Displaying 20 results from an estimated 4000 matches similar to: "Probit function"
2006 Jan 11
1
Log-likelihood for Multinominal Probit Regression Model
I use mnp to run a multinominal probit regression model, but the summary
doesn't contain the model statistics, such as the log-likelihood and degree
of freedom, for the assessment of the goodness-of-fit of the fitted model.
Is there any way that I can generate these statistics for the fitted model
in R?
Many thanks in advance!
SC
2004 Dec 03
3
multinomial probit
Hello All,
I'm trying to run a multinomial probit on a dataset with 28 data
points and five levels (0,1,2,3,4) in the latent choice involving
response variable.
I downloaded the latest mnp package to run the regression. It starts
the calculation and then crashes the rpogram. I wish I could give the
error message but it literally shuts down R without a warning.
I'm using the R
2012 May 05
3
Panel MNP
Hi All,
Can the MNP package available in R be used to analyze panel data as well?
*i.e., *if there are 3 observed discrete choices for three time periods for
the same individual , can i estimate a panel multinomial probit model which
allows correlated errors across time periods and individual heterogeneity
(random coefficients) using the MNP package?
In the case that it doesn't work, is
2005 Jul 13
1
problems with MNP
Hi all,
Does anybody have a hint on what may be going wrong in this R code? I
mimic the sample code from the MNP developers but I seem unable to get the
choice specific variables right.
Thanks,
Joan Serra
> rm(list=ls())
> library(foreign)
> small<-read.spss("small.sav")
Warning message:
small.sav: Unrecognized record type 7, subtype 13 encountered in system
file.
>
2009 Aug 25
1
Clogit or LRM?
Hello
I believe that I'm getting very close in my modeling application.
I've come across a challenge that I am unable to solve and would really
appreciate the group's opinion.
I've been using the val.prob function from the Design library (Thanks
Frank!!) to both evaluate and visualize my model.
From the scores and graph, it appears as my model is very accurate in
2009 May 08
2
Probit cluster-robust standard errors
If I wanted to fit a logit model and account for clustering of observations, I would do something like:
library(Design)
f <- lrm(Y1 ~ X1 + X2, x=TRUE, y=TRUE, data=d)
g <- robcov(f, d$st.year)
What would I do if I wanted to do the same thing with a probit model?
?robcov says the input model must come from the Design package, but the Design package appears not to do probit?
Thanks very
2005 Apr 03
1
wrong signs using MNP.
Hi,
I recently found the MNP package. Out of curiosity, I tried to reproduce
results from Greene (Econometric Analysis, fourth edition) on page 874.
The signs of the estimates are all opposite those of Greene's table. Might
anyone be able to tell me what I am doing wrong?
I have attached the function call, the coefficients, and a few rows of the
data. The dataset has 210 observations.
2010 Oct 31
1
Questions about Probit Analysis
Dear All,
I have some questions about probit regressions.
I saw a nice introduction at
http://bit.ly/bU9xL5
and I mainly have two questions.
(1) The first is almost about data manipulation. Consider the following
snippet
##################################################
mydata <- read.csv(url("http://www.ats.ucla.edu/stat/r/dae/binary.csv"))
names(mydata) <-
2005 Nov 21
2
Multinomial Nested Logit package in R?
Dear R-Help,
I'm hoping to find a Multinomial Nested Logit package in R. It would
be great to find something analogous to "PROC MDC" in SAS:
> The MDC (Multinomial Discrete Choice) procedure analyzes models
> where the
> choice set consists of multiple alternatives. This procedure
> supports conditional logit,
> mixed logit, heteroscedastic extreme value,
2004 Nov 30
1
(no subject)
Hello,
I am trying to estimate a choice model with varying choice set for each
individual.
I would like to fit different kinds of model (logit ,nested logit,
probit...).
So far I have found that package *mnp* allows me to estimate a probit model
with varying choice set.
But for estimation of a logit model, I have only found function *multinom*
of package *nnet* which does not seem to allow for
2009 Aug 22
1
Quick explanation of model output
Hi,
Been running the lrm model from the Design package. (Thanks Frank!)
There are some output columns that I don't quite understand.
What is "Wald Z" and then "P" which is 0 for all rows???
-----------------------------------------------
Coef S.E. Wald Z P
Intercept -2.797 0.0431 -64.90 0
val1 3.003 0.1347 22.30 0
val2 4.882 0.1632
2016 Apr 26
0
Predicting probabilities in ordinal probit analysis in R
Dear all,
I have two questions that are almost completely related to how to do things in R.
I am running an ordinal probit regression analysis in R. The dependent variable has three levels (0=no action; 1=warning; 2=sanction).
I use the lrm command in the rms package:
print( res1<- lrm(Y ~ x1+x2+x3+x4+x5+x6, y=TRUE, x=TRUE, data=mydata))
I simply couldn't make any sense of the
2007 Apr 18
2
[RFC, PATCH 17/24] i386 Vmi msr patch
Fairly straightforward code motion of MSR / TSC / PMC accessors
to the sub-arch level. Note that rdmsr/wrmsr_safe functions are
not moved; Linux relies on the fault behavior here in the event
that certain MSRs are not supported on hardware, and combining
this with a VMI wrapper is overly complicated. The instructions
are virtualizable with trap and emulate, not on critical code
paths, and only
2007 Apr 18
2
[RFC, PATCH 17/24] i386 Vmi msr patch
Fairly straightforward code motion of MSR / TSC / PMC accessors
to the sub-arch level. Note that rdmsr/wrmsr_safe functions are
not moved; Linux relies on the fault behavior here in the event
that certain MSRs are not supported on hardware, and combining
this with a VMI wrapper is overly complicated. The instructions
are virtualizable with trap and emulate, not on critical code
paths, and only
2012 Mar 06
1
Reshape question
I have a data frame in wide format. There are six variables that represent two factors in long format 3x2, Valence and Temperature:
> head(dpts)
File Subj Time Group PainNeg.hot PainNeg.warm SociNeg.hot SociNeg.warm Positiv.hot Positiv.warm Errors
1 WB101_1_1_dp.txt 101 1 MNP 30.700000 13.75000 16.319048 35.166667 30.18333 14.383333 1
2
2011 Mar 10
1
How to use conditional statement
Dear R helpers
Suppose
val1 = c(10, 20, 35, 80, 12)
val2 = c(3, 8, 11, 7)
I want to select either val1 or val2 depending on value of third quantity val3.
val3 assumes either of the values "Monthly" or "Yearly".
If val3 = "Monthly", then val = val1 and if val3 = "Yearly", then val = val2.
I tried the ifelse statement as
ifelse(val3 =
2004 Jun 12
2
ordered probit or logit / recursive regression
> I make a study in health econometrics and have a categorical
> dependent variable (take value 1-5). I would like to fit an ordered
> probit or ordered logit but i didn't find a command or package who
> make that. Does anyone know if it's exists ?
R is very fancy. You won't get mundane things like ordered probit off
the shelf. (I will be very happy if someone will show
2008 Jul 01
2
[LLVMdev] vmkit on x86_64
Hello,
I'm trying to compile vmkit on a x86_64 linux box with gcc-4.1.2, but
I'm running into troubles because of various problems with casts
between pointers and integers. Is there anybody who succeeded in this
task? Az I see, some of the problems can be fixed with an appropriate
typedef/macro declaration, but in VMCore/JavaObject.cpp some lowlevel
bitmanipulation is used, to mark
2008 Jul 01
0
[LLVMdev] vmkit on x86_64
Hi Zsombor,
Thanks for the patch! Unfortunately I can't apply it because the llvm
API has moved from BinaryOperator::create to BinaryOperator::Create. Are
you using svn head?
Now on the x86_64 part. There has been very little work on porting vmkit
on x86_64. If you're having compilation problems, I suppose it's in the
garbage collector directory (GCMmap2). If you could make the
2009 Sep 23
2
[LLVMdev] About porting llvm-gcc frontend.
I am porting llvm-gcc frontend. We have ported GCC4.2 for our target. So I move *.h *.md and *.c to llvm-gcc. I do not implement any LLVM MACRO, and use default action of llvm-gcc. I get a new llvm-gcc for our target. But I get a bug.
/******************************/
//#include <stdio.h>
union MYunion {
unsigned char uc ;
int ui;
} myunion;
void vfu1(union MYunion u) {
u.ui =