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The LOGISTIC Procedure |
Traditionally, the probit function contains the additive constant 5, but throughout PROC LOGISTIC, the terms probit and normit are used interchangeably.
The variances of these three corresponding distributions are not the same. Their respective means and variances are
Distribution | Mean | Variance |
Normal | 0 | 1 |
Logistic | 0 | |
Extreme-value |
where is the Euler constant. In comparing parameter estimates using different link functions, you need to take into account the different scalings of the corresponding distributions and, for the complementary log-log function, 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 using the logit link function should be about larger than the estimates from the probit link function.
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