probit_postestimation.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}
{* 24mar2005}{...}
{cmd:help probit postestimation}{...}
{right:dialogs:  {bf:{dialog probit_p:predict}}  {bf:{dialog probit_estat:estat}}}
{right:also see:  {helpb probit}{space 8}}
{hline}

{title:Title}

{p2colset 5 34 36 2}{...}
{p2col :{hi:[R] probit postestimation} {hline 2}}Postestimation tools for
probit and dprobit{p_end}
{p2colreset}{...}


{title:Description}

{pstd}
The following postestimation commands are of special interest after
{cmd:probit} and {cmd:dprobit}:

{synoptset 14 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
{synopt :{helpb logistic postestimation##estatclas:estat clas}}{opt estat classification} reports various summary statistics, including the classification table{p_end}
{synopt :{helpb logistic postestimation##estatgof:estat gof}}Pearson or Hosmer-Lemeshow goodness-of-fit test{p_end}
{synopt :{helpb logistic postestimation##lroc:lroc}}graphs the ROC curve and calculates the area under the curve{p_end}
{synopt :{helpb logistic postestimation##lsens:lsens}}graphs sensitivity and specificity versus probability cutoff{p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2}
For information about these commands, see {help logistic postestimation}.

{pstd}
In addition, the following standard postestimation commands are available:

{synoptset 14 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
{p2coldent :* {helpb adjust}}adjusted predictions of xb or pr{p_end}
INCLUDE help post_estat
INCLUDE help post_estimates
INCLUDE help post_hausman
INCLUDE help post_lincom
INCLUDE help post_linktest
INCLUDE help post_lrtest
INCLUDE help post_mfx
INCLUDE help post_nlcom
{synopt :{helpb probit postestimation##predict:predict}}predictions, residuals, influence statistics, and other diagnostic measures{p_end}
INCLUDE help post_predictnl
INCLUDE help post_suest
INCLUDE help post_test
INCLUDE help post_testnl
{synoptline}
{p2colreset}{...}
{p 4 6 2}* {cmd:adjust} does not work with time-series operators.{p_end}


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

{p 8 16 2}
{cmd:predict} {dtype} {newvar} {ifin} 
[{cmd:,} {it:statistic} {opt rule:s} {opt asif} {opt nooff:set}]

{synoptset 11 tabbed}{...}
{synopthdr :statistic}
{synoptline}
{syntab :Main}
{synopt :{opt p:r}}probability of a positive outcome; the default{p_end}
{synopt :{cmd:xb}}xb, fitted values{p_end}
{synopt :{cmd:stdp}}standard error of the 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}

{phang}
{opt pr}, the default, calculates the probability of a positive outcome.

{phang}
{opt xb} calculates the linear prediction.

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

{phang}
{opt score} calculates the equation-level score; the derivative of the log
likelihood with respect to the linear prediction.

{phang}
{opt rules} requests that Stata use any "rules" that were used to
identify the model when making the prediction.  By default, Stata calculates
missing for excluded observations.

{phang}
{opt asif} requests that Stata ignore the rules and the exclusion criteria
and calculate predictions for all observations possible using the estimated
parameter from the model.

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


{title:Examples}

{phang}{cmd:. probit foreign rep_is_1 rep_is_2}{p_end}
{phang}{cmd:. predict p}{p_end}
{phang}{cmd:. summarize foreign p}{p_end}
{phang}{cmd:. predict p2, rules}{p_end}
{phang}{cmd:. summarize foreign p p2}{p_end}
{phang}{cmd:. predict p3, asif}{p_end}
{phang}{cmd:. summarize for p p2 p3}


{title:Also see}

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

{psee}
Online:  {helpb probit}; {help logistic postestimation};{break}
{helpb adjust}, {helpb estimates}, {helpb lincom}, {helpb linktest}, 
{helpb lrtest}, {helpb mfx}, {helpb nlcom}, {helpb predictnl}, {helpb roc},
{helpb suest}, {helpb test}, {helpb testnl}
{p_end}