Model respons probit

Membangun Model Respons di R

Kathrin Gruber

Assistant Professor of Econometrics Erasmus University Rotterdam

Fungsi respons probit

  • Probabilitas pembelian adalah kecenderungan laten.
  • Mengasumsikan regresi untuk variabel respons kontinu yang tidak teramati.

Membangun Model Respons di R

Model probit untuk permintaan bir

probit.model <- glm(HOPPINESS ~ price.ratio,
                    family = binomial(link = probit), data  = choice.data)

coef(probit.model)

(Intercept)  price.ratio 
  -1.954092    -3.547546
Membangun Model Respons di R

Logistik vs. probit

cbind(coef(logistic.model), coef(probit.model))

                 [,1]      [,2]
(Intercept) -3.572678 -1.954092
price.ratio -6.738768 -3.547546

Penskalaan ulang

coef(probit.model)*1.6

(Intercept)  price.ratio 
  -3.126547    -5.676073
Membangun Model Respons di R

Efek marjinal rata-rata

  • Logistik: log-odds mudah ditafsirkan
margins(logistic.model)

price.ratio
    -0.4585
  • Probit: nilai z sulit ditafsirkan
margins(probit.model)

price.ratio
    -0.4503
Membangun Model Respons di R

Ayo berlatih!

Membangun Model Respons di R

Preparing Video For Download...