On Tue, 6 Jan 2015, Summers, Peter wrote: > I've estimated an ordered probit on a panel data set with lagged > regressors. Gretl seems to automatically include the same number of > lags of the dependent variable, and I'm wondering why that is.
How are you specifying the model? I'm not able to replicate what you describe. Here's a test script: <hansl> nulldata 100 set seed 12347 setobs 10 1.1 --stacked-time-series series u = uniform() series y = u > .75 ? 3 : u > .50 ? 2 : u > .25 ? 1 : 0 series x = normal() probit y 0 x x(-1) </hansl> No lagged dependent variable gets included. I also tried specifying the same thing via the GUI, with the same result. Allin
