Probit and Logit Models

Probit and Logit Models: Files

• Lecture: Probit and Logit Models.pdf
• Stata program: Probit and Logit Models.do
• Data files: mroz.dta
• R script: Probit and Logit Models.R
• Data files: mroz.csv

Probit and Logit Models: Lecture Topics

• Linear probability model
• Probit and logit models
• Maximum likelihood estimation
• Coefficients
• Predicted probabilities
• Marginal effects
  • Marginal effect at the means
  • Average marginal effect
• Goodness of fit measures
  • Pseudo R-squared
  • Percent correctly predicted

Probit and Logit Models in Stata/R: Topics

• Probit and logit models
• Predicted probabilities
• Marginal effects
• Pseudo R-squared
• Percent correctly predicted