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a program to calculate predictive probabilities

Posted: Tue Feb 17, 2009 5:27 am
by bonnieclyde
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

Re: a program to calculate predictive probabilities

Posted: Tue Feb 17, 2009 12:17 pm
by EViews Glenn
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.