Re: [Gretl-users] Average ME
On Mon, 14 Nov 2016, J. I. wrote:
Hey GRETL-USER
May you can help me with a problem.
I tried to generate AME with the
script from
http://www.learneconometrics.com/gretl/using_gretl_for_POE4.pdf
p. 379-380, but it wont work.
The Error:
? ame(&coef, x)
Liste hat 12 Elemente, aber Länge des Vektors b ist 13
*** error in function ame, line 1
What means the list is short by one.
List x is all regressors (11) of a ordered probit plus the constant.
So it got 12 elements. May it is the DV missig for the Calc? But
where to put it?
The dependent variable is not part pf the calculation. However, I'm
not sure if Lee Adkins' ame() function is set up to handle ordered
probit. In an ordered model you have one or more "extra" coefficients
("cut points") which do not correspond to members of the list of
regressors, and I guess that could account for the mismatch here.
I suspect that one of Oleh Komashko's function packages can handle
average marginal effects for ordered probit. Oleh?
Allin Cottrell