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
PROC PROBIT ORDER=DATA;
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!