A link function maps the interval (0, 1) onto the whole real line. This guarantees that the predicted probability of an event using the model produces a number between 0 and 1. Minitab provides three link functions:
- Normit (probit)
- Gompit (complementary log-log)
Use the link function to find a model that best fits your data. Use the goodness-of-fit statistics to compare fits using different link functions. Certain link functions can be used for historical reasons or because they have a special meaning in a discipline.
One advantage of the logit link function is that it provides an estimate of the odds ratio for each predictor in the model. For the logit link function, the odds ratios from a retrospective sample estimates the odds ratios from a prospective sample. Retrospective samples are faster to collect than prospective samples.