This question is more about the math terminology than about the math itself.
Say we have x = logit(p). If one says "logit scale" does he mean:
- the scale of p, or
- the scale of x, i.e. the scale of
logit(p)?
The same principle would probably apply if I asked about "log scale", right?
Thank you very much!
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$\begingroup$It is the possibility 2, i.e. the term "log scale" or "logit scale" refers to the scale of the function's output, not to the scale of its input parameter.
$\endgroup$ $\begingroup$Logit and Log scale are different. Both involve transforming by an increasing function, hence preserving the notion of scale. See the graphs at these links. $\text{logit}(p)=\log(\frac{p}{1-p})$.
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