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Probit Logit Analysis

Probit and Logit models are statistical regression techniques used for binary dependent variables to predict outcomes based on independent variables. The Logit model utilizes the logistic function, while the Probit model employs the cumulative standard normal distribution. Key assumptions include binary outcomes, independence of observations, and sufficient sample size, with diagnostic tests available to assess model performance.

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0% found this document useful (0 votes)
54 views3 pages

Probit Logit Analysis

Probit and Logit models are statistical regression techniques used for binary dependent variables to predict outcomes based on independent variables. The Logit model utilizes the logistic function, while the Probit model employs the cumulative standard normal distribution. Key assumptions include binary outcomes, independence of observations, and sufficient sample size, with diagnostic tests available to assess model performance.

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silaomosh05
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PROBIT AND LOGIT REGRESSION

ANALYSIS
Definition
What are Probit and Logit Models?

Probit and Logit are statistical regression models used when the dependent variable is
binary, meaning it has only two categories (e.g., pass/fail, yes/no, buy/don’t buy).

- Logit Model: Uses the logistic (sigmoid) function to model the probability of an event. It is
widely used and relatively easier to interpret.
Logit(p) = ln(p / (1 - p)) = β₀ + β₁X

- Probit Model: Uses the cumulative standard normal distribution to estimate probabilities.
Often applied when the underlying latent variable is assumed to follow a normal
distribution.

When to Use Probit or Logit Models


Use either model when:
- The outcome (dependent variable) is binary (e.g., 1 = Pass, 0 = Fail).
- The goal is to predict the probability of the outcome based on one or more independent
variables.
Examples:
- Will a customer buy a product (Yes/No) based on their income?
- Will a patient recover (Yes/No) based on treatment type?

Assumptions and How to Assess Them


Assumption Description Assessment Method

Binary Outcome The dependent variable Inspect coding of dependent


should be coded as 0 or 1 variable

Independence of Each observation must be Ensure data is not repeated


Observations independent or clustered

Linearity in the Logit/Probit Predictors should be Box-Tidwell Test or


linearly related to the log- examine plots of residuals
odds
No Multicollinearity Predictors should not be Check Variance Inflation
highly correlated Factor (VIF)

Sufficient Sample Size Enough data is required for Rule: ≥10 events per
reliable estimation predictor

Hypothetical Data and Probit/Logit Analysis


Hypothetical Dataset:

ID Group (1 = Score PASS (1 = Score ≥ 7,


Morning) else 0)

1 1 8 1

2 1 7 1

3 1 9 1

4 1 8 1

5 1 10 1

6 0 5 0

7 0 6 0

8 0 4 0

9 0 6 0

10 0 5 0

Logistic Regression Step-by-Step


Model:
- Dependent Variable: PASS
- Independent Variable: Group (1 = Morning, 0 = Night)

Step 1: Logistic Regression Equation


Logit(p) = ln(p / (1 - p)) = β₀ + β₁ × Group

Step 2: SPSS Output (Hypothetical):

Variable B (Coefficient) Wald p-value Exp(B) (Odds Ratio)

Group +8.0 0.001 2980


APA Interpretation of the Results
A binary logistic regression was conducted to assess whether study time (morning vs.
night) predicted test success (PASS). The logistic model was statistically significant, χ²(1) =
[insert if needed], p = .001. Students in the morning group were significantly more likely to
pass (Exp(B) = 2980), indicating a strong relationship between study timing and
performance.

Post Hoc Test Analysis


Although post hoc tests are generally not used in logistic regression, model diagnostics help
assess the model's performance:

Diagnostic Test Result Interpretation

Pseudo R² (McFadden’s) 0.75 75% of variance in PASS


explained by the model

Classification Table 100% accuracy Perfect classification in this


hypothetical case

ROC Curve (AUC) AUC = 1.0 Model perfectly


distinguishes between PASS
and FAIL

Hosmer-Lemeshow Test p > 0.05 Model fits the data well

Confusion Matrix:

Actual PASS (1) Actual FAIL (0)

Predicted PASS 5 0

Predicted FAIL 0 5

THANK YOU

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