Logistic regression is generally preferred over the probit model because of the wider variety of fit statistics. Also, exponentiated logit coefficients can be interpreted as odds ratios---which is not the case with probit coefficients. However, if you're dealing with bioassays, then the probit model might be preferred. Finally, you can run both the logistic and probit models. If the deviance of the probit model is significantly lower than that of the logistic model, the probit is preferred.
Scott Millis
--- On Mon, 5/24/10, Sun, Yan (IFPRI) <Y.SUN@CGIAR.ORG> wrote:
> From: Sun, Yan (IFPRI) <Y.SUN@CGIAR.ORG>
> Subject: st: probit vs. logit
> To: statalist@hsphsun2.harvard.edu
> Date: Monday, May 24, 2010, 4:44 PM
> Dear Statalist,
>
> I have a binary dependent variable and would like to run
> Probit. But how
> to formally test if my estimation model is Probit or Logit?
> Does Stata
> has some command to test the distribution is normal or
> logistic? Thanks.
>
>
> Thanks.
>
> Yan Sun
> IFPRI
>
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