In the probit regression,the coefficient β1 indicates
A)the change in the probability of Y = 1 given a unit change in X
B)the change in the probability of Y = 1 given a percent change in X
C)the change in the z- value associated with a unit change in X
D)none of the above

Question

Quizplus · Accepted Answer

In probit regression, the coefficient β1 represents the change in the z-value (the standard normal deviate) associated with a unit change in X, not directly the change in probability.

In the Probit Regression,the Coefficient β1 Indicates