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Multinomial Probit Model

Posted: Tue Mar 10, 2009 4:44 am
by joshua88
Hi

At first I was running a probit model to analyse gambling and UK National Lottery Participation - however I am now changing this to a multinomial probit model and have no idea how to program this into eviews i.e. run a program to model this. I'm sure this is just a simple command however so far I am getting nowhere, I'm currently using Eviews 6 too.

Any suggestions would be great!

Re: Multinomial Probit Model

Posted: Tue Mar 10, 2009 9:02 am
by EViews Glenn
It isn't a built-in feature. We have an example program for doing multinomial logit using the logl provided in your EViews example programs directory, but not the multinomial probit, as that is a more difficult specification to estimate...