[Gretl-users] gretl dropping variables

Riccardo (Jack) Lucchetti r.lucchetti at univpm.it
Sun Jun 14 17:24:39 EDT 2009


On Sun, 14 Jun 2009, Allin Cottrell wrote:

> A further response to Nicolai Striewe's question in
> http://lists.wfu.edu/pipermail/gretl-users/2009-May/003346.html :
>
> There are three circumstances in which gretl deliberately drops
> regressors from a specification given by the user:
>
> 1. (all models) the variable is all zeros
> 2. (all models) the variable is exactly collinear with
>   other included regressors
> 3. (panel data, fixed effects estimator) the variable
>   is time-invariant
>
> If a regressor is dropped when none of these conditions is
> satisfied, that's a bug (unless I'm forgetting any other
> legitimate conditions, though I don't think so).

4. Logit/probit models, if a perfect predictor is spotted.


Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche

r.lucchetti at univpm.it
http://www.econ.univpm.it/lucchetti


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