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PROBIT: A Probit Analysis Program for the DRES (Defence Research Establishment Suffield) Computer Facility,

J. G. McFee, Carlos Mendoza, Jerry D. Smith, Dan Rigby

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Abstract

This report describes an interactive computer program, PROBIT, which performs automated probit analysis. The code is written in the FORTRAN IV language using a modified iterative maximum likelihood algorithm and runs on the DRES Honeywell DPS-8/70 and VAX 11/780 computers. A series of tests were performed to compare PROBIT with other probit analysis programs. These include the old DRES PROBT (modified IBM PROBT) and programs contained in the commercial statistical packages S103 and SAS. PROBIT clearly outperformed DRES PROBT and performed as well as S103 and as well or slightly better than SAS. The input methods and output format of PROBIT can be modified whereas those of most commercial statistical packages cannot. Finally, PROBIT cost substantially less to develop than the purchase price of typical commercial statistical packages containing a good probit analysis program. (Author)

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What this paper is about

This report describes an interactive computer program, PROBIT, which performs automated probit analysis. The code is written in the FORTRAN IV language using a modified iterative maximum likelihood algorithm and runs on the DRES Honeywell DPS-8/70 and VAX 11/780 computers. A series of tests were performed to compare PROBIT with other probit analysis programs. These include the old DRES PROBT (modified IBM PROBT) and programs contained in the commercial statistical packages S103 and SAS. PROBIT clearly outperformed DRES PROBT and performed as well as S103 and as well or slightly better than SAS. The input methods and output format of PROBIT can be modified whereas those of most commercial statistical packages cannot. Finally, PROBIT cost substantially less to develop than the purchase price of typical commercial statistical packages containing a good probit analysis program. (Author)

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Available abstract

This report describes an interactive computer program, PROBIT, which performs automated probit analysis. The code is written in the FORTRAN IV language using a modified iterative maximum likelihood algorithm and runs on the DRES Honeywell DPS-8/70 and VAX 11/780 computers. A series of tests were performed to compare PROBIT with other probit analysis programs. These include the old DRES PROBT (modified IBM PROBT) and programs contained in the commercial statistical packages S103 and SAS. PROBIT clearly outperformed DRES PROBT and performed as well as S103 and as well or slightly better than SAS. The input methods and output format of PROBIT can be modified whereas those of most commercial statistical packages cannot. Finally, PROBIT cost substantially less to develop than the purchase price of typical commercial statistical packages containing a good probit analysis program. (Author)

Key concepts: Probit model, Probit, Multivariate probit model, Multinomial probit, Fortran, Ordered probit, IBM, Statistics

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