I'm using outreg2 to export my probit results to excel.
Here's the command and output:
Code:
preserve keep if period>=0 & period<=3 dprobit d_earnout DA_pa abn_cfo disc_exp abn_prod_ta deal_size_w deal_size2_w merger acq_assets pre07 t_public roa_lag_w log_ta_w crossborder leverage_lag_w related2 mtb_lag_w, robust predict p1 outreg2 d_earnout period abn_cfo disc_exp abn_prod_ta deal_size_w deal_size2_w merger acq_assets pre07 t_public roa_lag_w log_ta_w crossborder leverage_lag_w related2 mtb_lag_w using probit.xls, drop(_I* d_earnout) margin addstat(Pseudo R-squared, e(r2_p), Actual Prob., e(pbar), Predicted Prob., e(p)) addtext(Year FE, No, Industry FE, No) stats(coef tstat) adec(4) bdec(4) tdec(2) coefastr append Probit regression, reporting marginal effects Number of obs = 8161 Wald chi2(16) = 352.57 Prob > chi2 = 0.0000 Log pseudolikelihood = -2941.1377 Pseudo R2 = 0.0639 ------------------------------------------------------------------------------ | Robust d_earn~t | dF/dx Std. Err. z P>|z| x-bar [ 95% C.I. ] ---------+-------------------------------------------------------------------- DA_pa | -1.17e-07 .0000137 -0.01 0.993 -5.67065 -.000027 .000027 abn_cfo | -.0001204 .0000425 -2.82 0.005 1.13782 -.000204 -.000037 disc_exp | -.0001872 .0001171 -1.60 0.111 2.01864 -.000417 .000042 abn_pr~a | .0001522 .0000617 2.46 0.014 3.67435 .000031 .000273 deal~e_w | -.1224253 .2401343 -0.51 0.610 .002953 -.59308 .348229 deal~2_w | -.0021387 .0011207 -1.89 0.058 1.58287 -.004335 .000058 merger*| .0604825 .0187714 3.37 0.001 .381326 .023691 .097274 acq_as~s*| .0354187 .0161831 2.16 0.031 .563044 .0037 .067137 pre07*| -.0576925 .0069305 -8.29 0.000 .451905 -.071276 -.044109 t_public*| -.114349 .0059784 -9.88 0.000 .114692 -.126067 -.102632 roa_la~w | .0087199 .005109 1.69 0.090 -.305627 -.001294 .018733 log_ta_w | -.0149636 .0016234 -9.17 0.000 12.7287 -.018145 -.011782 crossb~r*| -.0328448 .0076056 -4.00 0.000 .209411 -.047752 -.017938 leve~g_w | -.065199 .0154945 -4.12 0.000 .272224 -.095568 -.03483 related2*| .0072254 .0067743 1.06 0.288 .57493 -.006052 .020503 mtb_la~w | -.3315524 .3258843 -1.02 0.310 .002755 -.970274 .307169 ---------+-------------------------------------------------------------------- obs. P | .1292734 pred. P | .1060404 (at x-bar) ------------------------------------------------------------------------------ (*) dF/dx is for discrete change of dummy variable from 0 to 1 z and P>|z| correspond to the test of the underlying coefficient being
.1060404, in the excel table it appears as 0.0000.
I thank you in advance for any help you can give.
I thank you in advance for any help you can give.
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