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2003 Nov 06
1
for help about R--probit
Not real data. It was gererated randomly. The original codes are the following: par(mfrow=c(2,1)) n <- 500 ######################### #DATA GENERATING PROCESS# ######################### x1 <- rnorm(n,0,1) x2 <- rchisq(n,df=3,ncp=0)-3 sigma <- 1 u1 <- rnorm(n,0,sigma) ylatent1 <-x1+x2+u1 y1 <- (ylatent1 >=0) # create the binary indicator ####################### #THE Probit Estimation# ####################### probit<-glm(y1~x1+x2-1, family=binomial(link=probit)) bp<-probit$coef[2]/probit$coef[1] bp; I also tried family=quasibinomial. There seems no error...