[R] factors in probit regression

[Daniel Malter]

You can get an estimate for the omitted baseline category by not estimating
the intercept. To do that, type "-1" on the right-hand side of the
regression statement. If that was your actual question, the simple question,
"How can I omit the baseline in a regression?," would have sufficed.
Moreover, it is perfectly possible to obtain the estimates for the omitted
category from the model you have showed. No offense, but this suggested that
it was unclear to you why there is no estimate for the Control group in the
first place and that it was possible to obtain the predictions you wanted
from the model you provided. Hence, the suggestion to pick up an
econometrics book seemed perfectly valid. 

David is true that your model might be predictively valid. However, the
residual deviance in your model would suggest that you should be able to
predict whether the dependent variable is 0 or 1 with an accuracy that
strongly approaches 100%. From my point of view, your predictive model would
effectively be falsified if you can find an observation for which your model
mispredicts the dependent variable. This is because the model you showed has
essentially no margin of error. One reason for this may be that you use 20
DFs when you have 150 observations.

As for criticizing you without knowing what you are doing. That is true,
partially because you have not provided details and partially because I
would have to wonder why you decided to provide the model you provided out
of all the 17 you estimated.

Finally, apologies to David for misquoting. However, I will venture to say
that the statement is valid in this case. There is no indication in Pablo's
original post whatsoever that he actually wants to predict from this model.
And from an inferential point of view, his model is flawed.

Best,
Daniel


garciap wrote:
> 
> Dear Daniel,
> 
> I was thinking on what's wrong with you, and what it is supposed you're
> trying to critisize without knowing my work or any other detail. For your
> knowledge, the model I've sent was just an example; I've fitted 17
> different models (no interactions, only one factor, etc) and of course
> this was not the best, it was another one with only two factors. I've
> noticed that there was something wrong with the model I've posted.
> Did your expect that I should post the results of 17 models?
> Further, if you run the analysis in some "commercial" statistical package,
> it is possible to change the design so there is no "baseline" and the
> effects can be tested.
> I don't need a economy book, I'm an ecologist.
> 
> Please, think before post anything like your mail.
> 
> Pablo
> 
> PS. David, many thanks for your help.
> 
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> 

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