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 writing 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

Am 07.12.2014 um 00:13 schrieb oleg_komashko@ukr.net:
> non-technical survey
> http://methods.johndavidpoe.com/2014/02/07/fixed-effects-probit/

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.

>
> Methods for bias reduction
>
>  1. Jinyong Hahn and
>  2. Whitney Newey
>  3.
>     Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
>
>
>             Eco nometrica Volume 72, Issue
>             4,<http://onlinelibrary.wiley.com/doi/10.1111/ecta.2004.72.issue-4/issuetoc>pages
>             1295–1319,July 2004
>

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@lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users