On Wed, 6 Aug 2008, Mike Fontaine wrote:

> Here is the copy of the data file. Let me know if you can see 
> what the problem is. RTG is the dependent variable, all others 
> are independent.

Thanks very much, Mike.  I see it's an ordered logit/probit you're 
talking about: the dependent variable has 11 distinct values (1 to 
12, skipping 11).

Anyway, you have exposed a bug: something has gone wrong with 
gretl's ordered probit (and so I'm cc'ing back to the users list).  
It's a pity Jack Lucchetti is offline at present, since he's the 
expert in this area.

I've got a partial fix in place, in CVS and the Windows snapshot 
at

http://ricardo.ecn.wfu.edu/pub/gretl/gretl_install.exe

But there's a residual problem due to the fact that your dependent 
variable has a gap in its sequence of values.  You can work around 
this for the moment by doing, e.g.,

genr y = (Rtg == 12)? 11 : Rtg
probit y 0 2 3 4 5

That is, convert the 12s in Rtg to 11s and thereby create a 
replacement dependent variable, y, that contains the complete 
sequence 1 to 11. (We can fix this too, but I'd like to hear what 
Jack thinks before going ahead.)

Allin Cottrell

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