Re: [Gretl-users] bivariate probit (in a loop)

Dear Jack, I'm still stuck in bivariate probit models and suspect something strange going out there. When I estimate a (highly correlated) bivariate model (providing the --robust and --cluster options) throught the GUI and try to save the $yhat matrix through the console, I got the same (not so) error message: > The statistic you requested is not available >>> genr series predict_external = $yhat[,1] Instead, when I estimate the model through the console (or script) everything works fine ??? Best Artur *From:* Riccardo (Jack) Lucchetti <r.lucchetti(a)univpm.it&gt; *Date:* 2014-04-28 07:49 *To:* Gretl list <gretl-users(a)lists.wfu.edu&gt; *Subject:* 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> ------------------------------------------------------- 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 ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users