Probit model, include intercept or not

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maavtc
Posts: 4
Joined: Sun Aug 03, 2014 11:06 am

Probit model, include intercept or not

Postby maavtc » Sun Nov 13, 2016 4:26 pm

Hi everybody,

I'm estimating this probit model with two independent variables: X,Y. When I estimate the model including an intercept, Y is not significant, while it's highly significant if I don't include the intercept (X is always significant). How should I interpret this result? is there an argument for not including the intercept?

Thank you in advance,

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Probit model, include intercept or not

Postby startz » Sun Nov 13, 2016 4:28 pm

There is no argument for not including the intercept.


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