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Difference between logit and probit models

I have data in which the response variable is binary. So, I fitted logit and probit models and obtained the results. How can I compare them to see which fit is better?

  • 3
    $\begingroup$ stats.stackexchange.com/questions/20523/… $\endgroup$ Jan 15, 2013 at 9:33
  • $\begingroup$ Though they produce very different parameters, the fitted curves are usually so close that they often cannot be meaningfully distinguished unless there is something unusual happening in the tails. $\endgroup$
    – Henry
    Jan 15, 2013 at 11:10


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