I was using gretl to do interval regression modeling using the
function intreg. It was the gretl version 1.9.12 then.
I was running the same analyses recently using the newer gretl version
and found out that the intreg gives different coefficient estimates
for the same data. I found out that I am getting different coefficient
estimates since the gretl version 1.9.13. All upcoming versions of
gretl (1.9.14 and 1.9.90) gives the same coefficient estimates as the
gretl version 1.9.13.
It seems that there have been some change in the algorithm for intreg
at the version 1.9.13. However I do not see anything related to the
intreg in the changelog
(
http://gretl.sourceforge.net/ChangeLog.html#v1-9-13).
I am attaching the output files from the gretl 1.9.12 and 1.9.13 where
you can see the differences in the coefficient estimates.
Could you please explain briefly what has been changed for intreg at
the gretl version 1.9.13?
Thanks a lot,
Martins
--
Mārtiņš Liberts
+371 26 411 543 (mobile)
+371 67 366 833 (office)
http://home.lu.lv/~pm90015/