In general, the $yhat accessor contains the predicted values of the dependent variable from the last model estimated. As Sven mentioned, for logit & probit these are estimated probabilities. 

Could you provide more context for the error you’re getting?

I hope the roc package is useful for you; just let me know if you have any questions about it.

Peter

I get this error

? FF = $yhat

The statistic you requested is not available

PG

Periklis Gogas
Associate Professor
of Economic Analysis and International Economics
Department of Economics, Democritus University of Thrace

Associate Editor - Journal of Economic Asymmetries 
Euro Area Business Cycle Network - Fellow
The Rimini Centre for Economic Analysis - Fellow
The Society for Economic Measurement - Member
Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow

On Sun, Apr 7, 2019 at 10:28 PM Periklis Gogas <perrygogas@gmail.com> wrote:

Thank you Sven,

What does the $yhat mean actually?

PG

Periklis Gogas
Associate Professor
of Economic Analysis and International Economics
Department of Economics, Democritus University of Thrace

Associate Editor - Journal of Economic Asymmetries 
Euro Area Business Cycle Network - Fellow
The Rimini Centre for Economic Analysis - Fellow
The Society for Economic Measurement - Member
Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow

On Sun, Apr 7, 2019 at 8:14 PM Sven Schreiber <svetosch@gmx.net> wrote:

Am 07.04.2019 um 17:17 schrieb Periklis Gogas:
> Thanks a lot! I will try that!

> On Sun, Apr 7, 2019 at 4:19 PM Allin Cottrell <cottrell@wfu.edu
> <mailto:cottrell@wfu.edu>> wrote:
>
>     On Sun, 7 Apr 2019, Periklis Gogas wrote:
>
>      > Hello all!
>      >
>      > Can we set the threshold to alternative values than 0.50 in Logit
>     models?
>      > If not, it would have been a nice addition if it is easy.
>      > One step (or many more complex) would be to produce results for
>     i.e. 10
>      > alternative levels and also the corresponding ROC curve.
>
>     Try Peter Summers' "roc" function package. If you're unfamiliar with
>     such packages see /Help/Packages.

Maybe this is redundant, but let me just add that the $yhat accessor
after logit contains the predicted probability, not a binary 0-1
outcome. So a user may map these probabilities to 0-1 with any threshold
she chooses.

(For example like: series y01 = ($yhat > 0.3))

cheers
sven

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