Logit - Definition

Definition

The logit of a number p between 0 and 1 is given by the formula:

The base of the logarithm function used is of little importance in the present article, as long as it is greater than 1, but the natural logarithm with base e is the one most often used.

The "logistic" function of any number is given by the inverse-logit:

If p is a probability then p/(1 − p) is the corresponding odds, and the logit of the probability is the logarithm of the odds; similarly the difference between the logits of two probabilities is the logarithm of the odds ratio (R), thus providing a shorthand for writing the correct combination of odds ratios only by adding and subtracting:

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