Date:         Thu, 1 Apr 2010 12:40:15 -0400
Reply-To:     McSutlt Tim <sutltlast@YAHOO.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         McSutlt Tim <sutltlast@YAHOO.COM>
Subject:      SAS Probit Xbeta linear prediction

Hi guys, could anyone help me to solve the following problem.

I use the proc probit in sas and try to get the linear prediction with the
option XBETA

PROC PROBIT ORDER=DATA;
CLASS p;
MODEL p=a b c;
OUTPUT OUT=mypredict XBETA=pred_sas;

I use option XBETA to get the linear predictions
However, I find the predictions derived from SAS are quite different from
those derived from STATA.

PROBIT p a b c;
predict pred_stata, xb;

The coefficients on independent var. are the same, but pred_sas are quite
different from pred_stata.
Calculating manually, I felt that pred_stata are really the linear
prediction I want.

Could someone tell me why they're different?

Many thanks in advance!