On Jul 20, 2010, at 2:39 AM, Nita Umashankar wrote:
> Hello,
> I am getting some results from my Probit estimation in R that are in the
> opposite direction of what I hypothesized. In sas, the default is
> probability that y=0 (instead of 1) so one needs to type the word
> "descending" to get P(y=1). Is the same true for R? Is the default set to
> P(0)?
Why not just try it?
> y <- c(1,0,0)
> glm(y~1,binomial(probit))
Call: glm(formula = y ~ 1, family = binomial(probit))
Coefficients:
(Intercept)
-0.4307
Intercept is less than zero so it's probit(P(1))==qnorm(1/3).
(BTW, I don't think "what SAS does" is a well-defined concept. There are three
procedures that will do probit regression - fortunately PROC CATMOD will not...
- and they each have more than one way of specifying the response variable.)
> Thank you in advance.
>
> Nita Umashankar
>
> [[alternative HTML version deleted]]
>
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--
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd....@cbs.dk Priv: pda...@gmail.com
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