Re: [Gretl-users] Fixed Effect crashed when I tried to include over 5000 entity dummies

On Sat, 9 Feb 2019, Riccardo (Jack) Lucchetti wrote: Ok, so I put together a small script that performs ML of random-effects tobit via Gauss-Hermite integration (attached). It would be nice to find some kind soul that turns this into a function package. ------------------------------------------------------- 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 -------------------------------------------------------