Gretl project on the launchpad
by Ivan Sopov
Hello, gretl developers.
I'm trying to start a translation of help files into russian on
launchpad.net as it seems to be the most suitable tool to participate
for all familiars with econometrics but not with gettext, linux. cvs,
etc.
The problem is that there is already a project for gretl on launchpad
and it is strongly prohibited to start more than one project for a
single program. I cannot contact with Constantine Tsardounis for about
a month, so I think it is time to re-assign that project to someone
else. On the irc-channel of launchpad I was told that
Our admins can re-assign the project to new owners but we'd prefer to
hear from the upstream owners. can you get one of them to submit a
question here:
https://answers.edge.launchpad.net/launchpad
But if nobody from main developers wants to register and do something
at launchpad it is possible to assign this function to me and in that
case a letter in this list will probably be enough.
I have prepared a .po-file for genr_funcs.xml and gretl_commands.xml
with the help of po4a utility and got 1511 strings for translation
(strings a rather big).
Good luck, Ivan Sopov.
P.S. My previous letter about using launchpad for translation is
http://lists.wfu.edu/pipermail/gretl-devel/2009-November/002171.html
13 years, 4 months
Re: [Gretl-devel] Report -- caution! long!
by Lee Adkins
>
> These people were from State Planning Agency. They told me that they
> have about 60 series (which have different levels of collinearity) and
> they use SPSS to do principal components analysis to create regional
> development indices (Turkey has 81 provinces). I am not very familiar
> with pca but I can call them and learn more.
>
> I think you just need the eigenvectors. Put all the series into a matrix,
get the eigenvectors, and peel off the first few, and put these into
series; these are pc. Estimate model, and perform the inverse
transformation on the coefficients to get back to the coefficients in the
original data rotation if desired.
> >> 2)- Some students suggested (and all others agreed) that it would be
> >> very useful to have a predict command, which will provide predicted
> >> values as well as slopes (given Xs) for various nonlinear models such
> >> as polynomial regressions, logit, probit etc. I think this could be
> >> nice to have as a command as well as a GUI entry next to the forecast
> >> item. Maybe a small goodie to consider for the 2.0 release? They said
> >> Stata has this.
> >
> > I don't see what the difference is between "predicted values"
> > and what we offer already (in sample fitted values and
> > out-of-sample forecasts). Can you expand on what you mean?
>
> Now this is maybe I didn't know how to fully use gretl in this
> context. The issue arised on 2 occasions:
> (1) I had a polynomial regression and I was showing them to enter from
> the GUI the command something like:
> prediction = $coeff[1] + $coeff[2]*x + $coeff[3]*x^2
> (2) I was showing an ordered logit example and I had long commands like:
> pcut0 = 1 / (1+exp(-$coeff[1]-x*$coeff[2])+exp(-$coeff[1]-x*$coeff[3]))
> pcut1= exp(-$coeff[1]-x*$coeff[2]) /
> (1+exp(-$coeff[1]-x*$coeff[2])+exp(-$coeff[1]-x*$coeff[3]))
> pcut2= exp(-$coeff[1]-x*$coeff[3]) /
> (1+exp(-$coeff[1]-x*$coeff[2])+exp(-$coeff[1]-x*$coeff[3]))
>
> ...and they said Stata (supposedly) has a command where you enter x
> and get the prediction and slope for different models :-P
>
> Indeed Stata does and it is very, very slick. I think it has taken the
Stata team a long time to get it to the point that it is now. That said,
it's not very hard to do in gretl on a model by model basis See chapter
16 of http://learneconometrics.com/gretl/using_gretl_for_POE4.pdf for some
simple examples. The ability to jump seamlessly between matrices and gretl
results makes it amazingly easy to use. In it there are a few examples of
computing marginal effects and even standard errors for the average
marginal effects. A more competent programmer could do something more
elegant and general, but it it's not very hard to do on a case by case
basis.
Although, as Talha says, a 'button' or function is nice since most users
don't appreciate the challenge of getting these like some of us do...:)
One of the things that I've noticed about Stata's development is that they
have expanded many of the commands to encompass almost every model and they
continue to add functionality to them with each new version. For instance,
predict is used to get in-sample model predictions, residuals, variances
(e.g., from arch and garch), and to generate both static and dynamic
forecasts. margins computes different types of marginal effects (discrete,
continuous, average, at specific points, at the averages, and so on
depending on the options used). In fact, these commands do so much it
makes them a little hard to use correctly, IMO--for instance, it took some
time to figure out exactly how and which marginal effects were being
computed for the qualitative choice models.
So, that presents something of a design choice. Should one use commands
that apply to all circumstances (even though they may work differently
under the hood, depending on model being estimated), or should estimation
routines have their own set of postestimation commands for tests, marginal
effects, and so on. I don't know the answer to this. Stata flirts with
both models: ubiquitous (margins, predict) and model specific (estat
postestimation commands).
Open source suggests perhaps more modularity than one gets with a
proprietary software like Stata (though nearly everything it does is
executed in .do or .ado add-ons). What we discussed in Torun was the idea
that Allin and Jack would work on the back-bone and that others would try
to develop the expertise with the bundle concept to add specific
functionality. So, the question is, is enhancing prediction or marginal
effects a back-bone issue or an add-on? (I'm not sure)
My idea of a back-bone issue would be the introduction of factor variables
(version 2.0). In it, variables are defined as being continuous or
discrete. They can be interacted in various combinations
(continuous-discrete, continutous-continuous and discrete-discrete very
easily within Stata's .do files). For us, it may solve an issue with the
handling of missing values (0 or NAN) and permits a very straightforward
way to interact variables and compute marginal effects in interaction
models. Just a thought....
Cheers,
Lee
>
> --
> “An expert is a person who has made all the mistakes that can be made
> in a very narrow field.” - Niels Bohr (1885-1962)
> --
>
> _______________________________________________
> Gretl-devel mailing list
> Gretl-devel(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-devel
>
--
Lee Adkins
Professor of Economics
lee.adkins(a)okstate.edu
learneconometrics.com
13 years, 12 months
Report
by Talha Yalta
Hi,
I would like to report on the feedback that I received during the two
42 hr. applied econometrics with gretl trainings that I have given
over the last 3 weeks.
In general, the students (almost all of whom were professionals from
the government) did very much enjoy learning and using gretl. They
also understood the development paradigm and how it is possible that
gretl is free yet as good as various commercial programs. I am sure
that in the future they will be using gretl extensively, although they
will continue to use other programs mainly SPSS, Stata and Eviews.
There were also 3 issues that they raised:
1)- Some people were very much interested in the principal components
functionality but they were ultimately disappointed. Apparently they
need to use this functionality (in SPSS) to create various indexes
using a large number of series. Still, I guess this can be considered
more like a statistical functionality than an econometric one, no?
2)- Some students suggested (and all others agreed) that it would be
very useful to have a predict command, which will provide predicted
values as well as slopes (given Xs) for various nonlinear models such
as polynomial regressions, logit, probit etc. I think this could be
nice to have as a command as well as a GUI entry next to the forecast
item. Maybe a small goodie to consider for the 2.0 release? They said
Stata has this.
3)- One student told that the "save to session as icon" and the "save
as icon and close" items act in a confusing manner. The suggestion was
that:
a)- Once the user selects "save to session as icon", this entry
becomes ghosted so that it cannot be selected again to get an
unnecessary error message.
b)- If the "save to session as icon" is already chosen, the "save
as icon and close" does not generate an error message but just close
the model window, which is already saved.
I hope the above feedback is useful. I will probably give more
trainings over the next months and I will let you know if I get more
comments.
Cheers
Talha
--
“An expert is a person who has made all the mistakes that can be made
in a very narrow field.” - Niels Bohr (1885-1962)
--
13 years, 12 months
Feature request?
by Lee Adkins
Hi all,
Using lists is a great time saver in gretl. I like using lists a
lot. It's still a bit hard to use them in the GUI, though. So.... I have
two feature requests.
1. I'd like to be able to choose a list in the specify model dialog
boxes in the GUI. Also, it would be nice to have a button in the specify
model dialogs to take you to the define list dialog.
2. I'd like the ability to specify variables to be included in the
modtest --breusch-pagan test statement. (nothing to do with lists, but what
the heck). Something like
modtest z1 z2 --breusch-pagan
or even better
modtest zlist --breusch-pagan
Any thoughts?
Lee
--
Lee Adkins
Professor of Economics
lee.adkins(a)okstate.edu
learneconometrics.com
13 years, 12 months
Error in function packege editor
by Marcin Błażejowski
Hi,
when I try to add new private function to an existing package (via GUI)
I get such error (gdb result):
---
Program received signal SIGSEGV, Segmentation fault.
0xb645c8ce in g_type_check_instance_cast () from
/usr/lib/i386-linux-gnu/libgobject-2.0.so.0
---
Current CVS version.
Best,
Marcin
--
Marcin Błażejowski
http://www.wrzosy.nsb.pl/~marcin/
GG# 203127
14 years
Compiling error
by Marcin Błażejowski
Hi,
for several days I get such error while compiling CVS code:
---
../lib/src/gretl_www.c:32:20: fatal error: build.h: No such file or
directory
---
I checked the sourve and I didn't find build.h file in lib/src.
Best Regards,
Marcin
--
Marcin Błażejowski
http://www.wrzosy.nsb.pl/~marcin/
GG# 203127
14 years
libgretl arma
by Emrah Samdan
Hello,
I am a newbie for this mail list. Sorry, if i ask something not suitable.
I have been trying to use libgretl api to make estimations using arma
models, I have made the libgretl read my datafile. However, when i call
arma function like this:
ArmaModel = arma(list,NULL,dset,OPT_N,prn) ; it gives the error arma.so:
cannot open shared object file: No such file or directory.
I have execute sudo ldconfig /usr/local/lib/gretl-gtk2/ to add arma.so .But
it didn't fix my problem.
Do you have any solution to this ?
Additionally, is there any place where some example code resides. I
desperately need some example code for especially arma model. ?
Best regards,
--
---
Emrah Samdan
14 years
example code for libgretl, and plugins
by Allin Cottrell
In CVS I have added a couple more example C programs in the
"extra" subdirectory of the source tree: one illustrating ARMA
estimation and one for nonlinear least squares.
I have also modified things so that when using libgretl from a
third-party program it shouldn't be necessary to tell libgretl
where to find its plugins, provided they have not been moved
after installation.
Allin Cottrell
14 years
Gretl's current standing
by Talha Yalta
First, I apologize if I have offended anyone in my earlier posts. I
have tremendous respect for everyone in this list and I would never
intend to do such things. Also, I am probably the youngest in the list
and I am thankful for your patience.
In the next few months, I will be giving a series of one week (40 hrs)
intensive "applied econometrics with gretl" type of trainings to a
large group of professionals from different government agencies. (I am
raising an army of like-minded, comma and GUI loving gretl users. Just
you wait :-)
Since there is a high chance that some people will ask questions like
"Is gretl any better than Package X?" I wanted to pick your brain on
gretl's current standing in the _commercial_ competition. These people
are mostly familiar with Eviews, Stata, GAUSS, MATLAB, SAS, WinRATS
and mainly with Eviews and Stata. (I know some of these packages
should not be compared with gretl and I know the advantages of free
and open source software).
I appreciate any comments and suggestions.
Cheers
Talha
--
“An expert is a person who has made all the mistakes that can be made
in a very narrow field.” - Niels Bohr (1885-1962)
--
14 years
