0
$\begingroup$

It seems that both these refer to cases where the regressed (dependent) variable can only take certain values, as opposed to a linear regression.

So what is the difference between probit and logistic regression?

Improve this question
$\endgroup$
0

1 Answer 1

Reset to default
1
$\begingroup$

I think both will produce very similar results, however, the difference is the assumption about the distribution of the errors $\epsilon$ in $y=w^Tx + \epsilon$ (standard normal distribution in the probit model, standard logit distribution in the logistic model). The non-thresholded output of the probit model will be the z-scores of a standard normal distribution, whereas the output of a logistic model can be interpreted as probabilities.

Improve this answer
$\endgroup$

Not the answer you're looking for? Browse other questions tagged or ask your own question.