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RE: st: probit

From   "Nick Cox" <>
To   <>
Subject   RE: st: probit
Date   Fri, 18 Jun 2004 11:36:20 +0100

Having 0s and 1s is not absolutely a barrier 
to using logit links, so as you use -glm-. 
There is some discussion of this in the 
StataCorp FAQ referenced by others. 


David Greenberg
> You should not use probit (or logit). Treat your dependent 
> variable as continuous, ranging between 0 and 1. To linearize 
> the equation, create a new variable, ln[PIT/(1-PIT)] and 
> treat that as a dependent variable. This will work as long as 
> you don't have values in which PIT is 0 or 1. If you do, you 
> may need to use a different transformation. 

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