yhkeyao 发表于 2010-2-1 10:51 
不知logit和logistics有什么区别?因为在中文英文混在一起看,感觉很多都对不上啊!这些又和discrete-time models以及picewise constant exponential models有什么区别啊!!有没有一本书可以系统一点的介绍这些模型啊,多谢高手指教!!
Logit model and logistics model are the same thing here.
Suppose that y* is a person's utility which a modeler does not observe.
y*=x*beta + err;
if Y* >0 then y=1;
else y=0;
Here 1=buy
0 not buy.
A Modeler observes this action instead.
If err is a logistic distribution, then it is a logistic model(regression).
p(y=1) = cdf(x*beta) and logit=log(p/(1-p))=x*beta The math is easy to work with. <----- this is nice one, looks like a linear regression.
BTW, if err is normally distributed, then it is probit model. this is not true in probit (log(p/(1-p))=x*beta) in general.
Hope this helps.