Re: [Gretl-users] Open... to Artur
On Sat, 2 Jan 2016, oleg_komashko(a)ukr.net wrote:
Dear Riccardo, Thank you! I really neglected filter() up to the
moment!
Dear Artur, After Riccardo's note we are simply bounded to make
something interesting. Oleh
I have no time to play any active role in this, but feel free to ask if
you thing I can be of any help on this.
P.S. May I make use this opportunity and ask Riccardo a somewhat
silly
question: With the file you sent me I failed to reproduce Table 17.8 in
Greene, 7-th, case Logit F.E.(C)^b, using felogit It should be the same
Chamberlain’s estimator.
Yes, I had noticed that too. However, differences are minor (once you
normalise income). The fact that the loglikelihood reported in the book is
a little lower makes me think that Greene must have used software (most
likely, written by himself --- he's an excellent coder) that uses a
slightly more lenient convergence criterion than we do.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------