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.
# 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