Re: [Gretl-users] bivariate probit in a loop
On Mon, 28 Apr 2014, artur.bala.tn wrote:
Dear all,
I'm currently estimating a bootstraped bivariate probit through a
progressive loop and retrieve each time the $yhat matrix. At some point,
the execution is interrupted with the "warning":
The statistic you requested is not available
>> genr series predict_external = $yhat[,1]
Is there a perfect prediction symptom behind this message isn't it?
It could be, yes.
Can one, in such a loop, skip cases where the MLE estimation is not
technically possible?
Use "catch": for example,
<hansl>
nulldata 50
small = 0.25
x1 = normal()
x2 = normal()
y1 = x1 + normal()*small > 0.5
y2 = x2 > 0
catch biprobit y1 y2 const x1 ; const x2
err = $error
if !err
z = $yhat
printf "%10.3f", meanc(z)
else
printf "Error!\n"
endif
</hansl>
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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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