statsmodels.genmod.families.links.probit¶

class statsmodels.genmod.families.links.probit(dbn=<scipy.stats._continuous_distns.norm_gen object>)[source]¶

The probit (standard normal CDF) transform

Notes

g(p) = scipy.stats.norm.ppf(p)

probit is an alias of CDFLink.

Methods

`__call__`(p)	CDF link function
`deriv`(p)	Derivative of CDF link
`deriv2`(p)	Second derivative of the link function g’’(p)
`inverse`(z)	The inverse of the CDF link
`inverse_deriv`(z)	Derivative of the inverse of the CDF transformation link function
`inverse_deriv2`(z)	Second derivative of the inverse link function

Methods

`deriv`(p)	Derivative of CDF link
`deriv2`(p)	Second derivative of the link function g’’(p)
`inverse`(z)	The inverse of the CDF link
`inverse_deriv`(z)	Derivative of the inverse of the CDF transformation link function
`inverse_deriv2`(z)	Second derivative of the inverse link function