Probit Regression

Probit regression can be employed as an alternative to the logistic regression in binary response models. For a binary response variable Y, the probit regression model has the form:

or equivalently,

where is the inverse of the cumulative standard normal distribution function, often referred as probit or normit, and is the cumulative standard normal distribution function.

The probit regression model can be viewed also as a special case of the generalized linear model whose link function is probit.