Regression modelRegression / GLM
稳健Probit模型
稳健Probit模型使用Probit链接函数来估计二元结果的概率，同时保护推断不受误差分布或异方差误设的影响。系数通过最大似然估计获得；然后用sandwich（Huber-White）估计量替换标准误，即使在假设的误差方差不正确时，该估计量仍然是一致的。
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来源
- Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
- White, H. (1982). Maximum Likelihood Estimation of Misspecified Models. Econometrica, 50(1), 1–25. DOI: 10.2307/1912526 ↗
如何引用本页
ScholarGate. (2026, June 3). Robust Probit Regression Model. ScholarGate. https://scholargate.app/zh/statistics/robust-probit-model
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