[R] Probit function

[Achim Zeileis]

On Mon, 31 Aug 2009, Noah Silverman wrote:

> Hello,
>
> I want to start testing using the MNP probit function in stead of the lrm 
> function in my current experiment.
>
> I have one dependant label and two independent varaibles.
>
> The lrm is simple
>
> model <- lrm(label ~ val1 + val2)
>
> I tried the same thing with the mnp function and got an error that I don't 
> understand
>
> model <- mnp(label ~ val1 + val2)
>
> I get back an immediate error that tells me, "The number of alternatives 
> should be at least 3"
>
> Since I have a binary training label, this looks like a problem. 
> (Additionally, I thought that a probit was a appropriate tool for building 
> binary models.)
>
> Any advice?

*Multi*nomial probit typically conveys more than 2 choices while 
*bi*nomial probit conveys exactly 2 choices. One could argue that the 
latter should be a special case of the former but the more general case 
has much more computational challenges.

The =2 vs >2 information might have been inferred from the title of the 
package already but if you wanted to take extreme actions you could read 
the mnp() manual page or oven the references it points you to: The 
software is discussed in the Journal of Statistical Software 
(http://www.jstatsoft.org/v14/i03/) and the theory is described in an 
article in the Journal of Econometrics (124, 311-334).

Z

> Thanks!
>
> -N
>
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