Multi period Logit Model - T. Shumway(2001)

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eike
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Joined: Wed Sep 08, 2010 12:08 pm

Multi period Logit Model - T. Shumway(2001)

Postby eike » Wed Sep 08, 2010 12:30 pm

Dear everybody,

the issue is closed, thanks!
Last edited by eike on Sat Sep 18, 2010 10:02 am, edited 1 time in total.
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EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: Multi period Logit Model - T. Shumway(2001)

Postby EViews Glenn » Fri Sep 10, 2010 11:58 am

There isn't an easy way to do this correction. For example, for the t-stats of the coefficients you'll have to compute the p-values for statistics yourself, using the @tdist function and the corrected d.f. In general, all EViews routines which compute p-values will have to be adjusted. Note that some of the routines are going to assume a lack of correlation which is potentially an issue.
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