Dear devels,
hope you've had nice holidays so far.
I have started using the new random-effects probit in gretl, and I will
also try out the fixed-effects logit (conditional) function package
soon. I was wondering, however, why (instead of RE-probit or in addition
to it) Jack didn't implement the RE-logit. It would seem more natural to
have the two logits together (RE and FE), and not an incomplete mix of
probit and logit. (I'm aware of the impossibility of FE-probit.)
Is it something technical which makes RE-logit more difficult to
program? (I really have no idea.)
thanks,
sven