I’m a bit confuse…
In the Schweser videos, about qualitative dependent variable (logit, probit and discriminant models);
they say that we can’t use OLS analysis for this models
and in the Schweser notes;
“the analysis of regression models with qualitative dependent variables is the same as we have been discussing all through the topic review. Examine coefficients using T-test, determine the validity of the model with F test and R2 and look for serial cor, hetero, and multicollinearity”
Thanks for your answer!