* Exercise 11.10 ETM * use "C:\data\STATA\participation.dta", clear use "H:\Documents and Settings\Lee\My Documents\Document\stata\participation.dta", clear * generate A2 gen A2 = A*A * Exercise 11.10 -- probit, logit (and OLS) reg lfp I A A2 E nu no F, vce(hc3) estimates store ols quietly logit lfp I A A2 E nu no F estimates store logit quietly probit lfp I A A2 E nu no F estimates store probit estimates table logit probit, b(%7.4f) t(%7.4f) estimates stats logit probit ols