The SURVEYLOGISTIC Procedure

Probit Model

A probit model uses the probit (or normit) function, which is the inverse of the cumulative standard normal distribution function,

\[  g(t)=\Phi ^{-1}(t)  \]

as the link function, where

\[  \Phi (t)=\frac{1}{\sqrt {2\pi }}\int _{-\infty }^ t e^{-\frac{1}{2} z^2} dz  \]

Denote the cumulative sum of the expected proportions for the first d categories of variable Y by

\[  F_{hijd}=\sum _{r=1}^ d \pi _{hijr}  \]

for $d=1, 2, \ldots , D.$ Then the probit model can be written as

\[  F_{hijd}=\Phi (\alpha _ d+\mb {x}_{hij}\bbeta )  \]

with the model parameters

$\displaystyle  \bbeta  $
$\displaystyle  =  $
$\displaystyle  (\beta _1, \beta _2, \ldots , \beta _ k)’ $
$\displaystyle \balpha  $
$\displaystyle = $
$\displaystyle  (\alpha _1, \alpha _2, \ldots , \alpha _ D)’, \,  \,  \,  \alpha _1<\alpha _2<\cdots <\alpha _ D  $
$\displaystyle \btheta  $
$\displaystyle  =  $
$\displaystyle  (\balpha ’,\bbeta ’)’  $