This is my first post to this forum and I want to thank Prof Harrell for creating this resource for students of this subject like me.
On to my question:
RMS p. 221 states: “logistic model makes no distributional assumption whatsoever.” [emphasis added]
May I ask how to reconcile it with the work by economists in the context of choice models that asserts that logistic model assumes that the underlying utility must have an extreme value distribution. For instance here is a quote:
The relation of the logit formula to the distribution of unobserved utility (as opposed to the characteristics of choice probabilities) was developed by Marley, as cited by Luce and Suppes (1965), who showed that the extreme value distribution leads to the logit formula. McFadden (1974) completed the analysis by showing the converse: that the logit formula for the choice probabilities necessarily implies that unobserved utility is distributed extreme value.