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- Fri Feb 24, 2012 12:58 pm
- Forum: Econometric Discussions
- Topic: Calculation of Pseudo-R2 in Probit Out-of-Sample Forecasting
- Replies: 0
- Views: 2193
Calculation of Pseudo-R2 in Probit Out-of-Sample Forecasting
To whom it may concern I have a question regarding Probit models. For my project, my dependent is a binary variable equalling 1 if a recession, and 0 otherwise. My explanatory variables are the yield spread, lagged k, and the kth lag of the dependent variable. What I am trying to do is an out-of-sam...