Complete Separation on Probit

For econometric discussions not necessarily related to EViews.

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id90525
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Joined: Mon Mar 16, 2015 4:15 pm

Complete Separation on Probit

Postby id90525 » Mon Mar 16, 2015 4:25 pm

Hi guys, I am facing a Complete Separation issue on my probit model and was wondering if a Firth Logistic Regression is possible on eViews. If so, how is this performed?

Also, when I regressed the dependent variable on all my independent variables the p-value became much larger than when I regressed them individually. Does this suggest multicollinearity? And if so, how could I perform a VIF test to pick out the offending variable?

Thank you.

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