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Title Downloads

Estimating the Logit and Probit Models with Mathematica
Author

Aylin Aktukun
Organization: Istanbul University
Department: Econometrics
Revision date

2008-01-20
Description

In this work, I introduce the features of my package BinaryResponse.m with a short review of Logit and Probit models. The package calculates the maximum likelihood estimates of parameters, the asymptotic standard errors, t-stats and p-values.
Subject

*Mathematics > Probability and Statistics
Keywords

Binary Response, Logit, Probit, Mathematica 6.0
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BinaryResponse.m (3.9 KB) - Mathematica Package [for Mathematica 6.0]
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BinaryResponse.nb (56.1 KB) - Mathematica Notebook [for Mathematica 6.0]