Hello,
I'm using an ordered logit and i would like to calculate predictive probabilities. Is anybody know a program to do this?
I have 3 levels for my dependent variable and 8 explicatives variables with significant coefficients. I know that "STATA" do that with "prvalue" procedure.
Thanks for your help
a program to calculate predictive probabilities
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bonnieclyde
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EViews Glenn
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Re: a program to calculate predictive probabilities
Make a model object from your estimated equation using Proc/Make Model (or the command equivalent). This will give you a set of equations each of which corresponds to the category probabilities. Simply solve the model to evaluate at the observed data for a given sample, or use the tools in the model to set up scenarios at which you wish to do the evaluation.
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