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
Search found 16 matches
- Mon Jan 25, 2016 6:24 pm
- Forum: Data Manipulation
- Topic: Variance Inflation Factor (VIF) - probit model
- Replies: 0
- Views: 2503
- 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
Many thanks.
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
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
- 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.
- 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 ...
- 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.
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.
- 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...
- 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...
- 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?
- 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 ...
- 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...
- 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...
- 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?
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?
- 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?
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?
- 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.
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.