You are hereBagley House
In Haunted Homes and Family Traditions of Great Britain, By John H. Ingram, he mentions a paper by Miss Billington contributed to Merry England in 1883 concerning Bagley House near Bridport. The same article I am led to believe also appeared in the Dorset County Chronicle, August 1883. Her tale concerns Squire Lighte and his death.
'He had been hunting one day, and after returning home had gone away again and drowned himself. His groom had followed him with a presentiment that something was wrong, and arrived at the pond in time to see the end of the tragedy. As he returned he was accosted by the spirit of his drowned master, which unhorsed him. He soon fell violently ill, and never recovered, one of the consequences of this illness being that his skin peeled entirely off. Shortly after 'Squire Lighte's suicide his old house was troubled by noisy disturbances, which were at once associated with the evil deed of self-destruction. It was suggested that the spirit should be formally and duly' laid ' or exorcised. A number of the clergy went therefore for that purpose, and succeeded in inducing the ghost to confine itself to a chimney in the house for a certain number of years,-it is not known exactly now for how long.
'For many years after this, however, the place remained at peace; but on the expiration of the power of the charm very much worse disturbances broke out again. Raps would be heard at the front door; steps in the passage and on the stairs; doors opening and closing. The rustle of ladies dressed in silk was audible in the drawing-room, and from that room the sound was traced into a summer-house in the garden. The crockery would all be violently moved, and at certain rare intervals a male figure, dressed in old-fashioned costume, is said to have made it self visible and walked about the house. The neighbours say that these extraordinary occurrences continued for many years. They believe in them most fervently; and are of opinion that as long as the house stands it will be thus troubled.'
According to Darkest Dorset this story probably relates to William Light of Baglake Farm, Litton Cheney who died 1748.