Hi,
I would like to ask a question on internal variables in gretl. From
the command reference I have learned that one can access the fitted
values from the mast regression command using an internal variable
called $yhat. So, after running a probit regression one can obtain the
predicted probabilities via $yhat. I would like to know if there is a
variable that stores the values of the linear predictor. Formally, in
addition to obtaining F(xb), I would also like to obtain xb, for
non-linear models such as probit, logit or poisson. In probit
regression, the linear predictor will e.g. be useful for computing
Mills' ratio or slopes (other than those computed by gretl).
I have another slightly related question. Under the genr entry, the
gretl command reference tells that one can access estimated
coefficients using coeff(var). I tried the following using one of
Wooldridge's sample datasets:
open jtrain2
ols re78 const train
genr pre = $yhat
genr mycoeff = coeff(train)
The script runs fine until the last line. There it stops and tells me:
? genr mycoeff = coeff(train)
Syntax error in genr formula
Error executing script: halting
genr mycoeff = coeff(train)
I couldn't find any hints on a potential mistake in the documentation.
Could anyone tell me what's wrong here? I am using gretl 1.5.0 (build
date 01/17/2006) on Windows XP.
Thanks for your attention.
best wishes,
jean