[求助]stata做probit的小问题？

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<p>用stata进行probit 分析，那些系数的含义是不是和线性概率模型里的系数的含义一样，来表示解释变量对被解释变量=1的发生概率？</p><p>还有这个系数的绝对值是不是应该在1以内，否则，就需要做些调整？</p>

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关键词：Probit Stata tata bit Rob 绝对值 模型

1. The coefficients can be discussed in terms of either Z-scores or probit index;
2. Describing the results in terms of Z-scores may not be the simplest metric for your audience to understand.  As we saw above, you can use the prvalue, prtab and other spost commands to obtain predicted probabilities.  These are often useful for helping to tell the "story" of your results.
3. that although it is possible to interpret the probit coefficients as changes in z-scores we end up convert the z-scores to probabilities. So, in the end its probably better to focus on the probabilities and/or the changes in probability in interpreting your probit model.
4. probit coefficient, b, is that a one-unit increase in the predictor leads to increasing the probit score by b standard deviations.

[此贴子已经被作者于2008-6-14 5:09:23编辑过]

看看计量的书上讲了

green的书/woodridge的都有啊

不懂的话，还是自己钻研书本比较好，我也在钻研中。