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  • Logit Function

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    Jaél García Luna
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    Logit function. Stochastic and systematic component. Linear aggregator.

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    Logit function

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    Logit function. Stochastic and systematic component. Linear aggregator.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    3 views1 page

    Logit Function

    Uploaded by

    Jaél García Luna
    Logit function. Stochastic and systematic component. Linear aggregator.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Model: Logit

    Stochastic component: Bernoulli


    𝑛
    𝑦
    ℒ(𝑦𝑖 |𝜙𝑖 ) = ∏ 𝜙𝑖 𝑖 (1 − 𝜙𝑖 )1−𝑦𝑖
    𝑖=1

    Systematic component: Logistic


    1
    𝜙𝑖 =
    1 + 𝑒 −𝑔(𝛽,𝑋)

    Linear aggregator
    𝑔(𝛽, 𝑋) = 𝛼 + 𝛿𝑖 + 𝛽𝑋𝑖 + 𝜀𝑖

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