[R] Inverse of Probit

David Winsemius dwinsemius at comcast.net
Tue Nov 19 20:36:13 CET 2013


On Nov 19, 2013, at 10:59 AM, Calum wrote:

> Hi there,
> I hope someone can help me.
> 
> I have a dataset of Concentration against Mortality, and I am trying to
> compare the use of Logit and Probit models using this data.
> 
> The issue I am having is trying to back transform the data from the probit
> model, to plot it in normal space instead of log space.
> I know this can be done with a logit model using the code below, where
> ilogit is a function for the inverse logit:
> 
> NEWCONC <- seq(0,0.6, length=25)
> NEWMORT <- predict(LOGIT, Conc=NEWCONC, se=TRUE)
> 
> plot(data=DATA, Prop~Conc)
> lines(NEWCONC, ilogit(NEWMORT$fit))
> 
> However, I can't seem to find a function equivalent to ilogit for a probit
> model, that I could use in this code:
> 
> NEWCONC <- seq(0,0.6, length=25)
> NEWMORT <- predict(PROBIT, Conc=NEWCONC, se=TRUE)

You should be looking at ?predict and paying particular attention to the 'type' argument. I think you want: type='response'


> 
> plot(data=DATA, Prop~Conc)
> lines(NEWCONC,###INVERSE PROBIT### (NEWMORT$fit))
> 
> 
> Any advice on this issue would be appreciated,
> Thanks,
> Calum
> 
> 
> 
> --
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> 
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David Winsemius
Alameda, CA, USA



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