PROBIT

The PROBIT command does Probit regressions.

In general, the format is:

  PROBIT depvar indeps / options


The available options are:

Option Description
DUMP Of interest to SHAZAM consultants.
LIST Prints the index, I, the predicted and observed values of the dependent variable, a plot of the predicted values and the residual statistics.
LOG Computes elasticities assuming log-transformed variables.
PCOV Prints the estimated asymptotic covariance matrix.
RSTAT Prints residual statistics.
CONV= Sets the convergence criterion for the log-likelihood function.
IMR= Saves the computed Inverse Mill's Ratio.
INDEX= Saves the index.
ITER= Sets maximum number of iterations.
PITER= Specifies the frequency with which the ITERations will be Printed.
PREDICT= Stores the predicted probabilities.

Other available options are:
MAX, NOCONSTANT, NONORM, PCOR, BEG=, END=, COEF=, COV=, STDERR=, TRATIO= and WEIGHT= as defined for OLS.