Re: [Gretl-devel] Forecast based on ordered probit
On Wed, 16 Dec 2015, Artur Tarassow wrote:
Thanks for the response, Sven. $fcast provides (as expected) the same
information.
The point is that I need for the computation of the out-of-sample
probabilities A) the cut-values (provided via $coeff) as well as the
forecasted "z-hat values" which I am not aware of on how to access these.
The z-hat values are just X\hat{beta}.
probit y X
X -= const
series zhat = {X}*$coeff[1:nelem(X)]
Allin