Data Mining - Probit Regression (probability on binary problem)

> (Statistics|Probability|Machine Learning|Data Mining|Data and Knowledge Discovery|Pattern Recognition|Data Science|Data Analysis)

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>.

4 - Documentation / Reference