Maximum-likelihood fitted probability
ID: maximum-likelihood-fitted-probability
A maximum-likelihood fitted probability evaluates a model probability at a maximum-likelihood estimate: . For independent Bernoulli trials with common success probability , the fitted probability is , the observed success fraction. In logistic regression it instead varies with the predictor through . It is an estimated event probability, rather than the probability that the fitted model is correct or a p-value.
New to topics? Read the docs here!