Grocer Function

NAME

probit - probit regression

CALLING SEQUENCE

[rprobit]=probit(namey,arg1,...,argn)

PARAMETERS

Input

Output

DESCRIPTION

Computes Probit Regression. Endogenous variable must be given first, as a vector, a ts, between quotes (if the user wants to keep the name of the variable in the tlist result and for the printings) or not. Exogenous variables are given after, in one of the formats authorized for the endogenous one, or in matrix format. The program displays on screen various results (coefficients, tstat, Rē, Durbin and Watson, first order autocorrelation of residuals,...) except if the user has entered the argument 'noprint' anywhere after the first argument.

EXAMPLES

1) r = probit('grade','cte','psi','tuce','gpa');
2) r = probit('grade','cte','psi','tuce','gpa', 'tol=sqrt(%eps)', 'noprint', 'maxit=200')

Example 1, taken from probit_d, shows the estimation of a probit model taken from Greene (1997).
Example 2 does the same, except that the options tol and maxit are set to non default values and that the results are not displayed.

AUTHOR

Eric Dubois 2002