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probit-models.mddocs/

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# Probit Models

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Spatial probit regression for binary choice models with spatial dependence, supporting various spatial structures and diagnostic tests.

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## Capabilities

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### Spatial Probit Model

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```python { .api }

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class Probit:

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def __init__(self, y, x, w=None, optim='newton', scalem='phimean', maxiter=100,

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vm=False, name_y=None, name_x=None, name_w=None, name_ds=None,

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latex=False, hard_bound=False):

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"""

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Spatial probit regression for binary dependent variables.

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Parameters:

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- y (array): nx1 binary dependent variable (0/1)

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- x (array): nxk independent variables

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- w (sparse matrix, optional): Spatial weights for spatial probit

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- optim (str): Optimization method ('newton' or 'bfgs')

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- scalem (str): Scale method ('phimean' or 'xmean')

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- maxiter (int): Maximum iterations for optimization

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- vm (bool): Include variance-covariance matrix

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- hard_bound (bool): Enforce spatial parameter bounds

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Attributes:

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- betas (array): Estimated coefficients

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- rho (float): Spatial dependence parameter (if spatial)

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- logl (float): Log-likelihood value

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- predy (array): Predicted probabilities

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- summary (str): Formatted results

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"""

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```

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## Usage Examples

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### Basic Probit Model

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```python

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import numpy as np

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import spreg

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# Binary dependent variable

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n = 100

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x = np.random.randn(n, 2)

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linear_combo = 1 + x[:, 0] + 2 * x[:, 1] + np.random.randn(n)

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y = (linear_combo > 0).astype(int).reshape(-1, 1)

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# Probit estimation

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probit_model = spreg.Probit(y, x, name_y='choice', name_x=['x1', 'x2'])

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print(probit_model.summary)

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```