[R] Probit predictions outside (0,1) interval

[Anon.]

Arnab mukherji wrote:
> Hi!
> 
> I was trying to implement a probit model on a dichotomous outcome variable and found that the predictions were outside the (0,1) interval that one should get. I later tried it with some simulated data with a similar result. 
> 
> Here is a toy program I wrote and I cant figure why I should be getting such odd predictions.
> 
Let me be the first to write "read the help file".

There are several scales th at you can predict on in a GLM.  The 
relevant part of the help file is this:

  type: the type of prediction required.  The default is on the scale
           of the linear predictors; the alternative `"response"' is on
           the scale of the response variable.  Thus for a default
           binomial model the default predictions are of log-odds
           (probabilities on logit scale) and `type = "response"' gives
           the predicted probabilities.

Your predictions are on the probit scale.

Bob

-- 
Bob O'Hara

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