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If you define your panel with the cluster variable identifying the cross-section dimension, the "White cross-section" covariance option will estimate using what Arellano (Panel Data Econometrics, 2003, p. 18) terms the fixed T and large N robust standard error that is robust to heterosked...

p.s. These 2 files might be useful. The first is my balanced dated panel and the second is the not-Panel. When I estimate probit I get the same outputs does that look correct? Thank you very much!

Maggie

It's pretty simple. Estimate the model twice, once with all of the variables, and once without, then compute 1-L_full/L_restricted where the L are the likelihood functions. Hi I apologise in advance I'm pretty new to Eviews. Can you please clarify what you mean by estimate the model without the var...