On the predicitive properties of binary link functions

DOI10.1501/COMMUA1_0000000770MaRDI QIDQ4566194zbMATH OpenOpenAlexFDO

Authors Necla Gunduz, Ernest Fokoué

Publication date 14 June 2018

Published in Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1502.04742

zbMATH Keywords

classificationlink functionslogisticlogitpredictionprobit

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Abstract: This paper provides a theoretical and computational justification of the long held claim that of the similarity of the probit and logit link functions often used in binary classification. Despite this widespread recognition of the strong similarities between these two link functions, very few (if any) researchers have dedicated time to carry out a formal study aimed at establishing and characterizing firmly all the aspects of the similarities and differences. This paper proposes a definition of both structural and predictive equivalence of link functions-based binary regression models, and explores the various ways in which they are either similar or dissimilar. From a predictive analytics perspective, it turns out that not only are probit and logit perfectly predictively concordant, but the other link functions like cauchit and complementary log log enjoy very high percentage of predictive equivalence. Throughout this paper, simulated and real life examples demonstrate all the equivalence results that we prove theoretically.

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