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Statistics and data science, defined

Logit Models

Logit models postulate some relation between the logit of observed probabilities (not the probabilities themselves), and unknown parameters of the model. For example, logit models used in logistic regression postulate a linear relation between the logit and parameters of the model.

The major reason for using logits, as opposed to probabilities themselves, is that in many cases where a linear model using probabilities does not fit the data, a linear model using logits does.

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