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Regression with a Binary Dependent Variable - Chapter 9

Regression with a Binary Dependent Variable Chapter 9. Michael Ash CPPA. Lecture 22. Course Notes I Endgame I Take-home final I Distributed Friday 19 May I Due Tuesday 23 May (Paper or emailed PDF ok; no Word, Excel, etc.). I Problem Set 7. I Optional, worth up to 2 percentage points of extra credit I Due Friday 19 May I Regression with a Binary Dependent Variable Binary Dependent Variables I Outcome can be coded 1 or 0 (yes or no, approved or denied, success or failure) Examples? I Interpret the Regression as modeling the probability that the Dependent Variable equals one (Y = 1).

Simply run the OLS regression with binary Y. I 1 expresses the change in probability that Y = 1 associated with a unit change in X1. ... Logit, or logistic regression, uses a slightly di erent functional form of the CDF (the logistic function) instead of the standard normal CDF.

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