panel data issues
by Sven Schreiber
Hello all panel-interested people,
while using gretl for teaching with panel data (which I hadn't done much
before) I noticed the following, let's say, interface nuisances compared
to the usual luxury gretl offers for time series:
1: The sample and/or range in the main window (bottom) are given as pure
index numbers, even if "panel data marker strings" (cf. user guide p.23)
are defined. At least for the time dimension it would be useful to show
the sample periods in a human-readable form (through the markers). Also,
I noticed that the period numbers shown do not always coincide with the
values of the "time" index variable, if subsampling is in effect. (Seen
in the CEL.gdt dataset after applying the sample restriction year>1970
for example.)
1b: A slightly more general suggestion, also for non-panel data: The
active sample restriction criterion could be shown next to the resulting
active sample in the main window. (At least for simple restrictions,
maybe not for complex, multiple ones.)
2: Menu Sample -> Set range: Only the group range can be chosen, not the
periods. Actually, given the often arbitrary ordering of groups, this is
really the less useful dimension to choose a contiguous range from. (I
know I can use "set sample based on criterion" for periods, but that's
not the point.)
3: About pshrink(): A version that returns a full panel series (with
repeated values like pmean() etc.) could be useful -- practical example:
in growth regressions one needs the initial value of output-per-worker
as a regressor. Also maybe it should be called "pfirst()" or something
instead.
4: Time-constant variables: I'm not sure how to create variables that
only vary along the cross-section, like it is done with the built-in
pmean() etc. functions. Or how to append them (like the user guide p.114
"adding a time series", but along the other panel dimension).
5: Constant in a fixed-effects regression: I don't understand what gretl
reports as the global constant term in a fixed-effects model, and it
doesn't seem to be defined in the guide. It's also confusing that gretl
complains if one wants to discard the constant in the specification
dialog (when fixed effects are selected). (But obviously gretl
estimates the right thing as the comparison with explicit LSDV
regression shows, just the constant is mysterious -- even if it's the
average of the fixed effects it's not clear where the standard errors
come from.)
6: Lags not showing in model spec dialog when sample is restricted to a
single period: If I restrict the CEL.gdt data with year==1985, I cannot
include any previously created lags (of y for example) in the
regression, because they don't show up in the variable selector. Because
the subsampled dataset is now treated as "undated", there's also no
"lags..." button in the dialog. -- Actually I don't understand why gretl
"temporarily forgets" the panel structure of the dataset when a single
period is active. It would seem less problematic to treat even a T=1
sample as a special case of panel data if the underlying dataset has a
panel structure; especially in conjunction with point 1 above about
showing the selected periods in the sample.
Ok, that was a long post, sorry, but still necessary I think.
Cheers,
Sven
10 years, 5 months
Duplicate variable name in workfile
by Sven Schreiber
Hi,
I stumbled across a very strange thing, namely ending up with two
variables with the same name "nordwest" in a panel workfile. I'm
attaching a stripped-down version in the hope that the effect is still
visible when the file gets to you.
The source was a Stata file, but I just re-imported to check, and only
one "nordwest" appears right after the import. So it must have been
something after that, within gretl. BTW, the content of the variables
were not identical, which is of course even worse.
This is with the 32bit gretl 1.9.14 on Win7.
Thanks,
sven
10 years, 11 months
random-effects logit
by Sven Schreiber
Dear devels,
hope you've had nice holidays so far.
I have started using the new random-effects probit in gretl, and I will
also try out the fixed-effects logit (conditional) function package
soon. I was wondering, however, why (instead of RE-probit or in addition
to it) Jack didn't implement the RE-logit. It would seem more natural to
have the two logits together (RE and FE), and not an incomplete mix of
probit and logit. (I'm aware of the impossibility of FE-probit.)
Is it something technical which makes RE-logit more difficult to
program? (I really have no idea.)
thanks,
sven
10 years, 11 months
MPFR linker errors
by Hélio Guilherme
Hi,
As you know I have setup a server to make periodic builds of gretl (with
the purpose of further testing). This is a i686 machine with CentOS 6.4.
It used to have successful builds, but today is failing to build libgretl.
It is configured to use MPFR.
Errors are:
../lib/.libs/libgretl-1.0.so: undefined reference to `mpf_clears'
../lib/.libs/libgretl-1.0.so: undefined reference to `mpf_inits'
Attached is the output of the Jenkins job.
Hélio
10 years, 11 months
harmonizing graphing commands
by Sven Schreiber
Hi,
the 'gnuplot' command in gretl can be tweaked by passing additional
gnuplot options in curly braces, which is very useful (=saves a lot of
time when producing a bunch of similar graphs).
So I tried to do a similar thing with the 'freq' command, but --as
expected-- that failed. OTOH, the doc for 'boxplot' says that these
additional options should work there, too, so might I suggest that the
curly-braces stuff could be enabled in all gnuplot-related commands?
Then I wondered about how many different commands there are that involve
graphing and gnuplot. This is the (probably incomplete) list I got:
- gnuplot (option '--output=')
- corrgm (option '--plot=')
- freq (option '--show-plot')
- pergm (option '--plot=')
- xcorrgm (option '--plot=') (wasn't this made obsolete and rolled into
corrgm?)
- boxplot (option '--output=')
- scatters (option '--output=')
As you can see, I have written down the name of the options that control
whether or not the plot is actually shown. This state of affairs seems
to be a little inconsistent, I would suggest to harmonize the use of
'--plot' and '--output' for gretl 2.0, and to enable output-to-file also
for the 'freq' command.
thanks,
sven
10 years, 12 months
Import messages not translated
by Sven Schreiber
Hi,
I just imported a Stata file into gretl running in German, and the
messages appear in English. Could you please mark this and related stuff
for translation.
thanks,
sven
11 years
uniform qq plot
by Sven Schreiber
Hi,
I don't remember if it has been discussed before, but wouldn't it be
natural to offer a Q-Q plot not only against the normal distribution,
but also against a uniform [0;1] distribution?
thanks,
sven
11 years
SPSS file
by Sven Schreiber
Hi,
here's an (alleged) SPSS file downloaded from Eurostat which won't be
imported into gretl (TIME field has invalid length or somesuch is the
error).
I have no idea whether that's a gretl import bug or the file is not
according to spec. Maybe somebody out there has SPSS and can tell.
thanks,
sven
11 years
Bug in configure @ Gnuplot version detection
by Hélio Guilherme
It is alway good to find a bug :)
At line 16919 of the configure script we have:
elif test $GPMAJOR -eq 4 && test $GPMINOR -ge 2 ; then
It should be:
elif test $GPMAJOR -eq 4 && test $GPMINOR -ge 4 ; then
----
This was allowing to build gretl GUI with:
[jboss@candy-house gretl]$ gnuplot --version
gnuplot 4.2 patchlevel 6
The correct error was presented when producing plots.
---
I have automated:
make clean
cvs update
configure
make
make install
Other tests would follow (but still expploring)
(No success in having the results passed to Testlink)
(Using CentOS 6.4 in an i686 machine)
Hélio
11 years
