Probit model

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jsamson
Posts: 2
Joined: Mon Apr 08, 2013 8:51 am

Probit model

Postby jsamson » Mon Apr 08, 2013 8:59 am

I would like to know whether i can run a probit model with an ordinal independent variable on Eviews?
My independent variable is an index which can take the score of 0, 1, 2 or 3.
Please let me know whether Eviews can support such a probit model? And how to do it?
Thanks a lot in advance! I really need some help!
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Probit model

Postby EViews Glenn » Mon Apr 08, 2013 10:22 am

Yes. Look for ordered estimation in the documentation.
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jsamson
Posts: 2
Joined: Mon Apr 08, 2013 8:51 am

Re: Probit model

Postby jsamson » Tue Apr 16, 2013 7:55 am

Thanks. Furthermore, is it possible to carry out the tests for multicolinearity and heteroskedasticity while following an ordered probit model?
When i select VIEW/RESIDUEL DIAGNOSTICS/ i can only choose between Q-statistics or Normality Test.
Thanks in advance,
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Probit model

Postby EViews Gareth » Tue Apr 16, 2013 8:05 am

They're not built in, no.
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