Bootstrap Probit Model

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ww34
Posts: 7
Joined: Tue May 06, 2014 6:59 am

Bootstrap Probit Model

Postby ww34 » Mon Feb 22, 2016 8:24 am

I am trying to bootstrap a probit model. I have the eviews EqBootstrap add-in which works perfectly fine for my OLS model but I can't use it for the probit model. Any idea on where to start with a code would be extremely helpful!

I was also wondering if it is possible to bootstrap IV?

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Bootstrap Probit Model

Postby EViews Gareth » Mon Feb 22, 2016 9:06 am

I believe the EqBootstrap code is pretty easy to follow.

ww34
Posts: 7
Joined: Tue May 06, 2014 6:59 am

Re: Bootstrap Probit Model

Postby ww34 » Mon Feb 22, 2016 4:51 pm

I am really sorry but could you direct me to where I could find the code for bootstrapping manually/bootstrapping a probit model. As I said in my previous post, there is no problem with the EqBootstrap add-in - it is just that it only works on linear models which the probit model is not.

EViews Gareth
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Re: Bootstrap Probit Model

Postby EViews Gareth » Mon Feb 22, 2016 6:22 pm

File->open->program in add-ins folder


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