Inverse Logit Transformation

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The inverse logit transformation converts parameter estimates from Logit Models into probabilities.

Binary logit

Where is the fitted value from a Binary Logit Model, the probability is computed as:

For example,

Multinomial logit

Where is the utility for the th of alternatives, the probability of choosing the th alternative is:

For example, if in a MaxDiff experiment analyzed using a logit model the three alternatives, A, B and C, estimated parameters of 0, 0.5 and 0.9, the probability of choosing the first alternative is . And, the probability of choosing B if only B and C were available is:

Also known as

Logistic Transformation