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Student Support Forum: 'Regressions: 2SLS and Probit' topicStudent Support Forum > General > Archives > "Regressions: 2SLS and Probit"

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Randy Silvers
02/26/07 4:30pm

I'd like to run some regressions with limited dependent variables. OLS, which Regress does, will not work. Also, I'd like to run regressions with two dependent variables, which means using two-stage least squares.

What commands in Mathematica are there to run 2SLS?

What commands in Mathematica are there to run a Probit?

I'd also like to run a regression with an ordered probit, in which the dependent variable is an integer with a maximum value, such as {0, 1, 2, 3, 4}.

Do I need to use Experimental Data Analyst, or is this for older versions of Mathematica?

Can NonlinearFit or NonlinearRegress perform these if I change the Method? If so, which method?

It seems that Regress is only for OLS and provides corrections for heteroskedasticity and serial correlation, but not simultaneity (2SLS) and certainly not for a limited dependent variable.

It seems that NonlinearFit and NonlinearRegress are for models that have parameters in some non-linear fashion.

A probit (and a logit) have linear parameters, but OLS is inapplicable.

I have Mathematica 5.2.


URL: sirandol@deakin.edu.au,

Subject (listing for 'Regressions: 2SLS and Probit')
Author Date Posted
Regressions: 2SLS and Probit Randy Silvers 02/26/07 4:30pm
Re: Regressions: 2SLS and Probit Forum Modera... 02/28/07 11:44am
Re: Regressions: 2SLS and Probit Randy Silvers 03/01/07 04:45am
Re: Regressions: 2SLS and Probit Forum Modera... 03/01/07 7:43pm
Re: Regressions: 2SLS and Probit Forum Modera... 03/06/07 10:47am
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