Hi Allin, First, thanks for the fix on "modeltab" -- that's working fine now.
However the ordered probit thing is still there. I'm using a script with generic notation "model4 <- probit y 0 x(-1 to -5)." I get the same result (lagged y included) via the gui, but running your script works as expected (no lagged y). I'll send you my data and a script that generates the weirdness off-list. PS -----Original Message----- From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces(a)lists.wfu.edu] On Behalf Of Allin Cottrell Sent: Tuesday, January 06, 2015 3:44 PM To: Gretl list Subject: Re: [Gretl-users] ordered probit 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 _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users
