[Gretl-users] Re: Fixed-Effect and Random-Effects models for Panel Data with Dichotomous DV

Am 26.12.2021 um 09:33 schrieb Artur T.: DV must be "dependent variable", so it's a binary dependent. So we're talking about panel logit or probit, basically. For random-effects probit go to Model/Limited dependent/Probit/Random effects. In a script, add the --random-effects option to the "probit" (not the "panel") command. There's also an example script reprobit.inp shipped with gretl. For fixed-effects logit there's Jack's function package "felogit". If that's installed and attached to the menus, it s under Model/Limited dependent/Logit/Fixed-effects logit. See the package's documentation for how to use it in a script. AFAIK, gretl doesn't offer RE-logit, because it's rarely used. (And just as a reminder, FE-probit is inconsistent, so it's not given, either.) cheers sven