Using Clarify with Binary Probit and Logit

/*This program illustrates use of the program Clarify with binary probit and logit.  Clarify provides a set of interpretational tools for use with various estimators.*/

use "AldrichNelson.dta", clear

summarize

/* Following is an example of using Clarify to estimate a probit, calculate probit probabilities, and calculate first differences */

estsimp probit grade gpa psi tuce                      /*Estimate a probit */

setx mean                                                         /*Set variables at their means */

simqi, listx                                                         /*Report probabilities at variable means */

setx (gpa tuce) mean psi 0                                 /*Set gpa and tuce to mean, set psi to 0 */

simqi, listx                                                         /*Report probabiliies at these values */

setx (gpa tuce) mean psi 1                                 /*Set gpa and tuce to mean, set psi to 1 */

simqi, listx                                                         /*Report probabiliies at these values */

simqi, fd(prval(1)) changex(gpa min max)          /*Generate First Differences for Price */

simqi, fd(prval(1)) changex(tuce min max)         /*Generate First Differences for Price */

simqi, fd(prval(1)) changex(psi min max)           /*Generate First Differences for Price */

use "AldrichNelson.dta", clear

summarize

/* Following is an example of using Clarify to estimate a logit, calculate logit probabilities, and calculate first differences */

estsimp logit grade gpa psi tuce             /*Estimate a logitt */

setx mean                                                         /*Set variables at their means */

simqi, listx                                                         /*Report probabilities at variable means */

setx (gpa tuce) mean psi 0                                 /*Set gpa and tuce to mean, set psi to 0 */

simqi, listx                                                         /*Report probabiliies at these values */

setx (gpa tuce) mean psi 1                                 /*Set gpa and tuce to mean, set psi to 1 */

simqi, listx                                                         /*Report probabiliies at these values */

simqi, fd(prval(1)) changex(gpa min max)          /*Generate First Differences for Price */

simqi, fd(prval(1)) changex(tuce min max)         /*Generate First Differences for Price */

simqi, fd(prval(1)) changex(psi min max)           /*Generate First Differences for Price */