*
* LPM, logit and probit models from page 340
*
open data earn.prn
data(format=prn,org=columns) 1 595 exper exp2 wks occ ind south smsa ms fem union ed blk lwage m f_edc
*
* These estimate the three models
*
linreg union
# exper wks occ ind south smsa ms fem ed blk constant
ddv(dist=logit) union
# exper wks occ ind south smsa ms fem ed blk constant
ddv(dist=probit) union
# exper wks occ ind south smsa ms fem ed blk constant
*
* These do the same estimation, but build a report similar to the one on page
* 341, with the OLS and logit coefficients rescaled to be comparable to the
* probit.
*
report(action=define,hlabels=||"Variable","OLS","","Logit","","Probit",""||)
*
linreg union
# exper wks occ ind south smsa ms fem ed blk constant
report(atcol=1,atrow=1,fillby=cols) %eqnreglabels(0) "Log-Likelihood" "R**2" "ChiSquared"
report(atcol=2,atrow=1,fillby=cols) %beta*2.5-1.25*%unitv(%nreg,%nreg)
report(atcol=3,atrow=1,fillby=cols) %abs(%tstats)
ddv(dist=logit) union
# exper wks occ ind south smsa ms fem ed blk constant
report(atcol=4,atrow=1,fillby=cols) %beta*.625
report(atcol=5,atrow=1,fillby=cols) %abs(%tstats)
report(atcol=4,atrow=%nreg+1,fillby=cols) %logl %rsquared %cdstat
ddv(dist=probit) union
# exper wks occ ind south smsa ms fem ed blk constant
report(atcol=6,atrow=1,fillby=cols) %beta
report(atcol=7,atrow=1,fillby=cols) %abs(%tstats)
report(atcol=6,atrow=%nreg+1,fillby=cols) %logl %rsquared %cdstat
report(action=format,width=7)
report(action=show)