Dipen Piyush Modi

4 Questions 4 Answers 0 Followers

Questions related from Dipen Piyush Modi

Why can't I predict residuals and run dwatson test in a probit model?

The commands "predict resid, residuals" and "estat dwatson" work fine in case of on OLS regression but give error when I try to check the residuals in case of a probit model. Can someone please...

09 August 2020 5,588 4 View

What is the procedure to apply Bry Boschan algorithm to rgdp (monthly)?

I intend to generate a binary recession indicator (0 for no recession and 1 indicating a recessionary phase) with the help of Bry-Boschan algorithm. The turning points in the file are from an...

17 June 2020 4,774 0 View

What is the difference between Direct forecasting and Iterated forecasting?

With reference to multi-period forecasting in probit/logit regression.

01 January 1970 8,397 2 View

Does binary outcome (probit/logit) analysis follow the ordinary least squares assumptions?

What are the standard stability testing and model evaluation techniques in such a model?

01 January 1970 8,740 4 View