Re: [Gretl-users] ordered probit
On Tue, 6 Jan 2015, Summers, Peter wrote:
[T]he 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.
That should now be fixed in CVS and snapshots.
The spurious "extra regressors" you were seeing were not actually
lags, they were dummies for some of the levels of the dependent
variable; they somehow got into the mix due to failure of the
algorithm that was supposed to normalize the dependent variable (that
is, to transform it such that it comprises consecutive integer values
starting at zero). I've replaced that algorithm with a smarter one.
It should now be safe to pass a series with non-integral values as the
dependent variable in ordered probit, provided it has been sucessfully
marked as discrete.
(I'm still not sure exactly what triggered the problem in your test
case: it turned out that y having non-integral values was not a
sufficient condition. But anyway the new algorithm should handle all
cases.)
Allin