On Tue, 24 Jan 2006, Allin Cottrell wrote:
On Tue, 24 Jan 2006, jean.ries.l(a)gmail.com wrote:
> I would like to ask a question on internal variables in gretl. From
> the command reference I have learned that one can access the fitted
> values from the mast regression command using an internal variable
> called $yhat. So, after running a probit regression one can obtain the
> predicted probabilities via $yhat. I would like to know if there is a
> variable that stores the values of the linear predictor. Formally, in
> addition to obtaining F(xb), I would also like to obtain xb, for
> non-linear models such as probit, logit or poisson.
At present there is no such variable, but I think it would not be
very difficult to add that possibility. I'll put that on the
"to do" list.
you can also do
probit y x
xb = qnorm($yhat)
which is not optimal, but does the job.
Riccardo `Jack' Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
jack(a)dea.unian.it
http://www.econ.univpm.it/lucchetti