Search found 16 matches

by Kath
Mon Jan 25, 2016 6:24 pm
Forum: Data Manipulation
Topic: Variance Inflation Factor (VIF) - probit model
Replies: 0
Views: 2503

Variance Inflation Factor (VIF) - probit model

Dear all,
It is possible to compute the Variance Inflation Factor (VIF) in a probit model? I need to check for multicolinearity and I'm using a probit model.
I'm using Eviews 8
Thanks in advance,
Kath
by Kath
Tue Dec 29, 2015 3:32 am
Forum: Data Manipulation
Topic: Winsorisation
Replies: 3
Views: 4601

Re: Winsorisation

Ok, thanks. But I have no idea how to write the program. Could you (or somebody else) help me?
Many thanks.
Kath
by Kath
Mon Dec 28, 2015 5:54 pm
Forum: Data Manipulation
Topic: Winsorisation
Replies: 3
Views: 4601

Winsorisation

Dear all
I'm using Eviews 8 and I need to winsorize my variables at 3 standard deviation. How can I do this in EViews?
Thanks in advance,
Kath
by Kath
Wed Nov 11, 2015 5:21 am
Forum: Estimation
Topic: Estimation of a System of Simultaneous equations- 3SLS
Replies: 7
Views: 7252

Re: Estimation of a System of Simultaneous equations- 3SLS

Many thanks for your precious help.
by Kath
Tue Nov 10, 2015 4:44 pm
Forum: Estimation
Topic: Estimation of a System of Simultaneous equations- 3SLS
Replies: 7
Views: 7252

Estimation of a System of Simultaneous equations- 3SLS

Dear all, I am conducting a research which involves estimate the parameters of a system of simultaneous equations using Three-stage least squares. So, I select object/new object/system and I specified my two equations. The problem is that I have country dummies and I don’t know I to include them in ...
by Kath
Sun Jul 05, 2015 11:16 am
Forum: Econometric Discussions
Topic: Correct for heteroscedasticity in a binary model
Replies: 0
Views: 2037

Correct for heteroscedasticity in a binary model

Dear all,
Estimating a binary model in Eviews if we click on the Options tab in the Equation Estimation dialog and we select Robust Covariances, Huber/White, we correct the model for heteroscedasticity?

Thanks a lot.
by Kath
Tue May 12, 2015 10:33 am
Forum: Program Repository
Topic: Heteroscedastic Probit
Replies: 15
Views: 61718

Re: Heteroscedastic Probit

As suggested I used the command hetprobit.ml(covinfo=hessian) and I obtain exactly the same results as using the command hetprobit.ml (optmethod=legacy) or hetprobit.ml (optmethod=bhhh). So using different estimators for the coefficient covariances I obtain the same results.It is possible? And why u...
by Kath
Fri May 08, 2015 1:39 am
Forum: Program Repository
Topic: Heteroscedastic Probit
Replies: 15
Views: 61718

Re: Heteroscedastic Probit

Many thanks. If the the results are different due to the estimator used for the coefficient covariances, it is not possible to use in Eviews the estimator used in the book, this is the inverse of the negative of the Hessian? In Eviews is possible to use not only the outer product of the gradients (a...
by Kath
Wed May 06, 2015 10:10 am
Forum: Program Repository
Topic: Heteroscedastic Probit
Replies: 15
Views: 61718

Re: Heteroscedastic Probit

So, my results are different comparatively to the results in the book due to the optimization algorithm? It is a question of the optimization algorithm used?
by Kath
Mon May 04, 2015 2:04 pm
Forum: Program Repository
Topic: Heteroscedastic Probit
Replies: 15
Views: 61718

Re: Heteroscedastic Probit

But the problem is that, as the standard erros are very different, the p-value are also very different and so the significance of the parameters. Thus, for me some variables are statisticallly significant and in the book they are not and vice-versa. Consequently the conclusions are different... The ...
by Kath
Mon May 04, 2015 8:32 am
Forum: Program Repository
Topic: Heteroscedastic Probit
Replies: 15
Views: 61718

Re: Heteroscedastic Probit

Ok, thanks. Sorry, disturb you again...but I have another doubt. Also, I run the code to estimate a probit model with a correction for heteroscedasticity using the data available at: http://www.stern.nyu.edu/~wgreene/Text/Edition7/TableF14-1, and this time I had no problems. However, although the es...
by Kath
Sat May 02, 2015 8:54 am
Forum: Program Repository
Topic: Heteroscedastic Probit
Replies: 15
Views: 61718

Re: Heteroscedastic Probit

Many thanks I used the code you suggest in order to estimate a probit model with a correction for heteroscedasticity but when I try to run the code it appears in the screen the following message:"Missing values in @Logl series at current coefficients at observation 1 in "Do_hetprobit.ml (o...
by Kath
Mon Apr 27, 2015 8:56 am
Forum: Estimation
Topic: test for heteroskedasticity in logit/ probit models
Replies: 2
Views: 3784

Re: test for heteroskedasticity in logit/ probit models

Many thanks!
Two additional questions:
Also, do you know a way to estimate a logit model with a correction for heteroscedasticity?
And there is a test to check if there is heteroscedasticity in the logit/probit models?
by Kath
Mon Apr 27, 2015 8:54 am
Forum: Program Repository
Topic: Heteroscedastic Probit
Replies: 15
Views: 61718

Re: Heteroscedastic Probit

Many thanks!
Two additional questions:
Also, do you know a way to estimate a logit model with a correction for heteroscedasticity?
And there is a test to check if there is heteroscedasticity in the logit/probit models?
by Kath
Sat Apr 25, 2015 3:48 pm
Forum: Estimation
Topic: test for heteroskedasticity in logit/ probit models
Replies: 2
Views: 3784

test for heteroskedasticity in logit/ probit models

Dear all,
I am conducting research which involves a logit model and a probit model.
How can I test for heteroskedasticity in logit/ probit models?
Thanks a lot for your help.

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