Dear list, I realized my mistake!
For those who are interested: what I predicted was in fact G*(X'b*): A single-index model assumes a linear index function for which I obtain the estimated coefficients b*. The predicted probabilities are then G*(X'b*). Indeed, this is equivalent to the probit case, where I only need "G_hat=pnorm(x_fit) " if x_fit is the linear prediction. Best, Kristin -- View this message in context: http://r.789695.n4.nabble.com/npindex-fitted-values-of-the-function-itself-tp4637070p4637408.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
