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Re: st: probit vs. logit


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: probit vs. logit
Date   Mon, 24 May 2010 23:36:46 -0700 (PDT)

--- On Mon, 24/5/10, SR Millis wrote:
> 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. 

A general preference for one or the other is to a large 
extend discipline dependent. For example, within economics 
the probit is the "default" method. I like interpreting
effects in terms of odds ratios as a way of identifying the
scale, which is unidentified in a probit model (it is 
identified by fixing the residual variance to one, which
has all kinds of nasty consequences when interpreting 
interaction terms). So, I tend to use the -logit-.

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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