[Gretl-users] Sloeps in Probit and Logit when independent variables are discrete

Allin Cottrell cottrell at wfu.edu
Wed Apr 29 09:47:10 EDT 2009


On Wed, 29 Apr 2009, yinung at Gmail wrote:

> I found that gretl provides a nice "slope" feature in Probit and
> Logit models.
>
> However, when independent variables are discrete, gretl computes
> slopes as they are continuous variables. I compare gretl's result with
> other packages, such as STATA and Matlab (the Probit output produced
> by Matlab are attached below)
>
> They will automatically detect the discrete variables in Probit (as
> well as in Logit) to compute the slope (also named as marginal
> effects) and mark them in a footnote:
>
> "(*) dy/dx is for discrete change of dummy variable from 0 to 1."
>
> Do you think our gretl should do the same thing?

Yes, that makes sense.  I have now revised the slope calculation
for dummy regressors in CVS.

Allin


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