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binary dependent variable modes, deviance

Posted: Mon Nov 15, 2010 7:25 pm
by maxchen
the currently EV71 report deviance for binary model

Code: Select all

%ex7 = "\Example Files\EV7 Manual Data" %ch26 = "\Chapter 26 - Discrete and Limited Dependent Variable Models" %wf = @evpath + %ex7 +%ch26 +"\binary.wf1" wfopen %wf equation eq01.binary grade c gpa tuce psi
in the output, the "Deviance", and "Restr. deviance" are not document in the manual, what are they?

Re: binary dependent variable modes, deviance

Posted: Tue Nov 16, 2010 10:39 am
by EViews Glenn
We added them to the binary models when we added them to the EViews 7 GLM estimator. The screen-shots for binary weren't redone. I'll put this on the list of things for the next manual.

Look in the GLM chapter for discussion. Or even better, a real reference such as Agresti, or Nelder and McCullagh.