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Estimation of Logit/Probit model in Panel

Posted: Mon Aug 16, 2010 4:53 am
by cknitin
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

Re: Estimation of Logit/Probit model in Panel

Posted: Mon Aug 16, 2010 9:14 am
by EViews Glenn
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.