Re: [Gretl-users] ordered probit
That works great now, Allin. Thanks heaps!
PS
-----Original Message-----
From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] On
Behalf Of Allin Cottrell
Sent: Wednesday, January 07, 2015 1:09 PM
To: Gretl list
Subject: Re: [Gretl-users] ordered probit
On Tue, 6 Jan 2015, Summers, Peter wrote:
[T]he ordered probit thing is still there. I'm using a script
with
generic notation "model4 <- probit y 0 x(-1 to -5)." I get the same
result (lagged y included) via the gui, but running your script works
as expected (no lagged y). I'll send you my data and a script that
generates the weirdness off-list.
That should now be fixed in CVS and snapshots.
The spurious "extra regressors" you were seeing were not actually lags, they
were dummies for some of the levels of the dependent variable; they somehow got into the
mix due to failure of the algorithm that was supposed to normalize the dependent variable
(that is, to transform it such that it comprises consecutive integer values starting at
zero). I've replaced that algorithm with a smarter one.
It should now be safe to pass a series with non-integral values as the dependent variable
in ordered probit, provided it has been sucessfully marked as discrete.
(I'm still not sure exactly what triggered the problem in your test
case: it turned out that y having non-integral values was not a sufficient condition. But
anyway the new algorithm should handle all
cases.)
Allin
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