Data Mining - Probit Regression (probability on binary problem)

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1 - About

probit model (probability + unit) is a type of regression where the dependent variable can only take two values.

As the Probit function is really similar to the logit function, the probit model is really similar to a the logistic regression (ie binary logistic regression)

3 - Function

The probit function is the inverse of

<math>\Phi(z)</math>

, the cumulative distribution function of the standard normal distribution, and is denoted as

<math>\Phi^{-1}(p)</math>

.

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4 - Documentation / Reference

data_mining/probit.txt · Last modified: 2015/07/19 21:36 by gerardnico