COMMUTER LTT HAS GEAR DOOR LIGHT ILLUMINATE AFTER TKOF AND GEAR RETRACTION.

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I WAS THE PF DEPARTING RWY 19 AT THE LOUISVILLE STANDIFORD ARPT. AFTER TKOF; THE CAPT ANNOUNCED 'POSITIVE RATE' AND I COMMANDED 'GEAR UP.' AT THE COMPLETION OF THE GEAR RETRACTION; 1 GEAR DOOR OPEN LIGHT REMAINED ILLUMINATED; 'L DOOR.' THE CAPT RECYCLED THE GEAR HANDLE; AND AT THE COMPLETION OF THIS; THE L MAIN GEAR HAD NOT EXTENDED. SO HE BROUGHT THE GEAR BACK UP; AT WHICH TIME THE 'L DOOR' LIGHT STILL REMAINED ILLUMINATED. MEANWHILE WE HAD REQUESTED FROM STANDIFORD DEP TO LEVEL OFF AT 5000 FT MSL. WE CONTACTED OUR DISPATCH AT WHICH TIME THEY TOLD US TO ORBIT LOUISVILLE; DO A MANUAL GEAR EXTENSION; AND CALL THEM BACK WHEN THAT WAS COMPLETE. I REMAINED FLYING WHILE THE CAPT COMPLETED THE MANUAL GEAR EXTENSION PER OUR QUICK REF HANDBOOK. WE RECEIVED POSITIVE 3 GREEN LIGHTS MEANING WE HAD ALL THE GEAR DOWN AND LOCKED; ALTHOUGH THE GEAR DOORS DID NOT RETRACT AS THEY SHOULD. OUR DISPATCH INSTRUCTED US TO RETURN TO STANDIFORD ARPT AND CALL THEM ON THE GND. WE REQUESTED CFR STANDING BY JUST IN CASE. THE LNDG WAS NORMAL EXCEPT THAT THE CAPT DID NOT HAVE NOSEWHEEL STEERING; WHICH WAS THE BY-PRODUCT OF DOING A MANUAL GEAR EXTENSION. A MECH LOOKED AT THE L GEAR AND DOOR ASSEMBLY UPON SHUTDOWN; BUT WAS UNABLE TO DETECT A PROB. WE ASSUMED IT WAS A HYD SEQUENCING VALVE PROB WHICH WAS NOT WORKING TO RETRACT THE L GEAR DOORS. AFTER COMPLETELY SHUTTING DOWN BOTH ENGS; WE STARTED THE R ENG; AND WHEN HYD PRESSURE ROSE ABOVE 0; THE GEAR DOORS ON BOTH R AND L GEAR RETRACTED. WE FERRIED THE AIRPLANE EMPTY BACK TO DTW WITH THE GEAR DOWN; NOT EXCEEDING VLE; 172 KIAS.