Using Clarify with Multinomial
Logit, Ordered Probit, and
Ordered Logit
/*This program illustrates use of Clarify with multinomial logit, ordered probit, and
ordered logit.*/
/*Multinomial
Logit */
use "c:\Documents and Settings\B. Dan Wood\My
Documents\My Teaching\Maximum Likelihood\Data\Letters.dta",
clear
summarize
/*
Following is an example of using Clarify to estimate a logit,
calculate logit probabilities, and calculate first
differences */
estsimp mlogit
letters gpa psi tuce, basecategory (0) /*Estimate a multinomial logit */
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 GPA Min to Max */
simqi, fd(prval(1)) changex(tuce min max) /*Generate
First Differences for TUCE Min to Max*/
simqi, fd(prval(1)) changex(psi min max) /*Generate
First Differences for PSI Min to Max*/
/*Ordered
Probit */
use "c:\Documents and Settings\B. Dan Wood\My
Documents\My Teaching\Maximum Likelihood\Data\Letters.dta",
clear
summarize
estsimp oprobit
letters gpa psi tuce /*Estimate an ordered 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 GPA Min to Max */
simqi, fd(prval(1)) changex(tuce min max) /*Generate
First Differences for TUCE Min to Max*/
simqi, fd(prval(1)) changex(psi min max) /*Generate
First Differences for PSI Min to Max*/
/*
Ordered Logit */
use "c:\Documents and Settings\B. Dan Wood\My
Documents\My Teaching\Maximum Likelihood\Data\Letters.dta",
clear
summarize
estsimp ologit
letters gpa psi tuce /*Estimate
an ordered 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 GPA Min to Max */
simqi, fd(prval(1)) changex(tuce min max) /*Generate
First Differences for TUCE Min to Max*/
simqi, fd(prval(1)) changex(psi min max) /*Generate
First Differences for PSI Min to Max*/