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st: logistic versus probit

Subject   st: logistic versus probit
Date   Fri, 17 Jun 2005 08:53:05 -0400

dated Tue, 14 June 2005 9:48:54-- 0700
message from
 Hyojoung Kim" <                                                >                                             

Hyojoung Kim asks in an earlier message  if there is a formal test for
determining which (logistic or probit) is more appropriate than another.
Wouldn't  comparing one or more of the  the AIC, BIC, and log-likelihood
values  after doing generalized linear modeling help at this ?  The two
commands would then presumably  be:

glm  y x, fam(bin) link(logit)


glm  y x, fam(bin) link(probit)

I had thought that this was a  more or less standard methodology  for
comparing models and  assessing which model specification might be
preferred.  Am I right in this.   Presumably,  it would also  be
advisable to regress predictions from the logit model against
predictions from the probit model and do a scatter plot to evaluate how
closely they agree.


David J. Miller, Chief
Chemistry & Exposure Branch
Health Effects Division
Office of Pesticide Programs

703-305-5352 (voice)
703 605-1289 (fax)


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