[Gretl-devel] Re: $test accessor after biprobit
On Sat, 31 Oct 2020, Sven Schreiber wrote:
> IMO we should change the output of biprobit and make rho a
"first class
> citizen", that is include it in the output just like the other estimated
> parameters as well as storing it as the last element of $coeff and
> enlarging $vcv and $stderr as needed, but I'd like to hear your opinion
> on this before I start working on the code.
If the previous thing was buggy, then I guess the incompatibility is
somehow unavoidable. In that sense I'd say go ahead.
Not necessarily. We may decide to keep $coeff and $vcv the way they are
now (that is, without rho) and just fix $vcv. But as I said, I'd be
happier if we changed this design decision. If Allin gives me the green
light on this, I'll try to get things done asap (not before Monday,
thoough, I'm afraid).
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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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