Probit/Logit on Pool Data

[o_fujisan]

How do I perform Probit / Logit on Pool data?

When I open Pool object and click on "Estimate", there seems to be only options for OLS and TSLS, but not Probit / Logit

[EViews Gareth]

Unfortunately EViews does not offer Probit / Logit estimation for Pool objects.

You can, however, perform Probits and Logits in Panel workfiles. Note that this is not special Probit/Logit estimation code specially for panels, all it does is treat the panel as a stacked data set. Any dynamics in an equation (such as lags) will be handled correctly though - lags will not go across cross-sections, even though the data is being treated as a stacked data set.

[lkonya]

I tried to estimate probit/logit and censored regressions in a Dated Panel workfile, but as soon as I select these methods the Panel Options page disappears from the equation object. How can I specify the time and cross-section effects? If I augment the equation with time and cross-section dummy variables myself, I receive the "Out of memory"message, even if I try to estimate with LS.

Any help would be greatly appreciated.

Thanks

László

[EViews Glenn]

We don't have built-in features for doing this, so in principle the method you are doing is what you should be trying. How many cross-sections and periods do you have?