Using Win XP, current R and Zelig. I am new to R and Zelig. The ability to program Zelig/R is valuable....not available in EasyReg In order to familiarize myself with the programs I ran the ordered probit model in Zelig then in EasyReg using the same dataset. Here are output details for my R session: Call: zelig(formula = as.factor(Grade_1_8) ~ X1 + X2 + X3 + X4, model = "oprobit", data = myFile) Coefficients: Value Std. Error t value X1 -0.054702 0.018865 -2.900 X2 0.005183 0.001054 4.919 X3 0.085056 0.016026 5.307 X4 -0.088101 0.014033 -6.278 Intercepts: Value Std. Error t value 1|2 -4.857 1.006 -4.830 2|3 -4.383 1.003 -4.370 3|4 -4.055 1.002 -4.048 4|5 -3.775 1.001 -3.770 5|6 -3.519 1.001 -3.516 6|7 -3.093 1.000 -3.093 7|8 -2.516 1.000 -2.517 Residual Deviance: 3843.73 AIC: 3865.73 ################################################ Here are output details for the same data run in EasyReg. EasyReg International [April 2, 2006] Session date: Friday July 14, 2006 Session time: 07:48:11 ---------------------------------------------- Ordered Probit model: Dependent variable: Y = Grade_1_8 Characteristics: Grade_1_8 First observation = 1 Last observation = 1009 Number of usable observations: 1009 Minimum value: 1.0000000E+000 Maximum value: 8.0000000E+000 Sample mean: 5.2893954E+000 This variable is integer valued. A discrete dependent variable model is suitable. X variables: X(1) = X1 X(2) = X2 X(3) = X3 X(4) = X4 X(5) = 1 Model: P(Y-1=0|x) = F(-b'x) P(Y-1=1|x) = F(-b'x+exp(b(6)))- F(-b'x) For j=2,..,m-1, P(Y-1=j|x) = F(-b'x+exp(b(6))+..+exp(b(5+j))) - F(-b'x+exp(b(6))+..+exp(b(4+j))) and P(Y-1=m|x) = 1 - F(-b'x+exp(b(6))+..+exp(b(4+m))) where m =7, b'x = b(1)x(1)+..+b(5)x(5), and F(u) = c.d.f. of N(0,1) distribution. Newton iteration succesfully completed after 30 iterations Last absolute parameter change = 0.0001 Last percentage change of the likelihood = -0.0459 Maximum likelihood estimation results: Variable Par. ML estimate t-value [p-value] x(1)=X1 b(1) -0.0547016 -2.87 [0.00407] x(2)=X2 b(2) 0.0051827 4.75 [0.00000] x(3)=X3 b(3) 0.0850551 5.29 [0.00000] x(4)=X4 b(4) -0.0881011 -6.25 [0.00000] x(5)=1 b(5) 4.8565051 4.74 [0.00000] b(6) -0.7482279 -7.65 [0.00000] b(7) -1.1145713 -10.92 [0.00000] b(8) -1.2712482 -12.77 [0.00000] b(9) -1.3635656 -13.48 [0.00000] b(10) -0.8530407 -11.26 [0.00000] b(11) -0.5500365 -8.14 [0.00000] [The two-sided p-values are based on the normal approximation] Log likelihood: -1.05015155949E+003 Sample size (n): 1009 Information criteria: Akaike: 2.103373 Hannan-Quinn: 2.123736 Schwarz: 2.156974 In the main the independent coefficients and t-values were quite close in value except that the intercepts are dissimilar...not unexpected as the contrasts are defined differently, as differences. As shown above, EasyReg provides expressions for the probabilities for the various levels viz P(Y-1=0|x) = F(-b'x) P(Y-1=1|x) = F(-b'x+exp(b(6)))- F(-b'x) For j=2,..,m-1, P(Y-1=j|x) = F(-b'x+exp(b(6))+..+exp(b(5+j))) - F(-b'x+exp(b(6))+..+exp(b(4+j))) and P(Y-1=m|x) = 1 - F(-b'x+exp(b(6))+..+exp(b(4+m))) where m =7, b'x = b(1)x(1)+..+b(5)x(5), and F(u) = c.d.f. of N(0,1) distribution. This is useful for me as I enter these equations into an Excel spreadsheet, useful to test holdout samples and for teaching purposes for example. My question: in the Zelig documentation does there exist equivalent equations to calculate probabilities of the different levels? Any advice appreciated!....Cheers, Peter. -- _______________________________________________ Search for businesses by name, location, or phone number. -Lycos Yellow Pages http://r.lycos.com/r/yp_emailfooter/http://yellowpages.lycos.com/default.as… - Zelig Mailing List, served by Harvard-MIT Data Center Send messages: zelig(a)lists.gking.harvard.edu [un]subscribe Options: http://lists.gking.harvard.edu/?info=zelig Zelig program information: http://gking.harvard.edu/zelig/