Re: [Gretl-users] ordered probit
Am 07.01.2015 um 02:00 schrieb Allin Cottrell:
Thanks. After looking at Peter's data and script I can see what's
happening.
Ordered probit is misbehaving when the dependent variable is not
integer-valued. (Peter's dependent variable has values {0.5, 1, 1.5,
2.5, 3, 3.5, 4, 4.5, 5, 6, 6.5, 7.5, 12}.) We'll take a closer look
at this -- with a view to either handling correctly or rejecting
such data -- but in the meantime a workaround would be to multiply
the dependent variable by 2, in which case it should be treated
correctly.
Was that variable marked as discrete? I vaguely remember a discussion
about the possibility to tell gretl that even non-integer data could
come from a discrete variable. So from a user's point of view I'd say
that (ordered) probit should work when the variable is "officially"
discrete. If it's not marked as such *and* is not obviously discrete
such as not being integer-valued I think (fwiw) it's ok if gretl refuses
to do ordered probit on that.
cheers,
sven