Chapter Contents |
Previous |
Next |
The PROBIT Procedure |
Distribution | Mean | Variance | ||
Normal | 0 | 1 | ||
Logistic | 0 | |||
extreme value or Gompertz |
When comparing parameter estimates using different distributions, you need to take into account the different scalings and, for the extreme value (or Gompertz) distribution, a possible shift in location. For example, if the fitted probabilities are in the neighborhood of 0.1 to 0.9, then the parameter estimates from the logistic model should be about larger than the estimates from the probit model.
Chapter Contents |
Previous |
Next |
Top |
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.