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Bootstrap Probit Model
Posted: Mon Feb 22, 2016 8:24 am
by ww34
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?
Re: Bootstrap Probit Model
Posted: Mon Feb 22, 2016 9:06 am
by EViews Gareth
I believe the EqBootstrap code is pretty easy to follow.
Re: Bootstrap Probit Model
Posted: Mon Feb 22, 2016 4:51 pm
by ww34
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.
Re: Bootstrap Probit Model
Posted: Mon Feb 22, 2016 6:22 pm
by EViews Gareth
File->open->program in add-ins folder