LGT Instruction

LGT has been deprecated, and is no longer documented in the Reference Manual. Although LGT still works, we recommend you use the newer DDV instruction, which can handle logit, probit, and other variations on these models. DDV(DIST=LOGIT,other options) can directly replace LGT(options)

LGT( options ) depvar start end probs

# list of explanatory variables (in Regression Format)

Estimates a logit model.

Parameters

depvar	dependent variable with values coded ad zeros and non-zeros
start, end	range for estimation, defaults to maximum range possible given variables
probs	series for probabilities of achieving observed values

Options

Standard Regression Options

Standard Non-Linear Estimation Options

Robust Error Options

EQUATION=Equation to estimate [unused]

INITIAL=VECTOR of initial estimates [zeros]

Variables

%BETA	coefficient vector (VECTOR)
%XX	Estimated covariance matrix (SYMMETRIC)
%STDERRS	vector of coefficient standard errors (VECTOR)
%TSTATS	vector of t-statistics of the coefficients (VECTOR)
%NOBS	number of observations (INTEGER)
%NREG	number of regressors (INTEGER)
%LOGL	log likelihood value (REAL)
%NCORRECT	number of cases correct (INTEGER)
%FUNCVAL	final value of the function being maximized. (REAL)
%ITERS	iterations completed (INTEGER)
%CONVERGED	=1 or 0. 1 indicates that the process converged.
%CONVCRIT	final convergence criterion (REAL). This will be equal to zero if the sub-iteration limit was reached on the last iteration.
%RSQUARED	pseudo \(R^2\) measure (REAL)