Re: [Gretl-users] ordered probit
On Tue, 6 Jan 2015, Summers, Peter wrote:
I've estimated an ordered probit on a panel data set with lagged
regressors. Gretl seems to automatically include the same number of
lags of the dependent variable, and I'm wondering why that is.
How are you specifying the model? I'm not able to replicate what you
describe. Here's a test script:
<hansl>
nulldata 100
set seed 12347
setobs 10 1.1 --stacked-time-series
series u = uniform()
series y = u > .75 ? 3 : u > .50 ? 2 : u > .25 ? 1 : 0
series x = normal()
probit y 0 x x(-1)
</hansl>
No lagged dependent variable gets included. I also tried specifying
the same thing via the GUI, with the same result.
Allin