Data Mining - Probit Regression (probability on binary problem)


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)


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> .

Documentation / Reference

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