[R] linear probability model
Achim.Zeileis at uibk.ac.at
Wed Sep 14 20:00:56 CEST 2011
On Wed, 14 Sep 2011, Adam Copella wrote:
> Dear All,
> Is there any function in R for fitting linear probability model, as my
> response variable is a uniformly distributed.
If it is really uniformly distributed, I think there is not much to
model... And in the textbooks I know that discuss the linear probability
model (mostly econometrics books), this typically refers to running OLS on
a 0/1 response variable. This can be done with lm() but is typically
inappropriate and using a binomial glm() is a better solution (as
previously pointed out).
However, from your description it seems that your response takes values in
the open unit interval and that you want to model its distributional
properties. Then beta regression may be an option. See package "betareg"
and the accompanying paper http://www.jstatsoft.org/v34/i02/.
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