EViews.com

Can i estimate using Probit/Logit on panel data?

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

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

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...

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

You can find both under Help->About EViews.

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

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.

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 ?

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).

I understand. Many thanks !

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


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