Re: [Gretl-users] Nested Logit references on nonlinear panel models (fixed effects probit included)

Thank you, its very interesting I think main developers never get into the trap of choosing me as main determiner of gretl priorities. I modestly hoped to tell something useful. As for propositions for myself, functions packages could be not main priorities for gretl, but at least they should be useful. For the first try it is convenient to do something simple. Personally I decided first to submit robust version of RESET as in Wooldridge. I wrote it in R and tested it against the data with answers. So I should only translate. I maintain a tiny R package with the only function which performs Wald tests for nonlinear restrictions and participate in more established Sample selection project as junior.  I intentionally chose tiny thing for a start because I didn't knew   pitfalls of submitting.  I use R and gretl for different students, so I am interested in improvement of the both. Current R capabilities for microeconometrics do not satisfy me, especially the way marginal effects are calculated. I am writi! ng my own microeconometric package. I borrowed something from gretl. From the other side I have something to translate from R into gretl (marginal effects).  As for fixed effects probit, it may be bad, I just think its non-existence is too strong statement. Dear Sven, you opinion is very valuable for me. It's very difficult to find someone to discuss such problems here in Kiev Best, Oleh --- Оригінальне повідомлення --- Від кого: "Sven Schreiber" <svetosch(a)gmx.net&gt; Дата: 7 грудня 2014, 12:44:14 Am 07.12.2014 um 00:13 schrieb oleg_komashko(a)ukr.net : To be honest, some of the negative remarks on that page sound like my own thoughts before I had really learned and understood the theory. I would not recommend to follow that advice. Also, if you take it seriously that fixed effects are bad because you are left only with the within information, you're (=the author of the page) missing the point I think. When I wrote "don't know" I only meant that I wasn't sure about exactly what's available in gretl or in function packages. Of course there is a large literature out there for all kinds of problems and how to do specialized things. Anybody is welcome to implement these things (as function packages) but it's not clear (to me) why it should be a priority, because it's of course only a partial solution to the probit fixed effects bias. cheers, sven _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users