Hello gretl users,
the programme for the gretl Conference 2009 (May 28-29, Bilbao, Spain) is
already published at
http://www.gretlconference.org/programme
If you are planning to come to Bilbao for the conference, please remember that
the period for early registration finishes on April 18.
--
At the bottom of the Heckit output is a "rho" metric. Does anyone know what it
is measuring?
At the bottom of the Heckit output is a “rho”
metric. Does anyone know what it is measuring?
On Tue, 7 Apr 2009, Starr, Brian wrote:
>
> At the bottom of the Heckit output is a “rho” metric. Does anyone know
> what it is measuring?
That's the estimated correlation coefficient between the disturbance term
of the main equation and the one of the selection equation. AFAIK, calling
it "
On Tue, 7 Apr 2009, Riccardo (Jack) Lucchetti wrote:
> On Tue, 7 Apr 2009, Starr, Brian wrote:
> >
> > At the bottom of the Heckit output is a 'rho' metric. Does
> > anyone know what it is measuring?
>
> That's the estimated correlation coefficient between the
> disturbance term of the main equat
Very helpful. Perhaps a brief note in the User's Manual would be useful as
well.
Thanks,
-Original Message-
From: gretl-users-bounces(a)lists.wfu.edu
[mailto:gretl-users-bounces(a)lists.wfu.edu] On Behalf Of Riccardo (Jack)
Lucchetti
Sent: Tuesday, April 07, 2009 8:47 AM
To: Gretl li
Hello, I'm a bit new to Gretl, so please excuse me if this is obvious.
When running a regression, is there a way to cluster the errors around a
particular variable? I want to allow the variance-covariance matrix of the
errors to have a block-diagonal setup. In Stata, it's called "clustered
robu
