[R] npindex: fitted values of the function itself?
kristin.goebel at wiso.uni-hamburg.de
Mon Jul 23 10:19:59 CEST 2012
I realized my mistake!
For those who are interested: what I predicted was in fact G*(X'b*): A
single-index model assumes a linear index function for which I obtain the
estimated coefficients b*. The predicted probabilities are then G*(X'b*).
Indeed, this is equivalent to the probit case, where I only need
"G_hat=pnorm(x_fit) " if x_fit is the linear prediction.
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