Re: [Gretl-devel] logit problem
On Wed, 12 Nov 2014, Sven Schreiber wrote:
Hi,
when 'logit' is automatically dropping variables (or observations?)
because of perfect prediction, there is a problem it seems:
<hansl>
open abdata.gdt
series binary = (INDOUTPT > INDOUTPT(-1))
series bincheck = binary
logit binary const EMP bincheck
</hansl>
produces this error message here:
<error>
Note: bincheck != 0 predicts success perfectly
338 observations not used
Not a Number geschah bei Berechnung
Fehler bei Skriptausführung: Stopp
> logit binary const EMP bincheck
</error>
(BTW, note the non-translated strings, perhaps they still need to be
marked for translation?)
Well, at least gretl didn't crash! But seriously, how do you reckon
gretl ought to respond when fed a nonsensical specification such as
this? Should we check every regressor to verify that it's not
identical to the regressand? That would enable us to emit a more
precise error message but I'm not sure it's worthwhile. (And it
would still miss cases where a linear combination of the regressors
is exactly equal to the regressand.)
Allin