Re: [Gretl-users] Probit marginal effects

On Wed, 15 May 2013, Riccardo (Jack) Lucchetti wrote: > On Tue, 14 May 2013, Henrique Andrade wrote: > >> Dear Gretl Community, >> >> I'm trying to replicate the slope calculations that Gretl exhibits on >> Probit >> estimation. In most of the time I can replicate exactly the same numbers, >> but there are some cases that I can not (i.e. the values are different). > > You're right, thanks for spotting this. Actually, the issue can be > replicated via a shorter script: There's no bug at all, in fact: the effect you're seeing is due to the fact that dummy explanatory variables are treated specially: here's a script to replicate the internal calculations [...]