Fitting a probit model to 200 observations of 3 standard normal covariates

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有刺的猬
有刺的猬 2021-01-21 06:43

Background and Task: Consider a random sample of size n with a binary outcome Y_i. Assume Y_i ~ Bern(pi_i). Assume the probit link function pi_i=Phi(X_i^T beta)

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