The PROBIT Procedure

ESTIMATE Statement

  • ESTIMATE <'label'> estimate-specification <(divisor=n)><, …<'label'> estimate-specification <(divisor=n)>></ options>;

The ESTIMATE statement provides a mechanism for obtaining custom hypothesis tests. Estimates are formed as linear estimable functions of the form $\bL \bbeta $. You can perform hypothesis tests for the estimable functions, construct confidence limits, and obtain specific nonlinear transformations.

Table 81.10 summarizes the options available in the ESTIMATE statement.

Table 81.10: ESTIMATE Statement Options

Option

Description

Construction and Computation of Estimable Functions

DIVISOR=

Specifies a list of values to divide the coefficients

NOFILL

Suppresses the automatic fill-in of coefficients for higher-order effects

SINGULAR=

Tunes the estimability checking difference

Degrees of Freedom and p-values

ADJUST=

Determines the method for multiple comparison adjustment of estimates

ALPHA= $\alpha $

Determines the confidence level ($1-\alpha $)

LOWER

Performs one-sided, lower-tailed inference

STEPDOWN

Adjusts multiplicity-corrected p-values further in a step-down fashion

TESTVALUE=

Specifies values under the null hypothesis for tests

UPPER

Performs one-sided, upper-tailed inference

Statistical Output

CL

Constructs confidence limits

CORR

Displays the correlation matrix of estimates

COV

Displays the covariance matrix of estimates

E

Prints the $\mb{L}$ matrix

JOINT

Produces a joint F or chi-square test for the estimable functions

SEED=

Specifies the seed for computations that depend on random numbers


For details about the syntax of the ESTIMATE statement, see the section ESTIMATE Statement in Chapter 19: Shared Concepts and Topics.