Dear all,

I tried to estimate a random effects probit model using the --robust option. After this, I re-estimated the model without it.

I got the same results (i.e. standard errors) in both cases and looking at the output it became clear why, because Gretl said that estimation was “…based on inverse Hessian”.

However, I found this post from 2013, where Sven Schreiber already commented on this issue.

http://lists.wfu.edu/pipermail/gretl-devel/2013-December/004835.html

However, I did not find an answer to this post, which brings me to my question, is it possible use robust standard errors when one estimates a random effects probit model in Gretl.

By “robust” I mean robust to some form of unspecified misspecification, like one checks the robust option, when using ols.

Kind regards,

Jan