----------------------------------------------------------------------------------------------------------------------- name: log: C:\Users\stata10\Desktop\probit.log log type: text opened on: 1 Nov 2022, 16:18:37 . reg favwin spread Source | SS df MS Number of obs = 553 -------------+---------------------------------- F(1, 551) = 68.57 Model | 11.0636261 1 11.0636261 Prob > F = 0.0000 Residual | 88.9038241 551 .161349953 R-squared = 0.1107 -------------+---------------------------------- Adj R-squared = 0.1091 Total | 99.9674503 552 .181100453 Root MSE = .40168 ------------------------------------------------------------------------------ favwin | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- spread | .0193655 .0023386 8.28 0.000 .0147718 .0239593 _cons | .5769492 .0282345 20.43 0.000 .5214888 .6324097 ------------------------------------------------------------------------------ . test _cons=0.5 ( 1) _cons = .5 F( 1, 551) = 7.43 Prob > F = 0.0066 . reg favwin spread, rob Linear regression Number of obs = 553 F(1, 551) = 101.54 Prob > F = 0.0000 R-squared = 0.1107 Root MSE = .40168 ------------------------------------------------------------------------------ | Robust favwin | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- spread | .0193655 .0019218 10.08 0.000 .0155905 .0231405 _cons | .5769492 .0316568 18.23 0.000 .5147664 .6391321 ------------------------------------------------------------------------------ . test _cons=0.5 ( 1) _cons = .5 F( 1, 551) = 5.91 Prob > F = 0.0154 . test spread=0 ( 1) spread = 0 F( 1, 551) = 101.54 Prob > F = 0.0000 . display .5769492+.0193655*10 .7706042 . probit favwin spread Iteration 0: log likelihood = -302.74988 Iteration 1: log likelihood = -264.91454 Iteration 2: log likelihood = -263.56319 Iteration 3: log likelihood = -263.56219 Iteration 4: log likelihood = -263.56219 Probit regression Number of obs = 553 LR chi2(1) = 78.38 Prob > chi2 = 0.0000 Log likelihood = -263.56219 Pseudo R2 = 0.1294 ------------------------------------------------------------------------------ favwin | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- spread | .092463 .0121811 7.59 0.000 .0685885 .1163374 _cons | -.0105926 .1037469 -0.10 0.919 -.2139329 .1927476 ------------------------------------------------------------------------------ . predictnl pr1= normal(_b[_cons]+_b[spread]*10) variable pr1 already defined r(110); . sum pr1 Variable | Obs Mean Std. Dev. Min Max -------------+--------------------------------------------------------- pr1 | 553 .8196514 0 .8196514 .8196514 . predictnl pr2=normal( -.0105926+ .092463 *10) variable pr2 already defined r(110); . sum pr2 Variable | Obs Mean Std. Dev. Min Max -------------+--------------------------------------------------------- pr2 | 553 .8196514 0 .8196514 .8196514 . probit favwin spread fav25 und25 favhome Iteration 0: log likelihood = -302.74988 Iteration 1: log likelihood = -264.23393 Iteration 2: log likelihood = -262.64279 Iteration 3: log likelihood = -262.64177 Iteration 4: log likelihood = -262.64177 Probit regression Number of obs = 553 LR chi2(4) = 80.22 Prob > chi2 = 0.0000 Log likelihood = -262.64177 Pseudo R2 = 0.1325 ------------------------------------------------------------------------------ favwin | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- spread | .0878845 .0129491 6.79 0.000 .0625047 .1132642 fav25 | .003068 .15869 0.02 0.985 -.3079587 .3140946 und25 | -.2198082 .2505842 -0.88 0.380 -.7109443 .2713278 favhome | .1485753 .1370571 1.08 0.278 -.1200517 .4172024 _cons | -.0551801 .128763 -0.43 0.668 -.3075509 .1971907 ------------------------------------------------------------------------------ . estimates store A . probit favwin spread Iteration 0: log likelihood = -302.74988 Iteration 1: log likelihood = -264.91454 Iteration 2: log likelihood = -263.56319 Iteration 3: log likelihood = -263.56219 Iteration 4: log likelihood = -263.56219 Probit regression Number of obs = 553 LR chi2(1) = 78.38 Prob > chi2 = 0.0000 Log likelihood = -263.56219 Pseudo R2 = 0.1294 ------------------------------------------------------------------------------ favwin | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- spread | .092463 .0121811 7.59 0.000 .0685885 .1163374 _cons | -.0105926 .1037469 -0.10 0.919 -.2139329 .1927476 ------------------------------------------------------------------------------ . estimates store B . lrtest A B Likelihood-ratio test LR chi2(3) = 1.84 (Assumption: B nested in A) Prob > chi2 = 0.6061 . log close name: log: C:\Users\stata10\Desktop\probit.log log type: text closed on: 1 Nov 2022, 16:31:02 -----------------------------------------------------------------------------------------------------------------------