ProbitSimulate {daarem}

Simulate Data from a Probit Regression Model

Description

Function to simulate data from a Probit regression model. User provides a design matrix and a vector of regression coefficients. Output is a vector of 0/1 responses.

Usage

ProbitSimulate(beta.vec, X)

Arguments

beta.vec

A vector of length p containing the true regression coefficients of the Probit regression model to be simulated from.

X

An n x p design matrix for the Probit regression model to be simulated from.

Value

A vector of length n containing binary outcomes (i.e., 0 or 1).

Author(s)

Nicholas Henderson

See Also

ProbitUpdate, ProbitLogLik

Examples

n <- 200
npars <- 5
true.beta <- .5*rt(npars, df=2) + 2
XX <- matrix(rnorm(n*npars), nrow=n, ncol=npars)
yy <- ProbitSimulate(true.beta, XX)