File:Linkfunction for binary response.svg
Summary
| Description |
English: In a generalized linear model (GLM) framework, three commonly used link functions for modeling binary responses are the logit, probit, and complementary log-log functions.
Deutsch: In einem generalisierten linearen Modell (GLM) gibt es drei häufig verwendete Verknüpfungsfunktionen für die Modellierung binärer Antworten: die Logit-, Probit- und komplementäre Log-Log-Funktionen. |
| Date | |
| Source | Own work |
| Author | Sigbert |
R code:
x <- seq(-3, 3, by=0.01)
lx <- exp(x)/(1+exp(x))
px <- pnorm(x)
cx <- 1-exp(-exp(x))
svg("linkfunction.svg", width=10, height=5)
plot(range(x), c(0,1), type="n", ylab=expression(paste("P(", Y[i], "=1)")), main="Linkfunktionen",
xlab=expression(paste("linearer Prädiktor ", beta[0], "+", beta[1],x[i1],"+", ldots, "+",beta[p], x[ip])))
lines(x, lx)
lines(x, px, col="red")
lines(x, cx, col="blue")
legend("topleft", col=c("black", "red", "blue"), legend=c("Logit", "Probit", "cloglog"), lwd=1)
dev.off()
Licensing
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