Search found 1 match

by BlackSwan
Fri Jan 13, 2012 10:59 am
Forum: Econometric Discussions
Topic: Logit Misspecification Puzzle
Replies: 0
Views: 1734

Logit Misspecification Puzzle

Hi All, I have ran the following model Y = Ind [ Y* > 0 ], Y* = a + b X_1 + c X_2 + d X_1 * X_2 +Eps, where Eps~Logit i.e. a logit model with the nonlinear index function. Then by use of the robust standard errors I have tested the hypothesis: H_0: d = 0 and I got that indeed d is significantly diff...

Go to advanced search