Dear all,
In a bivariate probit estimation I passed the "cluster" option refering, by
mistake, to a non-existing variable. Obviously, gretls doesn't take into account the
cluster command as long as the cluster variable doesn't exist. But the tricky stuff is
that the output estimation changed (z and p-value) with respect to a previous non-cluster
estimation with same independent variables.
For replication, try to run the following script from gretl's practice files adding a
"fake" cluster variable.
Best,
Artur
open greene25_1.gdt
# regressors for first equation
list x1 = const age avgexp
# regressors for second equation
list x2 = const age income ownrent selfempl
# no-clustered estimation
biprobit anydrg cardhldr x1 ; x2
# faked clustered estimation
biprobit anydrg cardhldr x1 ; x2 --cluster=noclustervariable
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