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-R²
- rprobit('rsqr') = = Estrella R²
- 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
grade = zeros(32,1); grade([5 10 14 20 22 25:27 29 30 32],1) = 1; gra=reshape(grade,'1a') // psi variable psi = reshape([zeros(18,1) ; ones(14,1)],'1a') tuce = reshape([20 22 24 12 21 17 17 21 25 29 20 23 23 25 26 19 ... 25 19 23 25 22 28 14 26 24 27 17 24 21 23 21 19]','1a') gpa = reshape([2.66 2.89 3.28 2.92 4.00 2.86 2.76 2.87 3.03 3.92 ... 2.63 3.32 3.57 3.26 3.53 2.74 2.75 2.83 3.12 3.16 ... 2.06 3.62 2.89 3.51 3.54 2.83 3.39 2.67 3.65 4.00 ... 3.10 2.39]','1a') bounds() r = probit('grade','const','psi','tuce','gpa'); // Example, taken from probit_d, shows the estimation of a probit model taken from Greene (1997). r = probit('grade','const','psi','tuce','gpa', 'tol=sqrt(%eps)', 'noprint', 'maxit=200') // Does the same, except that the options tol and maxit are set to non default values and that the results are not displayed. | ![]() | ![]() |