[Gretl-users] Multivariate Distributions

[Riccardo (Jack) Lucchetti]

On Sat, October 28, 2006 18:18, Rob Tischer wrote:
> Gretl Users,
>
> I've had occasion to use the MLE routine to run some simple Probit
> analyses. I was going to work with some bivariate Probit models, but am
> I correct in my belief that Gretl doesn't have a bivariate normal cdf?

I just sent Allin a patch with the bivariate normal cdf. If he likes it, it
should be in CVS soon.

> FYI. The biggest problems I had were moving between matrices and
> variables, and trying to save variables with fewer than the number in
> the initial dataset (other than 1x1).

True. However, the possibility of using matrices inside mle blocks is already
in out todo list; thanks to Allin's recent work on the genr code, we should be
able to have this feature in the next release.

Riccardo (Jack) Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona