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No, it is not.

If my dependent variable has values of 0,1,2 and 3 and I use logistic regression under the censored methods but I use left censor 0 and no right censor. No truncation.

Am I converting the dependent variable in 0,1 where 1 can be 1,2 and 3?

Thank you Glenn

There is an example program for using the LogL object to estimate a multinomial logit (Help/Quick Help Reference/Sample Programs & Data/Logl). As to the panel issue, it really depends on what kinds of structure you want to put on your problem. The sample program above is non-panel aware, and de...

Thank you so much Startz!

Your variables probably have unit roots. This may account for the serial correlation. I don't see a way for you to eliminate the serial correlation. Startz, if I have heteroskedasticity (White test through ols) and want to run a tobit and logistic regression with the same model and still have heter...

Your variables probably have unit roots. This may account for the serial correlation. I don't see a way for you to eliminate the serial correlation. Startz, if I have heteroskedasticity (White test through ols) and want to run a tobit and logistic regression with the same model and still have heter...

This is probably not set in stone but can somebody explain what is the rule of thumb for uncentered and centered VIF in cross sectional data?

The ARCH model assumes the data is sequential. You might think about whether your data has been inadvertently sorted in some interesting way. Interesting. I will check that. One last questions: If I add a independent lagged variable in this type of cross-sectional study such that is X=X(-1) but my ...

The ARCH model assumes the data is sequential. You might think about whether your data has been inadvertently sorted in some interesting way. Interesting. I will check that. One last questions: If I add a independent lagged variable in this type of cross-sectional study such that is X=X(-1) but my ...

Serial correlation or ARCH with cross sectional data is kinda weird, although not impossible. How can I solve ARCH in a Tobit or Logit model? Should I run the regression with the ARCH method instead even though my models use binary and categorical variables? What about serial correlation? Thank you...

Serial correlation or ARCH with cross sectional data is kinda weird, although not impossible. Thank you. Ok, so I have three questions: 1. I am trying to propose tobit and logit models but I have been running a OLS first with the same variables to check for ARCH, serial correlation and heteroskedas...

Running an OLS first and testing for ARCH. I figured if I ran an OLS first with the model I want to use to test for ARCH and find problems, I would have those same problems in the same model when running the regression with tobit or logit even though I cannot test for those problems after running to...

Hi, If I am working with cross sectional data with tobit (binomial dependent variable) and logit (categorical dependent variables) models and have an ARCH structure in any of those, should I run the regression with an ARCH method instead of tobit or logit? Also, will the ARCH method fix serial autoc...

Hi,

Is non normal distribution in cross sectional data a problem?

If it is still existent even after logging data, what can be done?

Thank you