[Gretl-users] bivariate probit and the cluster option

Dear all, In a bivariate probit estimation I passed the "cluster" option refering, by mistake, to a non-existing variable. Obviously, gretls doesn't take into account the cluster command as long as the cluster variable doesn't exist. But the tricky stuff is that the output estimation changed (z and p-value) with respect to a previous non-cluster estimation with same independent variables. For replication, try to run the following script from gretl's practice files adding a "fake" cluster variable. Best, Artur open greene25_1.gdt # regressors for first equation list x1 = const age avgexp # regressors for second equation list x2 = const age income ownrent selfempl # no-clustered estimation biprobit anydrg cardhldr x1 ; x2 # faked clustered estimation biprobit anydrg cardhldr x1 ; x2 --cluster=noclustervariable