Not real data. It was gererated randomly. The original codes are the following:
 
par(mfrow=c(2,1))
n <- 500

#########################
#DATA GENERATING PROCESS#
#########################
x1  <- rnorm(n,0,1)
x2  <- rchisq(n,df=3,ncp=0)-3
sigma <- 1
u1   <- rnorm(n,0,sigma)
ylatent1 <-x1+x2+u1
y1   <- (ylatent1 >=0)  # create the binary indicator
#######################
#THE Probit Estimation#
#######################
probit<-glm(y1~x1+x2-1, family=binomial(link=probit))
bp<-probit$coef[2]/probit$coef[1]
bp;
I also tried family=quasibinomial. There seems no error message. But the result is different from what I got from Gauss. For u1 belongs to another distribution (not normal), the difference is even larger. I used the same data for the comparison.
 
Thanks a lot!

Steve Sullivan <ssullivan@qedgroupllc.com> wrote:
Is this simulated or actual data?

STS

Steven Sullivan, Ph.D.
Senior Associate
The QED Group, LLC
1250 Eye St. NW, Suite 802
Washington, DC 20005
ssullivan@qedgroupllc.com
202.898.1910.x15 (v)
202.898.0887 (f)
202.421.8161 (m)


-----Original Message-----
From: L Z [mailto:cougar3721@yahoo.com] 
Sent: Wednesday, November 05, 2003 12:10 PM
To: r-help@stat.math.ethz.ch
Subject: [R] for help about R 

just want to ask the following
> > question:
> > > probit<-glm(y1~x1+x2-1,
> > family=binomial(link=probit))
> > Warning message:
> > fitted probabilities numerically 0 or 1 occurred
in:
> > glm.fit(x = X, y = Y,
> > weights = weights, start = start, etastart =
> > etastart,
> > why does that happen?




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