options crt nodate double nwidth=20,signif=15;
name greenelp 'Greene textbook - Logit and Probit coefs, SEs, LogL';
?
? Data set:  originally from Spector and Mazzeo, "Probit Analysis and
?    Economic Education, Journal of Economic Education, 1980
? reprinted in: William H. Greene, Econometric Analysis, 2nd ed.,
?    Prentice-Hall, 1993, Table 21.1, p.639
?    or 3rd ed., 1997, Table 19.1, p.877
? Results: 2nd ed., Table 21.3, p.646 or 3rd ed., Table 19.3, p.886
?
load;
?                  Logit                          Probit
?         Greene          TSP              Greene           TSP
?    C   -13.021   -13.02134685811567     -7.452    -7.452319646628036
?  (SE)   (4.931)   (4.931324213602831)   (2.542)   (2.542472321109856)
?  GPA     2.826     2.826112594889317     1.626     1.625810039234639
?         (1.263)   (1.262941075629114)    (.694)    (.6938824883970758)
?  TUCE     .095      .0951576613179090     .052      .0517289454794903
?          (.142)    (.1415542056736927)   (.084)    (.0838902614191593)
?  PSI     2.379     2.378687655093350     1.426     1.426332341705942
?         (2.234)   (1.064564254497136)    (.595)    (.5950379022889147)
?  LogL  -12.890   -12.88963422213141    -12.819   -12.81880406888944
? (SEs from Hessian/analytic second derivatives; Greene 2nd ed.)
?  The SE for PSI in Green is clearly a misprint (it equals the
?  t-statistic); otherwise all the results agree to the digits printed
?  in Greene.  The extra digits (roughly 15) given here are just
?  for benchmarking; the last few digits may not be reproducible,
?  but the first 11 or so should be.
?
logit(tol=1e-11)  GRADE  C GPA TUCE PSI;
probit(tol=1e-11)  GRADE  C GPA TUCE PSI;
end;
noprint;
smpl 1 32;
load  OBS GPA TUCE PSI GRADE;
 1 2.66 20 0 0
 2 2.89 22 0 0
 3 3.28 24 0 0
 4 2.92 12 0 0
 5 4.00 21 0 1
 6 2.86 17 0 0
 7 2.76 17 0 0
 8 2.87 21 0 0
 9 3.03 25 0 0
10 3.92 29 0 1
11 2.63 20 0 0
12 3.32 23 0 0
13 3.57 23 0 0
14 3.26 25 0 1
15 3.53 26 0 0
16 2.74 19 0 0
17 2.75 25 0 0
18 2.83 19 0 0
19 3.12 23 1 0
20 3.16 25 1 1
21 2.06 22 1 0
22 3.62 28 1 1
23 2.89 14 1 0
24 3.51 26 1 0
25 3.54 24 1 1
26 2.83 27 1 1
27 3.39 17 1 1
28 2.67 24 1 0
29 3.65 21 1 1
30 4.00 23 1 1
31 3.10 21 1 0
32 2.39 19 1 1
;