Linear Probability, Logit, and Probit Models
- John H. Aldrich - Duke University, USA
- Forrest D. Nelson - University of Iowa, Iowa City, USA
Volume:
45
Other Titles in:
Quantitative/Statistical Research | Regression & Correlation | Sociological Research Methods
Quantitative/Statistical Research | Regression & Correlation | Sociological Research Methods
November 1984 | 96 pages | SAGE Publications, Inc
Ordinary regression analysis is not appropriate for investigating dichotomous or otherwise `limited' dependent variables, but this volume examines three techniques -- linear probability, probit, and logit models -- which are well-suited for such data. It reviews the linear probability model and discusses alternative specifications of non-linear models. Using detailed examples, Aldrich and Nelson point out the differences among linear, logit, and probit models, and explain the assumptions associated with each.
The Linear Probability Model
Specification of Nonlinear Probability Models
Estimation of Probit and Logit Models for Dichotomous Dependent Variables
Minimum Chi-Square Estimation and Polytomous Models Summary and Extensions