On Wed, 6 Aug 2008, Mike Fontaine wrote:
Here is the copy of the data file. Let me know if you can see
what the problem is. RTG is the dependent variable, all others
are independent.
Thanks very much, Mike. I see it's an ordered logit/probit you're
talking about: the dependent variable has 11 distinct values (1 to
12, skipping 11).
Anyway, you have exposed a bug: something has gone wrong with
gretl's ordered probit (and so I'm cc'ing back to the users list).
It's a pity Jack Lucchetti is offline at present, since he's the
expert in this area.
I've got a partial fix in place, in CVS and the Windows snapshot
at
http://ricardo.ecn.wfu.edu/pub/gretl/gretl_install.exe
But there's a residual problem due to the fact that your dependent
variable has a gap in its sequence of values. You can work around
this for the moment by doing, e.g.,
genr y = (Rtg == 12)? 11 : Rtg
probit y 0 2 3 4 5
That is, convert the 12s in Rtg to 11s and thereby create a
replacement dependent variable, y, that contains the complete
sequence 1 to 11. (We can fix this too, but I'd like to hear what
Jack thinks before going ahead.)
Allin Cottrell