probit — probit regression
[rprobit]=probit(namey,arg1, ,argn)
namey = a time series, a real (nx1) vector or a string equal to the name of a time series or a (nx1) real vector between quotes; all values should be 0 or 1.
argi = an argument that can be:
- a time series
- a real (nx1) vector
- a real (nxk) matrix
- a string equal to the name of a time series or a (nxk) real vector or matrix between quotes
- a list of such elements
- the string 'noprint' if the user doesn't want to display the results of the regression
rprobit = a results tlist with
- rprobit('meth') = 'probit'
- rprobit('y') = y data vector
- rprobit('x') = x data matrix
- rprobit('nobs') = # observations
- rprobit('nvar') = # variables
- rprobit('beta') = bhat
- rprobit('yhat') = yhat
- rprobit('resid') = residuals
- rprobit('vcovar') = estimated variance-covariance matrix of beta
- rprobit('tstat') = t-stats
- rprobit('pvalue') = pvalue of the betas
- rprobit('r2mf') = = McFadden pseudo-Rª
- rprobit('rsqr') = = Estrella Rª
- rprobit('lratio') = LR-ratio test against intercept model
- rprobit('lik') = unrestricted Likelihood
- rprobit('zip') = # of 0's
- rprobit('one) = # of 1's
- rprobit('iter') = # of iterations
- rprobit('crit') = convergence criterion
- rprobit('namey') = name of the y variable
- rprobit('namex') = name of the x variables
- rprobit('prests') = boolean indicating the presence or absence of a time series in the regression
- rprobit('prescte') = %f (for printings)
- rprobit('bounds') = if there is a timeseries in the regression, the bounds of the regression
1) r = probit('grade','cte','psi','tuce','gpa'); 2) r = probit('grade','cte','psi','tuce','gpa', 'tol=sqrt(%eps)', 'noprint', 'maxit=200') Example 1, taken from probit_d, shows the estimation of a probit model taken from Greene (1997). Example 2 does the same, except that the options tol and maxit are set to non default values and that the results are not displayed.