[Gretl-users] gretl dropping variables

Allin Cottrell cottrell at wfu.edu
Sun Jun 14 21:35:47 EDT 2009


On Sun, 14 Jun 2009, Riccardo (Jack) Lucchetti wrote:

> 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.

Ah, yes, indeed.  Thanks.

Allin.


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