use https://www3.nd.edu/~rwilliam/statafiles/logist.dta, clear sum reg grade gpa tuce i.psi quietly predict yhat sort yhat list rvfplot reg grade gpa * APPENDIX (Optional): Goldberger’s WLS procedure use https://www3.nd.edu/~rwilliam/statafiles/logist, clear reg grade gpa psi tuce, cformat(%9.4f) sformat(%8.3f) est store lpm predict yhat recode yhat (min/.001 = .001) (.999 / max = .999) gen wgt = 1/(yhat * (1 - yhat)) * In Stata, use aweights reg grade gpa psi tuce [aweight=wgt], cformat(%9.4f) sformat(%8.3f) est store goldberger * esttab from SSC must be installed esttab lpm goldberger, mtitles(LPM Goldberger) nonumbers b(4) t(3) r2 ar2