probit_linear function

linear 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 linear probit specification model depends linear on the state variable with a probit link function.

probit_linear(stateVariable, theta, ...)

Arguments

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

Returns

numeric level

Examples

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

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

See Also

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