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.
? genr mycoeff = coeff(train)
Syntax error in genr formula
Ah, I think the current Windows snapshot uses the new naming scheme
for such variables, which will be in gretl 1.5.1. Please try
$coeff(train) instead of coeff(train) and see if that works. Also
stderr() -> $stderr
rho() -> $rho
vcv() -> $vcv
Allin Cottrell