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
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@univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
_______________________________________________
Gretl-users mailing list
Gretl-users@lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users