Dear All
I found that gretl provides a nice "slope" feature in Probit and Logit
model.
However, when independent variables are discrete, gretl computes slopes as
they are continuous variables. I compare gretl's result with other packages,
such as STATA and Matlab (the Probit PDFoutput comparison are attached)
They will automatically detect the discrete variables in Probit (as well as
in Logit) to compute the slope (also named as marginal effects) and mark
them in a footnote:
"(*) dy/dx is for discrete change of dummy variable from 0 to 1."
Do you think our gretl should the same thing?
Thanks
Yi-Nung