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  • difference between predcit and predict, xb

    Hi, i know that predict yh, xb gives you a linear prediction using X'b. But how does the command predict by itself (without ,xb) does?

    Im thinking about a probit/logit model.

    thank you.


    Last edited by Allan Andreotti; 31 May 2020, 09:23.

  • #2
    The way to learn about how -predict- works after various models is to examine -help- for the command in question, then look for -postestimation-, a category of command documentation that includes -predict-. If you type -help logit-, then find "postestimation," you will see an entry for -predict-. The first few lines of the documentation of the options on -predict- say:

    "predict creates a new variable containing predictions such as probabilities, linear predictions, standard errors, influence statistics, deviance residuals, leverages, sequential numbers, Pearson residuals, and equation-level scores.

    Options for predict
    +Main+----------------------------------------------------------------------------------------------------------------------------------------------------

    pr, the default, calculates the probability of a positive outcome.
    xb calculates the linear prediction.
    ....."

    Here "default" indicates what the command will do if you don't supply an option, as in your question.

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