LPM, LOGIT and PROBIT have all the same probability

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Econometrics Student
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LPM, LOGIT and PROBIT have all the same probability

Postby Econometrics Student » Wed Nov 12, 2014 5:16 pm

Hello guys,

I have a simple question to you,

I need to estimate three coeffficient (y=b1+b2x2+b3x3) that LPM, LOGIT and PROBIT have all the same probability. Do you know how I do that?

Thanks for your help,

Regards.

Econometrics Student
Posts: 6
Joined: Sat Oct 11, 2014 5:00 am

Re: LPM, LOGIT and PROBIT have all the same probability

Postby Econometrics Student » Sun Nov 16, 2014 11:32 am

Someone, please?

startz
Non-normality and collinearity are NOT problems!
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Joined: Wed Sep 17, 2008 2:25 pm

Re: LPM, LOGIT and PROBIT have all the same probability

Postby startz » Sun Nov 16, 2014 11:52 am

I don't believe it's possible. Maybe you could explain further.

Econometrics Student
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Joined: Sat Oct 11, 2014 5:00 am

Re: LPM, LOGIT and PROBIT have all the same probability

Postby Econometrics Student » Mon Nov 17, 2014 4:01 am

I estimated for a simple model (y=b1+b2x2+b3x3) LPM, LOGIT and PROBIT.

After that, i have to estimate a model that: P is the probability of the event "Y=1 "estimated under the condition:
be identical for all individuals in the sample. So, I have to determine the estimates of the coefficients in each of the three classes of such models.

Can you help me?

Thank you.

trubador
Did you use forum search?
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Joined: Thu Nov 20, 2008 12:04 pm

Re: LPM, LOGIT and PROBIT have all the same probability

Postby trubador » Mon Nov 17, 2014 5:21 am

I am not sure, but it sounds like you are asked to estimate a constant probability model that includes only the intercept term (i.e. y = b1).


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