmd:. probit x1 x2 x3, robust}

{phang}{cmd:. probit y x1 x2 x3 if site==1}{p_end}

{phang}{cmd:. by site: probit y x1 x2 x3}

{phang}{cmd:. dprobit y x1 x2 x3}{p_end}
{phang}{cmd:. dprobit y x1 x2 x3 if site==1}


{title:Also see}

{psee}
Manual:  {bf:[R] probit}

{psee}
Online:  {help probit postestimation};{break}
{helpb biprobit},
{helpb clogit}, {helpb glm}, {helpb hetprob},
{helpb ivprobit}, {helpb logistic}, {helpb logit},
{helpb roc}, {helpb scobit},
{helpb "svy:probit"}, {helpb xtprobit}
{p_end}