This document provides an outline for tutorials on using STATA software to conduct probit and logit analysis. It describes datasets used in examples from an econometrics textbook. The tutorials cover opening datasets, running probit and logit models, and conducting a challenge analysis estimating the impact of race on denial rates using a probit model. The website listed provides step-by-step guides and downloads for additional STATA tutorials.

1. STATA: Data Analysis Software
STATA
Probit Analysis
www.STATA.org.uk
Step-by Step Screenshot Guides
to help you use STATA
Not affiliated with Stata Corp.

2. Datasets Used in Tutorial
– Datasets in these tutorials are based on examples in:
Stock and Watson (2006)
“Introduction to Econometrics”
– You can obtain all of the datasets used in these tutorials
by downloading a STATA command file from
http://www.stata.org.uk/download-examples.html

3. Outline
– Statistical Analysis
• Probit and Logit
– Open Dataset
– Probit
– Logit
– Challenge

8. Outline
– Statistical Analysis
• Probit and Logit
– Open Dataset
– Probit
– Logit
– Challenge

15. Outline
– Statistical Analysis
• Probit and Logit
– Open Dataset
– Probit
– Logit
– Challenge

22. Outline
– Statistical Analysis
• Probit and Logit
– Open Dataset
– Probit
– Logit
– Challenge

23. Probit Model: Challenge
Challenge
– Estimate impact of being black on denial rate
Method
– Use current data
– Re-estimate the Probit including variable „black‟

30. www.STATA.org.uk
– If you visit www.STATA.org.uk you can download
tutorials on these other topics:
Data Management Statistical Analysis
Importing Data Summary Statistics
Graphs Linear Regressions
Presenting Output Panel Regressions
Merge or Drop Data Time Series Analysis
Instrumental Variables
Probit Analysis