The distributions, , allowed in the PROBIT procedure are specified with the DISTRIBUTION= option in the MODEL statement. The cumulative distribution functions for the available distributions are
Cumulative Distribution Function 
Distribution 


Normal 

Logistic 

Extreme value or Gompertz 
The variances of these three distributions are not all equal to 1, and their means are not all equal to zero. Their means and variances are shown in the following table, where is the Euler constant.
Distribution 
Mean 
Variance 


Normal 
0 
1 

Logistic 
0 


Extreme value or Gompertz 


When comparing parameter estimates by using different distributions, you need to take into account the different scalings and, for the extreme value (or Gompertz) distribution, a possible shift in location. For example, if the fitted probabilities are in the neighborhood of 0.1 to 0.9, then the parameter estimates from the logistic model should be about larger than the estimates from the probit model.