kutuomonk 发表于 2010-7-2 11:01 
logistic回归模型的残差方差是多少,有书上说是(π**2)/3,是这样吗?
The std in the probit/logit model cannot be identified. It is normalized to standard distribution. For probit it is normal (0,1). For logit it is (0, (π**2)/3 ) . The relationship between coefficients from logit and probit is about 1.7 ~1.8 (=π/sqrt(3)).