Estimation using Probit and Logit on Panel Data

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cloggy
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Estimation using Probit and Logit on Panel Data

Postby cloggy » Mon Jun 01, 2009 7:24 am

Can i estimate using Probit/Logit on panel data?

EViews Glenn
EViews Developer
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Re: Estimation using Probit and Logit on Panel Data

Postby EViews Glenn » Mon Jun 01, 2009 9:23 am

EViews will allow you to do estimation in a panel structured workfile, but will make no allowance for the panel structure in estimation.

cloggy
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Joined: Mon Jun 01, 2009 7:11 am

Re: Estimation using Probit and Logit on Panel Data

Postby cloggy » Tue Jun 02, 2009 12:53 am

thanks for your reply.

But when i try to do the estimation their is no probit/logit in the list of estimation methods.

you help will be greatly appreciated

EViews Glenn
EViews Developer
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Re: Estimation using Probit and Logit on Panel Data

Postby EViews Glenn » Tue Jun 02, 2009 6:09 am

I'm looking at the list right now and Binary estimation is most certainly there...
Can you tell me exactly how your workfile is structured, and what steps you are taking when you get to the point you are at...

EViews Gareth
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Re: Estimation using Probit and Logit on Panel Data

Postby EViews Gareth » Tue Jun 02, 2009 8:02 am

Also, could you tell us the Version Number and Build Date of your copy of EViews.

You can find both under Help->About EViews.
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cloggy
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Re: Estimation using Probit and Logit on Panel Data

Postby cloggy » Wed Jun 03, 2009 2:45 am

thanks for your replies.

this is the info you need: Standard Edition : Sep 11 2007 Build and version number 60A03178.

I have managed to obtain the binary estimation option which you mentioned in your reply.

I am referring to the user guide II which i have. On page 541 there is info on estimation with various methods. I find no explanation of estimation when i choose Binary (logit). Can i find this in any other part of the user guide? Or maybe from some other source?

Thanks for your reply once again

EViews Gareth
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Re: Estimation using Probit and Logit on Panel Data

Postby EViews Gareth » Wed Jun 03, 2009 8:09 am

As Glenn mentioned, EViews does not do any panel-specific estimation of Probit/Logit models. Thus the description of the estimators is not in the Panel section of the User Guide, rather in the "Advanced Single Equation Analysis" section - chapter 30.
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flash
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Re: Estimation using Probit and Logit on Panel Data

Postby flash » Tue Jul 20, 2010 12:22 pm

From what I gather from the above discussion, even in a panel structured workfile, EViews will do any binary model estimation as if it was a simple unstructured pool of obsevations, correct ?

EViews Glenn
EViews Developer
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Re: Estimation using Probit and Logit on Panel Data

Postby EViews Glenn » Tue Jul 20, 2010 2:27 pm

Correct. Note that there are no options in the Probit/Logit specification that reference the panel structure. Note that any lags, will, however, be treated properly (i.e., are not carried across seams in the panel).

flash
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Joined: Sat May 30, 2009 6:47 am

Re: Estimation using Probit and Logit on Panel Data

Postby flash » Thu Jul 22, 2010 6:49 am

I understand. Many thanks !

esperanza
Posts: 9
Joined: Tue Feb 01, 2011 11:26 am

Re: Estimation using Probit and Logit on Panel Data

Postby esperanza » Sun Feb 06, 2011 7:00 am

please, help me, I have similar difficulty in panel logit estimation in my topic


viewtopic.php?f=4&t=3659
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import data for panel logit.xls
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import data for panel logit-1.wf1
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