[Gretl-users] Re: Ordered Logit: creating predicted values

On Sat, Aug 20, 2022 at 6:20 AM Marcin Błażejowski <marcin(a)wrzosy.nsb.pl&gt; wrote: > I'd like to estimate Ordered Logit and create discrete predicted values > (inside a sample). Simple script: > > <hansl> > set verbose off > open wtp.gdt > list X = 1 2 9 10 11 > > yvalues = values(depvar) > > logit depvar 0 X > cuts = $coeff[$model["nx"]+1:end] > > YHAT = ($yhat .<= cuts[1]) * yvalues[1] > loop i=2..nelem(cuts) --quiet > YHAT += (($yhat .> cuts[i-1]) && ($yhat .<= cuts[i])) * yvalues[i] > endloop > YHAT += ($yhat .> cuts[end]) * yvalues[end] > series yhat = YHAT > > printf "\ncorrectly predicted: (model) %d vs. (manual) %d\n", > $model["correct"], sum(depvar == yhat) > </hansl> > > What am I doing wrong? I recommend looking at the code and documentation for the oprobit_predict function package (which covers ordered logit as well as probit).