Probit model, include intercept or not
Posted: Sun Nov 13, 2016 4:26 pm
Hi everybody,
I'm estimating this probit model with two independent variables: X,Y. When I estimate the model including an intercept, Y is not significant, while it's highly significant if I don't include the intercept (X is always significant). How should I interpret this result? is there an argument for not including the intercept?
Thank you in advance,
I'm estimating this probit model with two independent variables: X,Y. When I estimate the model including an intercept, Y is not significant, while it's highly significant if I don't include the intercept (X is always significant). How should I interpret this result? is there an argument for not including the intercept?
Thank you in advance,