I’m really appreciate your article and I want know, how can logit and probit error terms with clear explanation like a this article. Thanks My Guru b!!

Hi Abdullahi
Thanks for your appreciation.
Regarding your query, logit model represents the log odds of outcome modeled as linear combination of predictor variables while probit model is majorly binary outcome variables wherein inverse standard distribution of probability is modeled as linear combination of predictor variables. Choice between two models depend on individual preferences and syntax of command in stata for these model is
logit/probit dependentvariable continuousvariables i.ordinalvariable

Hi,
My name is Anju. I am trying to do a VAR model. My residual plot shows that my model has hetroskedasticity. How can I solve this problem in VAR model . I am using Stata. My variables have a lot of negative values , so they cannot be changed into log form. In this situation, how can I solve the problem of hetroskedasticity? I hope you can help me !

11 months & 3 weeks ago

test for normality, autocorrelation, and model determination with stata commands

1 year & 3 months ago

None of te ways to check for heterscedasticity works for me. It says no estimates found.

This is my do file:

reshape long gov env soc esg roa bet lto tdt, i(identifier) j(year)

destring gov env soc esg roa bet lto tdt, replace

encode identifier, generate (company_id)

encode c_id, generate (country_id)

tabulate Timehorizon

tabulate Timehorizon, gen(t)

sort company_id year

tsset company_id year

winsor2 roa, replace cut (5 95)

winsor2 gov, replace cut (5 95)

winsor2 soc, replace cut (5 95)

winsor2 env, replace cut (5 95)

winsor2 esg, replace cut (5 95)

winsor2 bet, replace cut (5 95)

winsor2 lto, replace cut (5 95)

winsor2 tdt, replace cut (5 95)

summarize roa esg gov env soc bet lto tdt t1 t2 t3

correlate roa esg gov env soc bet lto tdt t1 t2 t3

xtreg roa gov env soc bet lto tdt t1 t2 t3, fe

estimates store fixed

xtreg roa gov env soc bet lto tdt t1 t2 t3, re

estimates store random

hausman fixed random

alpha roa esg gov soc env lto tdt bet t1 t2 t3

xtreg roa gov env soc lto tdt bet i.t2 i.t3 c.gov#i.t2 c.gov#i.t3

xtreg roa gov lto tdt bet i.t2 i.t3 c.gov#i.t2 c.gov#i.t3, re

rvfplot, yline(0)

2 years & 7 months ago

’I’m really appreciate your article .i did saw any good explanation until now like your article

thanksssssssssssssssssssssssss

^{}2 years & 7 months ago

Thanks

3 years & 6 months ago

I’m really appreciate your article and I want know, how can logit and probit error terms with clear explanation like a this article. Thanks My Guru b!!

^{}3 years & 6 months ago

Hi Abdullahi

Thanks for your appreciation.

Regarding your query, logit model represents the log odds of outcome modeled as linear combination of predictor variables while probit model is majorly binary outcome variables wherein inverse standard distribution of probability is modeled as linear combination of predictor variables. Choice between two models depend on individual preferences and syntax of command in stata for these model is

logit/probit dependentvariable continuousvariables i.ordinalvariable

4 years & 9 months ago

Im looking for a comand in stata that allow me to know if my VAR model had Heteroskedastic problems…would you help me.

4 years & 10 months ago

hello i need interpretation for robust analysis which means how we can identify that heteroscedasticity was solved

5 years & 2 months ago

In Figure 7: Residuals versus fitted plot for heteroscedasticity test in STATT

need I all the variable heteroscedasticity

5 years & 6 months ago

No.

You CAN’T. (Dr Lee)

5 years & 6 months ago

Hi,

My name is Anju. I am trying to do a VAR model. My residual plot shows that my model has hetroskedasticity. How can I solve this problem in VAR model . I am using Stata. My variables have a lot of negative values , so they cannot be changed into log form. In this situation, how can I solve the problem of hetroskedasticity? I hope you can help me !