gretl version 1.10.0cvs Current session: 2014-10-22 17:13 ? list industry = dummify(SIC2DIGIT) Generated list industry ? list year = dummify(time) Generated list year # ------------------ estimation modèle 5 ? smpl full Full data range: 1 - 2590 (n = 2590) ? list x1 = const POT1 industry year Generated list x1 ? list x2 = const POT2 industry year Generated list x2 ? smpl (ok(x1) && ok(x2)) --restrict No observations were dropped! Full data range: 1 - 2590 (n = 2590) ? biprobit external equity x1 ; x2 --save-xbeta --robust --cluster=i_firm Not a Number in calculation Error executing script: halting > biprobit external equity x1 ; x2 --save-xbeta --robust --cluster=i_firm ----------------------------- A FEW SECONDS AFTER: 2nd Attempt gretl version 1.10.0cvs Current session: 2014-10-22 17:13 ? list industry = dummify(SIC2DIGIT) Replaced list industry ? list year = dummify(time) Replaced list year # ------------------ estimation modèle 5 ? smpl full Full data range: 1 - 2590 (n = 2590) ? list x1 = const POT1 industry year Replaced list x1 ? list x2 = const POT2 industry year Replaced list x2 ? smpl (ok(x1) && ok(x2)) --restrict No observations were dropped! Full data range: 1 - 2590 (n = 2590) ? biprobit external equity x1 ; x2 --save-xbeta --robust --cluster=i_firm Successive criterion values within tolerance (1e-006) Model 1: Bivariate probit, using observations 1-2590 (n = 2575) Missing or incomplete observations dropped: 15 coefficient std. error z p-value ---------------------------------------------------------------- external: const −4.04969 0.396621 −10.21 1.78e-024 *** POT1 2.23677 0.0292059 76.59 0.0000 *** DSIC2DIGIT_2 −0.258210 0.0690451 −3.740 0.0002 *** DSIC2DIGIT_3 −0.193572 0.0975060 −1.985 0.0471 ** DSIC2DIGIT_4 −0.105888 0.0957174 −1.106 0.2686 DSIC2DIGIT_5 −0.0638163 0.0867734 −0.7354 0.4621 DSIC2DIGIT_6 0.0790547 0.0937179 0.8435 0.3989 DSIC2DIGIT_7 0.00204137 0.0898537 0.02272 0.9819 DSIC2DIGIT_8 0.248931 0.0902771 2.757 0.0058 *** Dtime_2 4.59556 0.0876129 52.45 0.0000 *** Dtime_3 4.46691 0.391792 11.40 4.12e-030 *** Dtime_4 3.90770 0.390385 10.01 1.38e-023 *** Dtime_5 3.44544 0.544806 6.324 2.55e-010 *** Dtime_6 3.74945 0.544877 6.881 5.93e-012 *** Dtime_7 3.90935 0.431746 9.055 1.37e-019 *** Dtime_8 3.52670 0.407125 8.662 4.62e-018 *** Dtime_9 3.64793 0.389487 9.366 7.53e-021 *** Dtime_10 3.82850 0.388480 9.855 6.52e-023 *** Dtime_11 3.93410 0.388025 10.14 3.72e-024 *** Dtime_12 3.87075 0.387938 9.978 1.91e-023 *** Dtime_13 4.02743 0.387806 10.39 2.90e-025 *** Dtime_14 4.09139 0.387620 10.56 4.81e-026 *** Dtime_15 3.80329 0.387340 9.819 9.33e-023 *** Dtime_16 3.57374 0.387233 9.229 2.73e-020 *** Dtime_17 3.24587 0.387129 8.384 5.10e-017 *** Dtime_18 3.58737 0.387083 9.268 1.90e-020 *** Dtime_19 4.08325 0.387012 10.55 5.04e-026 *** Dtime_20 3.78191 0.387005 9.772 1.48e-022 *** equity: const −5.05312 0.388631 −13.00 1.19e-038 *** POT2 1.23295 0.0527161 23.39 5.59e-121 *** DSIC2DIGIT_2 −0.00115799 0.000000 NA NA DSIC2DIGIT_3 −0.179999 0.000000 NA NA DSIC2DIGIT_4 −0.341503 0.000000 −1.#IO NA DSIC2DIGIT_5 −0.415738 0.000000 −1.#IO NA DSIC2DIGIT_6 −0.0532174 0.000000 −1.#IO NA DSIC2DIGIT_7 −0.331081 0.000000 −1.#IO NA DSIC2DIGIT_8 0.219548 0.000000 1.#IO NA Dtime_2 4.12090 0.000000 1.#IO NA Dtime_3 3.69270 0.000000 1.#IO NA Dtime_4 4.31111 0.000000 1.#IO NA Dtime_5 3.98876 0.000000 1.#IO NA Dtime_6 3.96633 0.000000 1.#IO NA Dtime_7 3.83998 0.000000 1.#IO NA Dtime_8 3.88550 0.000000 1.#IO NA Dtime_9 3.68195 0.000000 1.#IO NA Dtime_10 3.67181 0.000000 1.#IO NA Dtime_11 3.51308 0.000000 1.#IO NA Dtime_12 3.46393 0.000000 0.0000 NA Dtime_13 3.41704 0.000000 1.#IO NA Dtime_14 3.67947 0.000000 1.#IO NA Dtime_15 3.45135 0.000000 1.#IO NA Dtime_16 3.31604 0.000000 1.#IO NA Dtime_17 3.26387 0.000000 1.#IO NA Dtime_18 3.65189 0.000000 1.#IO NA Dtime_19 3.81091 0.000000 1.#IO NA Dtime_20 3.68825 0.000000 1.#IO NA Log-likelihood −1745.188 Akaike criterion 3604.375 Schwarz criterion 3938.362 Hannan-Quinn 3725.411 rho = 0.977342 # genr matrix predict_prob = $yhat ? genr series predict_external = $yhat[,1] The statistic you requested is not available Error executing script: halting > genr series predict_external = $yhat[,1] ----------------------------- AND A FEW SECONDS AFTER: 3rd Attempt gretl version 1.10.0cvs Current session: 2014-10-22 17:16 ? list industry = dummify(SIC2DIGIT) Replaced list industry ? list year = dummify(time) Replaced list year # ------------------ estimation modèle 5 ? smpl full Full data range: 1 - 2590 (n = 2590) ? list x1 = const POT1 industry year Replaced list x1 ? list x2 = const POT2 industry year Replaced list x2 ? smpl (ok(x1) && ok(x2)) --restrict No observations were dropped! Full data range: 1 - 2590 (n = 2590) ? biprobit external equity x1 ; x2 --save-xbeta --robust --cluster=i_firm Successive criterion values within tolerance (1e-006) Model 2: Bivariate probit, using observations 1-2590 (n = 2575) Missing or incomplete observations dropped: 15 coefficient std. error z p-value ----------------------------------------------------------------- external: const −4.04969 0.396621 −10.21 1.78e-024 *** POT1 2.23677 0.0292059 76.59 0.0000 *** DSIC2DIGIT_2 −0.258210 0.0690451 −3.740 0.0002 *** DSIC2DIGIT_3 −0.193572 0.0975060 −1.985 0.0471 ** DSIC2DIGIT_4 −0.105888 0.0957174 −1.106 0.2686 DSIC2DIGIT_5 −0.0638163 0.0867734 −0.7354 0.4621 DSIC2DIGIT_6 0.0790547 0.0937179 0.8435 0.3989 DSIC2DIGIT_7 0.00204137 0.0898537 0.02272 0.9819 DSIC2DIGIT_8 0.248931 0.0902771 2.757 0.0058 *** Dtime_2 4.59556 0.0876129 52.45 0.0000 *** Dtime_3 4.46691 0.391792 11.40 4.12e-030 *** Dtime_4 3.90770 0.390385 10.01 1.38e-023 *** Dtime_5 3.44544 0.544806 6.324 2.55e-010 *** Dtime_6 3.74945 0.544877 6.881 5.93e-012 *** Dtime_7 3.90935 0.431746 9.055 1.37e-019 *** Dtime_8 3.52670 0.407125 8.662 4.62e-018 *** Dtime_9 3.64793 0.389487 9.366 7.53e-021 *** Dtime_10 3.82850 0.388480 9.855 6.52e-023 *** Dtime_11 3.93410 0.388025 10.14 3.72e-024 *** Dtime_12 3.87075 0.387938 9.978 1.91e-023 *** Dtime_13 4.02743 0.387806 10.39 2.90e-025 *** Dtime_14 4.09139 0.387620 10.56 4.81e-026 *** Dtime_15 3.80329 0.387340 9.819 9.33e-023 *** Dtime_16 3.57374 0.387233 9.229 2.73e-020 *** Dtime_17 3.24587 0.387129 8.384 5.10e-017 *** Dtime_18 3.58737 0.387083 9.268 1.90e-020 *** Dtime_19 4.08325 0.387012 10.55 5.04e-026 *** Dtime_20 3.78191 0.387005 9.772 1.48e-022 *** equity: const −5.05312 0.388631 −13.00 1.19e-038 *** POT2 1.23295 0.0527161 23.39 5.59e-121 *** DSIC2DIGIT_2 −0.00115799 0.000000 −1.131e+307 0.0000 *** DSIC2DIGIT_3 −0.179999 0.000000 NA NA DSIC2DIGIT_4 −0.341503 0.000000 −1.#IO NA DSIC2DIGIT_5 −0.415738 0.000000 −1.#IO NA DSIC2DIGIT_6 −0.0532174 0.000000 −1.#IO NA DSIC2DIGIT_7 −0.331081 0.000000 −1.#IO NA DSIC2DIGIT_8 0.219548 0.000000 NA NA Dtime_2 4.12090 0.000000 NA NA Dtime_3 3.69270 0.000000 1.554e+306 0.0000 *** Dtime_4 4.31111 0.000000 1.504e+298 0.0000 *** Dtime_5 3.98876 0.000000 1.#IO NA Dtime_6 3.96633 0.000000 NA NA Dtime_7 3.83998 0.000000 NA NA Dtime_8 3.88550 0.000000 NA NA Dtime_9 3.68195 4.11483e+304 0.0000 1.0000 Dtime_10 3.67181 0.000000 1.#IO NA Dtime_11 3.51308 0.000000 1.#IO NA Dtime_12 3.46393 0.000000 NA NA Dtime_13 3.41704 0.000000 NA NA Dtime_14 3.67947 0.000000 1.#IO NA Dtime_15 3.45135 0.000000 1.#IO NA Dtime_16 3.31604 0.000000 NA NA Dtime_17 3.26387 0.000000 NA NA Dtime_18 3.65189 1.46514e+238 0.0000 1.0000 Dtime_19 3.81091 3.06429e+271 0.0000 1.0000 Dtime_20 3.68825 0.000000 1.#IO NA Log-likelihood −1745.188 Akaike criterion 3604.375 Schwarz criterion 3938.362 Hannan-Quinn 3725.411 rho = 0.977342 # genr matrix predict_prob = $yhat ? genr series predict_external = $yhat[,1] The statistic you requested is not available Error executing script: halting > genr series predict_external = $yhat[,1] ----------------------------- AND A FEW SECONDS AFTER: : 4th Attempt gretl version 1.10.0cvs Current session: 2014-10-22 17:20 ? list industry = dummify(SIC2DIGIT) Replaced list industry ? list year = dummify(time) Replaced list year # ------------------ estimation modèle 5 ? smpl full Full data range: 1 - 2590 (n = 2590) ? list x1 = const POT1 industry year Replaced list x1 ? list x2 = const POT2 industry year Replaced list x2 ? smpl (ok(x1) && ok(x2)) --restrict No observations were dropped! Full data range: 1 - 2590 (n = 2590) ? biprobit external equity x1 ; x2 --save-xbeta --robust --cluster=i_firm Successive criterion values within tolerance (1e-006) Model 3: Bivariate probit, using observations 1-2590 (n = 2575) Missing or incomplete observations dropped: 15 coefficient std. error z p-value --------------------------------------------------------------- external: const −4.04969 0.396621 −10.21 1.78e-024 *** POT1 2.23677 0.0292059 76.59 0.0000 *** DSIC2DIGIT_2 −0.258210 0.0690451 −3.740 0.0002 *** DSIC2DIGIT_3 −0.193572 0.0975060 −1.985 0.0471 ** DSIC2DIGIT_4 −0.105888 0.0957174 −1.106 0.2686 DSIC2DIGIT_5 −0.0638163 0.0867734 −0.7354 0.4621 DSIC2DIGIT_6 0.0790547 0.0937179 0.8435 0.3989 DSIC2DIGIT_7 0.00204137 0.0898537 0.02272 0.9819 DSIC2DIGIT_8 0.248931 0.0902771 2.757 0.0058 *** Dtime_2 4.59556 0.0876129 52.45 0.0000 *** Dtime_3 4.46691 0.391792 11.40 4.12e-030 *** Dtime_4 3.90770 0.390385 10.01 1.38e-023 *** Dtime_5 3.44544 0.544806 6.324 2.55e-010 *** Dtime_6 3.74945 0.544877 6.881 5.93e-012 *** Dtime_7 3.90935 0.431746 9.055 1.37e-019 *** Dtime_8 3.52670 0.407125 8.662 4.62e-018 *** Dtime_9 3.64793 0.389487 9.366 7.53e-021 *** Dtime_10 3.82850 0.388480 9.855 6.52e-023 *** Dtime_11 3.93410 0.388025 10.14 3.72e-024 *** Dtime_12 3.87075 0.387938 9.978 1.91e-023 *** Dtime_13 4.02743 0.387806 10.39 2.90e-025 *** Dtime_14 4.09139 0.387620 10.56 4.81e-026 *** Dtime_15 3.80329 0.387340 9.819 9.33e-023 *** Dtime_16 3.57374 0.387233 9.229 2.73e-020 *** Dtime_17 3.24587 0.387129 8.384 5.10e-017 *** Dtime_18 3.58737 0.387083 9.268 1.90e-020 *** Dtime_19 4.08325 0.387012 10.55 5.04e-026 *** Dtime_20 3.78191 0.387005 9.772 1.48e-022 *** equity: const −5.05312 0.388631 −13.00 1.19e-038 *** POT2 1.23295 0.0527161 23.39 5.59e-121 *** DSIC2DIGIT_2 −0.00115799 0.000000 −1.131e+307 0.0000 *** DSIC2DIGIT_3 −0.179999 0.000000 NA NA DSIC2DIGIT_4 −0.341503 1.06892 −0.3195 0.7494 DSIC2DIGIT_5 −0.415738 0.00579612 −71.73 0.0000 *** DSIC2DIGIT_6 −0.0532174 0.0323937 −1.643 0.1004 DSIC2DIGIT_7 −0.331081 0.0646037 −5.125 2.98e-07 *** DSIC2DIGIT_8 0.219548 0.0622554 3.527 0.0004 *** Dtime_2 4.12090 0.0511645 80.54 0.0000 *** Dtime_3 3.69270 0.0596815 61.87 0.0000 *** Dtime_4 4.31111 0.0548615 78.58 0.0000 *** Dtime_5 3.98876 0.0553796 72.03 0.0000 *** Dtime_6 3.96633 0.0521593 76.04 0.0000 *** Dtime_7 3.83998 1.04305 3.681 0.0002 *** Dtime_8 3.88550 1.03558 3.752 0.0002 *** Dtime_9 3.68195 2.01687 1.826 0.0679 * Dtime_10 3.67181 2.01740 1.820 0.0687 * Dtime_11 3.51308 1.26664 2.774 0.0055 *** Dtime_12 3.46393 1.12629 3.076 0.0021 *** Dtime_13 3.41704 1.03082 3.315 0.0009 *** Dtime_14 3.67947 1.02549 3.588 0.0003 *** Dtime_15 3.45135 1.02309 3.373 0.0007 *** Dtime_16 3.31604 1.02263 3.243 0.0012 *** Dtime_17 3.26387 1.02194 3.194 0.0014 *** Dtime_18 3.65189 1.02096 3.577 0.0003 *** Dtime_19 3.81091 1.01949 3.738 0.0002 *** Dtime_20 3.68825 1.01892 3.620 0.0003 *** Log-likelihood −1745.188 Akaike criterion 3604.375 Schwarz criterion 3938.362 Hannan-Quinn 3725.411 rho = 0.977342 # genr matrix predict_prob = $yhat ? genr series predict_external = $yhat[,1] The statistic you requested is not available Error executing script: halting > genr series predict_external = $yhat[,1]