Chapter 3 Notes

Dene a link function as g log 1 x t maps 0

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Unformatted text preview: is f (yi |π ) = π yi (1 − π )1−yi ; yi = 0, 1 E (Yi ) = π but π is between 0 and 1. Define a link function as g (π ) = log (π/(1 − π )) = x t β Maps (0, 1) into (−∞, ∞). UNM Solve equation for π , we get the logistic function. π= exp(x t β ) 1 + exp(x t β ) For one-predictor X , π= exp(β1 + β2 X ) 1 + exp(β1 + β2 X ) If F (·) is another cumulative distribution function (CDF), π = F (β1 + β2 X ). Probit function: π = Φ(β1 + β2 X ) where Φ(·) is the CDF of...
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This note was uploaded on 01/27/2014 for the course STAT 574 taught by Professor Gabrielhuerta during the Fall '13 term at New Mexico.

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