Hi, I got a problem when I use the "as.factor" and "setx" command. Respondensts in the dataset I used come from 20 countries (coded as 1 to 20). I use as.factor to generate country dummies and run a probit regression like this: p.out <- zelig(y ~ x1 + x2 + as.factor(country), model="probit.survey", data=mydata, weights=~weight, x=TRUE). As a result, summary(p.out) returns coefficients of x1, x2, and 19 country dummies labeled as as.factor(country)2, as.factor(country)3......as.factor(country)20. When I use "setx" and "sim" commands to calculate first difference, I need to set values for these country dummies. Supposed that a typical case is from country 3, I therefore need to set the dummy of country 3 = 1, else 0. However, I have difficulty in setting these values. When I do x.low <- setx(p.out, x1=1, x2=0, country=c(rep(0,2),1,rep(0,17))), x.high <- setx(p.out, x1=1, x2=1, country=c(rep(0,2),1,rep(0,17))), they are fine. But fd <- sim(p.out, x=x.low, x1=x.high) returns "Error in coef %*% t(x) : non-conformable arguments" I have tried different ways to set values for these country dummies. The only way that sim command works is to do x.low <- setx(p.out, x1=1, x2=0, country=c(seq(1,20))), x.low <- setx(p.out, x1=1, x2=1, country=c(seq(1,20))), and then do fd <- sim(p.out, x=x.low, x1=x.high). This setting doesn't make sense, but it can make "sim" run. However, When I run summary(fd), I found that all country dummies are set at 0.05. How do I set values for these country dummies? Thank you very much Jun-deh Wu Ph.D candidate University of North Texas