Probit

Grouping

γ0

γ1

γ0

γ1

Case 1

True

0.0

1.0

0.0

1.0

mean

−0.0006

0.9997

0.000

1.000

SD

0.0041

0.0016

0.005

0.009

Case 2

True

0.0

2.0

0.0

2.0

mean

−0.0003

2.0000

−2.0000

1.9997

SD

0.0053

0.0034

0.0034

0.0178

Case 3

True

0.0

4.0

0.0

4.0

mean

−0.0031

3.9968

0.0015

4.0011

SD

0.0078

0.0091

0.0080

0.0527