Estimation of Logit/Probit model in Panel

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cknitin
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Joined: Tue Aug 10, 2010 10:27 pm

Estimation of Logit/Probit model in Panel

Postby cknitin » Mon Aug 16, 2010 4:53 am

Hi Everybody,

I’m using Eviews 7. I understand that Eviews can do estimation of logit/probit model in a panel structured workfile, but will make no allowance for the panel structure in estimation. Does this mean that the results would not be robust against alternative estimation techniques?

Nitin

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Estimation of Logit/Probit model in Panel

Postby EViews Glenn » Mon Aug 16, 2010 9:14 am

I'm not certain what "robust to alternative estimation techniques" means.

I will say that since no allowance is made for the panel structure (apart from lags) the estimates will not be robust to things like cross-section specific effects.


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