Re: [Gretl-users] ordered probit
Hi Allin,
First, thanks for the fix on "modeltab" -- that's working fine now.
However the ordered probit thing is still there. I'm using a script with generic
notation "model4 <- probit y 0 x(-1 to -5)." I get the same result (lagged y
included) via the gui, but running your script works as expected (no lagged y). I'll
send you my data and a script that generates the weirdness off-list.
PS
-----Original Message-----
From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] On
Behalf Of Allin Cottrell
Sent: Tuesday, January 06, 2015 3:44 PM
To: Gretl list
Subject: Re: [Gretl-users] ordered probit
On Tue, 6 Jan 2015, Summers, Peter wrote:
I've estimated an ordered probit on a panel data set with lagged
regressors. Gretl seems to automatically include the same number of
lags of the dependent variable, and I'm wondering why that is.
How are you specifying the model? I'm not able to replicate what you describe.
Here's a test script:
<hansl>
nulldata 100
set seed 12347
setobs 10 1.1 --stacked-time-series
series u = uniform()
series y = u > .75 ? 3 : u > .50 ? 2 : u > .25 ? 1 : 0 series x = normal() probit
y 0 x x(-1) </hansl>
No lagged dependent variable gets included. I also tried specifying the same thing via the
GUI, with the same result.
Allin
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