The Study on The Predictability of Probit and Logistic Regression Models: Case Study of The United States Major League Baseball / Probit迴歸模型與羅吉斯迴歸模型預測理論之研究-以美國職棒大聯盟為例

碩士 / 清雲科技大學 / 財務金融所 / 99 / Abstract
In recent years, baseball became more popular in Taiwan. The public in Taiwan have some knowledge of baseball, concerned with not only domestic baseball, but the birthplace of baseball - Major League Baseball. When baseball game start, many Taiwanese baseball fans will seeing it on time. Based on the baseball trend, added to the data of players and baseball game transparency. In this study, Major League Baseball as the research target, derived to the study of predict model. The comparison of advantage between Probit and logistic models.
In this study, we collect the competition data of 2010 MLB regular season games as the sample data and predict the results through Probit model and logistic model to construct the forecasting model and verify which model is superior. In this paper we compare the empirical performance of the Probit regression model with the Logistic regression model. The Logistic regression model outperforms than Probit regression model both in in-sample and out-of-sample forecasts of the united states major league baseball games. Our results are consistent with that of previous studies where the Logistic regression model has better forecast abilities than the Probit regression model.

Identiferoai:union.ndltd.org:TW/099CYU05304002
Date January 2011
CreatorsYi-Ting Yang, 楊意婷
Contributors沈冠甫
Source SetsNational Digital Library of Theses and Dissertations in Taiwan
Languagezh-TW
Detected LanguageEnglish
Type學位論文 ; thesis
Format32

Page generated in 0.0023 seconds