probit_break function

probit break specification model with probit link

All specification models can be used as parameter in estimate.functional. Specification models are used to denote the quantile or expectile level (depending on the identification function). The probit break specification model depends has a break at zero and a constant level above and below. It applies the probit link function.

probit_break(stateVariable, theta, ...)

Arguments

• stateVariable: state variable
• theta: parameter
• ...: ...

Returns

numeric level

Examples

# plot break probit specification model with constant quantile/expectile level
plot(function(x) probit_break(x,theta=c(0,0)), xlim=c(-1,1))

# plot linear break specification model with state-dependent quantile/expectile level
plot(function(x) probit_break(x,theta=c(0,5)), xlim=c(-1,1))

See Also

Other specification models: constant, logistic_linear, probit_linear, probit_spline2, probit_spline3