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MLE or NLS in Multiple Ordered Regression

Posted: Fri Apr 18, 2014 9:23 am
by Whitefeather
Hi,

I'm writing my bachelor thesis together with two lovely girls at Lunds University. It's regarding credit ratings and am now trying to learn some econometrics.

We need to do a Multiple Ordered Regression and for me to understand what the computer really does I need to know if Eviews8 uses NLS (Non linear least square) or MLE (Maximum likelihood estimation) to calculate it/to make the regression?

I also wonder which tests that are reasonable/interesting/vital for a Multiple Ordered Regression? Wald, coefficient matrix and a normality check of the residuals with a histogram?

Attached is my work file if it helps you help me.

Extremely thankful for help and Happy Easter to all of you!

PS. recently stumbled across econometrics and eviews and I'm loving it, don't kill this feeling ;P