Binary Regression

This method estimates coefficients of the regression model, in which the dependent variable may take the values 0 or 1. The following models are provided in the method:

Consider the example of linear regression model:

yt = 1 - F(-x'tβ) + εt

t = 1, …, n

Where:

See also:

Library of Methods and Models | Modeling Container: Binary Choice Model (Maximum-Likelihood Method Estimation) | ISmBinaryModel