Linear probability model: Difference between revisions

Content deleted Content added
Borisba (talk | contribs)
Latent-variable formulation: : Added another example of error term of the latent variable distribution
Borisba (talk | contribs)
Latent-variable formulation: Corrected an error ("logit" instead of "log")
Line 37:
:<math>\beta_0 = \frac {b_0+a}{2a},\;\; \beta=\frac{\mathbf b}{2a}.</math>
 
This method is a general device to obtain a conditional probability model of a binary variable: if we assume that the distribution of the error term is Logistic, we obtain the [[logit model]], while if we assume that it is the Normal, we obtain the [[probit model]] and, if we assume that it is the logarithm of a Weibull distrubution, the [[Generalized linear model|complementary log-logitlog model]].
 
== See also ==