Re: [Gretl-devel] Crash using omit command on ordered probit
On Mon, 7 Dec 2015, Artur T. wrote:
Dear all,
I attached a sample script and my data. Using the "omit" command after
estimating a ordered probit results in a crash on both Ubuntu (64-bit,
current cvs) and Win 7(64-bit, version from last week or so).
Hope these information are helpful.
It's a numerical problem. For example, if you multiply your eubor_3m
variable (and its lags) by 10, the problem disappears. The same happens
with ifo_r1_dln.
It looks as if with the original values some weird condition is triggered
such that the Hessian turns out to be numerically singular. I'll look into
this.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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