Emily Blood posted on Friday, December 03, 2010 - 1:17 pm
I am getting the same value for the regression coefficient of a predictor if I fix the intercept/threshold term at 0 and when I don't when I fit a simple probit model to data I've generated (so I know the true values). This does not happen with a logit model. Is there a reason for this? I would think they should change. If I fit the same model with Splus I get different results. My model is: results for the "z" parameter are the same with this: y on z*0.3; [y$1@0]; and this: y on z*0.3; using THETA parameterization.