x Turn on thread page Beta
 You are Here: Home

# Econometrics Help:Probit! watch

1. Hello, well basically this is the question:

Ei=1 when ai+BAi+ui>0
And Ei=0 otherwise

Now suppose ui is a uniform random variable taking values between -0.5 and 0.5. Therefore, the p.d.f. of u is given by f (u) = 1 .for u ∈ [-0.5, 0.5], and the c.d.f. of u is given by F (u) = U + 0.5.
a) Write the log-likelihood function for the case u is uniform.
b) What are the first order conditions from maximizing this likelihood?
Completely lost on how to do the likelihood let alone the log likelihood for uniform distribution.
2. Well what is the pdf for the uniform? Then how is the likelihood function defined?

Once you know those you can do the likelihood for uniform and just take logs for a)

Anyway, to check:

http://math.stackexchange.com/questi...m-distribution

TSR Support Team

We have a brilliant team of more than 60 Support Team members looking after discussions on The Student Room, helping to make it a fun, safe and useful place to hang out.

This forum is supported by:
Updated: April 4, 2013
Today on TSR

### Boyfriend slept with someone else

...we were on a break

### Mum says she'll curse me if I don't go to uni

Poll
Useful resources

The Student Room, Get Revising and Marked by Teachers are trading names of The Student Room Group Ltd.

Register Number: 04666380 (England and Wales), VAT No. 806 8067 22 Registered Office: International House, Queens Road, Brighton, BN1 3XE