STATA - Probit Analysis

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Transcript of STATA - Probit Analysis

STATA: Data Analysis Software

www.STATA.org.uk

Step-by Step Screenshot Guides to help you use STATA

Not affiliated with Stata Corp.

STATAProbit Analysis

Datasets Used in Tutorial

– Datasets in these tutorials are based on examples in:

Stock and Watson (2006) “Introduction to Econometrics”

– You can obtain all of the datasets used in these tutorials by downloading a STATA command file from http://www.stata.org.uk/download-examples.html

Outline

– Statistical Analysis

• Probit and Logit

– Open Dataset

– Probit

– Logit

– Challenge

Outline

– Statistical Analysis

• Probit and Logit

– Open Dataset

– Probit

– Logit

– Challenge

Outline

– Statistical Analysis

• Probit and Logit

– Open Dataset

– Probit

– Logit

– Challenge

Outline

– Statistical Analysis

• Probit and Logit

– Open Dataset

– Probit

– Logit

– Challenge

Probit Model: Challenge

Challenge– Estimate impact of being black on denial rate

Method– Use current data

– Re-estimate the Probit including variable ‘black’

www.STATA.org.uk

– If you visit www.STATA.org.uk you can download tutorials on these other topics:

Data Management Statistical Analysis

Importing Data Summary Statistics

Graphs Linear Regressions

Presenting Output Panel Regressions

Merge or Drop Data Time Series Analysis

Instrumental Variables

Probit Analysis