> genr series predict_external = $yhat[,1]

The statistic you requested is not available >> genr series predict_external = $yhat[,1]

Dear all,

The statistic you requested is not available >> genr series predict_external = $yhat[,1]

Can one, in such a loop, skip cases where the MLE estimation is not technically possible?

When I estimate a (highly correlated) bivariate model (providing the --robust and --cluster options) throught the GUI and try to save the $yhat matrix through the console, I got the same (not so) error message: > The statistic you requested is not available >>> genr series predict_external = $yhat[,1] Instead, when I estimate the model through the console (or script) everything works fine ???

Hold on, a second, let me get this straight: unless I'm mistaken, you're estimating a model through the GUI and then try to acces its $yhat via console, is that right?

Well, you can't do that.

What you can do is: from the GUI, save the model as an icon (let's say you call it "moo"), and then you can access $yhat via the "moo.$yhat" syntax.

Dear Jack, I'm still stuck in bivariate probit models and suspect something strange going out there. When I estimate a (highly correlated) bivariate model (providing the --robust and --cluster options) throught the GUI and try to save the $yhat matrix through the console, I got the same (not so) error message: > The statistic you requested is not available >>> genr series predict_external = $yhat[,1] Instead, when I estimate the model through the console (or script) everything works fine ??? Best Artur *From:* Riccardo (Jack) Lucchetti <r.lucchetti(a)univpm.it&gt; *Date:* 2014-04-28 07:49 *To:* Gretl list <gretl-users(a)lists.wfu.edu&gt; *Subject:* Re: [Gretl-users] bivariate probit in a loop On Mon, 28 Apr 2014, artur.bala.tn wrote: > Dear all, > I'm currently estimating a bootstraped bivariate probit through a > progressive loop and retrieve each time the $yhat matrix. At some point, > the execution is interrupted with the "warning": > > > The statistic you requested is not available >>> genr series predict_external = $yhat[,1] > > > Is there a perfect prediction symptom behind this message isn't it? It could be, yes. > Can one, in such a loop, skip cases where the MLE estimation is not > technically possible? Use "catch": for example, <hansl> nulldata 50 small = 0.25 x1 = normal() x2 = normal() y1 = x1 + normal()*small > 0.5 y2 = x2 > 0 catch biprobit y1 y2 const x1 ; const x2 err = $error if !err z = $yhat printf "%10.3f", meanc(z) else printf "Error!\n" endif </hansl> ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

On Tue, 21 Oct 2014, Artur Bala wrote: > Ok, here I'm back with an observation (just in case something may need to > be fixed): > As Jack recommended I used the "catch" option with the probit command and > the loop didnt' stop anymore at that time...but it did stop yesterday when > applied to new data. > When I look at the detailed estimations into the loop, it seems that > there's no problem in estimating the probit itself and gretl shows up the > results normally. Which means that the error I encountered eventually has > no relation with the perfect prediction symptom we suspected initially. > So troubles should come when retrieving the $yhat series. Consequently, I > tried the following "catch genr series predict_external = $yhat[,1]" and > got the code error "30". > Any hint on that? This means that the "hat" matrices were not added to the biprobit model, which in turn means that some error was encountered before reaching that point (failing to calculate the covariance matrix of the estimates, perhaps). There was a buglet in the biprobit code that allowed a model to be saved without an apparent error condition in this sort of situation, so long as the first phase of estimation seemed to go OK. That's now fixed in CVS: the "biprobit" command will flag an error unless the whole process is completed successfully. Updated snapshots will follow later. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

Dear Allin, There's another strange behavior out there: I run exactly the same script several times and the results are always different. Well, may be the problem is the buglet you pointed out yesterday??? Besides, a new error message came out this time. Here's attached the output.

Dear Allin and Jack, As Jack suggested (some months ago) I use "catch" into a loop command in order to skip cases where a biprobit estimation could not be provided. My script looks like : *loop 200 --progressive* *do some random sorting* *catch biprobit y1 y2 const x1 ; const x2* *err = $error* *if !err* * do some stuff* *else* * do nothing in particular* *endif* *endloop* This script used to work perfectly in an earlier version of gretl (by mid-2014). The problem is that it doesn't work anymore and its execution is interrupted if the estimation procedure fails Instead, everything is ok when I use a "loop for" command instead of the progressive loop.

On Fri, 30 Jan 2015, Artur Bala wrote: As Jack suggested (some months ago) I use "catch" into a loop command in > order to skip cases where a biprobit estimation could not be provided. > My script looks like : > > *loop 200 --progressive* > *do some random sorting* > *catch biprobit y1 y2 const x1 ; const x2* > *err = $error* > *if !err* > * do some stuff* > *else* > * do nothing in particular* > *endif* > *endloop* > > This script used to work perfectly in an earlier version of gretl (by > mid-2014). The problem is that it doesn't work anymore and its execution > is > interrupted if the estimation procedure fails > Thanks for the report, Artur. I think this is now fixed in CVS and snapshots. Allin _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users