Re: [R] Probit predictions outside (0,1) interval

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From: Anon. (bob.ohara@helsinki.fi)
Date: Fri 05 Mar 2004 - 19:42:05 EST


Message-id: <40483D5D.20206@helsinki.fi>

Arnab mukherji wrote:
> Hi!
>
> I was trying to implement a probit model on a dichotomous outcome variable and found that the predictions were outside the (0,1) interval that one should get. I later tried it with some simulated data with a similar result.
>
> Here is a toy program I wrote and I cant figure why I should be getting such odd predictions.
>
Let me be the first to write "read the help file".

There are several scales th at you can predict on in a GLM. The
relevant part of the help file is this:

  type: the type of prediction required. The default is on the scale
           of the linear predictors; the alternative `"response"' is on
           the scale of the response variable. Thus for a default
           binomial model the default predictions are of log-odds
           (probabilities on logit scale) and `type = "response"' gives
           the predicted probabilities.

Your predictions are on the probit scale.

Bob

-- 
Bob O'Hara

Dept. of Mathematics and Statistics P.O. Box 4 (Yliopistonkatu 5) FIN-00014 University of Helsinki Finland Telephone: +358-9-191 23743 Mobile: +358 50 599 0540 Fax: +358-9-191 22 779 WWW: http://www.RNI.Helsinki.FI/~boh/ Journal of Negative Results - EEB: http://www.jnr-eeb.org

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