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Re: st: glm with bin family and link probit VS. probit


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: glm with bin family and link probit VS. probit
Date   Sat, 19 Jun 2010 05:29:52 -0700 (PDT)

--- On Sat, 19/6/10, sun samn wrote:
>    as we all know that if y is binary, this two commands
> get the same results:
> 
> glm y x, fam(bin) link(probit)
> 
> probit y x
> 
> How about for other types of y? 
> 
> For my question,  y is fractional response, i.e, y has
> values between 0 and 1, those two command get two different
> results.

What happens is that -probit- only handles binary variables,
in particular, it only sees 0 versus non-zero, while -glm- 
will leave your dependent variable as is. Notice that for 
a fractional dependent variable you will also have to specify
the -robust- option in order to get reasonable inference.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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