Wald test for sum of coefficients when using linear probability model

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oksanakim
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Wald test for sum of coefficients when using linear probability model

Postby oksanakim » Tue Dec 12, 2017 7:49 pm

Hello Eviews users

I am estimating a linear probability model (OLS), instead of probit, for a regression where a dependent variable is binary. I then need to test the significant of the sum of the two coefficients. Is Wald (F) test still valid for such estimation, given that the dependent variable is actually binary? Will greatly appreciate any help on this. Thank you.

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