On Tue, 19 Mar 2019, Sven Schreiber wrote:
Am 15.03.2019 um 10:51 schrieb Sven Schreiber:
> Am 15.03.2019 um 10:48 schrieb Riccardo (Jack) Lucchetti:
>
>>
>> Oh, sorry, I had read your message to superficially, sorry. I thought
>> you meant "non-linear" as in "non-OLS". Yes, I think we could
enable
>> that.
>
> I did indeed mean non-OLS, nls was just an example, as was your probit
> example. So sometimes it works and sometimes it doesn't, it's not clear
> to me by what criterion. The aim would be to enable that always, except
> when there are intrinsic reasons not to do it.
OK, first of all, here's a reproducible crash recipe (careful!):
<hansl>
open kennan
duration Ti 0 Prod
vif
</hansl>
Thanks for the report; that's now fixed in git.
* Works already: heckit, logit, quantreg, probit, intreg, lad,
poisson,
tobit
* Doesn't work with vif:
- nls
- mle
- garch (presumably also arch)
- midasreg
- gmm
- biprobit
- tsls
- duration (see above)
I'm sure some of these are intrinsically impossible with vif (midasreg?
biprobit?), but others look as if there is no objective reason.
OK, we can try some experimentation.
Allin