[Gretl-users] Re: Repeatable crash using felogit package, if time dummies are included
On Sun, 25 Oct 2020, Fred Engst wrote:
Hi Allin and Jack,
I was trying to run a fixed effect logit model on the wagepan dataset using Jack’s
felogit package (version
1.8), which I have installed as a menu item to use in the GUI.
After I provided the binary variable and a list of regressors in the dialog box, if I
also selected the time
dummies, gretl crashed once I hit ok. Without the time dummies, it worked fine.
I then run the same felogit package in a script, it worked fine without the time dummies,
and crashed with time
dummies are included.
My guess is that there is some problem in the OSX BLAS library. The crash
seems to happen in the context of the check we run, prior to estimation,
on the information matrix to prune out collinear regressors.
I used Wooldridge's wagepan dataset (I believe this is what you are
referring to) and ran something like
<hansl>
include felogit.gfn
open wagepan.dta --quiet
setobs nr year --panel-vars
list X = black exper hisp hours married
bundle b = felogit(union, X, 2, 1)
</hansl>
The specification above is designed to trigger the exclusion of some
explanatory variables. What I'm getting is
<output>
--- Iteration
1: Criterion -730.394459351 (step 1, norm 1.61e+00)
2: Criterion -730.388318181 (step 1, norm 2.67e-01)
3: Criterion -730.388318167 (step 1, norm 9.46e-03)
--- FINAL VALUES:
Criterion -730.388318167 (step 1, norm 1.57e-05)
Fixed effects logit: 246 units (out of 545)
1968 observations (out of 4360)
Tmin = 8, Tmax = 8
Dependent variable = union
coefficient std. error z p-value
----------------------------------------------------------
exper 0.0131227 0.0320862 0.4090 0.6826
hours -0.000252063 0.000124456 -2.025 0.0428 **
married 0.302405 0.170595 1.773 0.0763 *
Dtime_2 -0.0438914 0.192428 -0.2281 0.8196
Dtime_3 0.0170427 0.182519 0.09337 0.9256
Dtime_4 -0.131438 0.179846 -0.7308 0.4649
Dtime_5 -0.0854543 0.178726 -0.4781 0.6326
Dtime_6 -0.424490 0.186375 -2.278 0.0227 **
Dtime_7 -0.597989 0.196524 -3.043 0.0023 ***
Log-likelihood -730.388 AIC 1478.777
BIC 1529.040 HQC 1497.247
Wald test = 20.3521 (9 df); p-value = 0.0158594
</output>
Do you get the same output on your PC? Thanks.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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