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, 4 months
gretl conference 2015
by Allin Cottrell
Hello all,
It's maybe not too soon to be thinking about the next biennial gretl
conference. Before getting to that, however, let me thank Lee and
Kathy Adkins again for their wonderful hospitality in Oklahoma City
in June 2013. If you weren't there, you missed out! (Particularly
James MacKinnon's talk on bootstrapping and the fine dinner at the
Petroleum Club, among other highlights.)
I'm not sure if this was announced at last summer's conference
(though I think so), but Sven Schreiber (who unfortunately couldn't
make it) has volunteered to host the 2015 conference in Berlin.
We're happy to take Sven up on this offer. So we're thinking of some
date in June 2015. Sven tells us that Helmut Lütkepohl has agreed to
give an invited talk -- good news!
I'll let Sven and others take it from here: expect some sort of
polling for the best date and preparations for forming a scientific
committee.
Allin
10 years, 8 months
About pixmaps and vector images
by Hélio Guilherme
Hi all,
We now have some vector images similar as the original pixmaps in CVS, at
gretl/vectorimages/
The DB image is just a copy & paste of the original pixmap. This technique
will be also used in the gretl logo because it will be very difficult to
vectorize.
Since I had the suspicion that some pixmaps were not used, I made the
attached script, and found that only two of them are not in the code.
(the UK flag was one that I thought it was not used, bu it is in code).
Here is the script output:
[helio@localhost gretl]$ ./chkpix.sh
boxplot.xpm => 6
bundle.xpm => 2
downsize.xpm => 2
gnuplot.xpm => 2
graph_page.xpm => 2
gretl-logo.xpm => 1
gretl.xpm => 6
mail_16.xpm => 2
matrix.xpm => 2
mini.alpha.xpm => 2
mini.boxplot.xpm => 4
mini.calc.xpm => 2
mini.camera.xpm => 0
mini.db.xpm => 2
mini.en.xpm => 2
mini.func.xpm => 2
mini.gretl.xpm => 4
mini.manual.xpm => 2
mini.model.xpm => 4
mini.ofolder.xpm => 0
mini.page.xpm => 2
mini.pdf.xpm => 2
mini.pin.xpm => 2
mini.plot.xpm => 2
mini.session.xpm => 2
mini.sh.xpm => 2
mini.split_h.xpm => 2
mini.split_v.xpm => 2
mini.spreadsheet.xpm => 2
mini.table.xpm => 2
mini.tex.xpm => 2
mini.tools.xpm => 2
mini.tsplot.xpm => 2
mini.winlist.xpm => 2
model_table.xpm => 2
model.xpm => 6
mouse.xpm => 3
rhohat.xpm => 2
summary.xpm => 2
upsize.xpm => 2
xfm_info.xpm => 2
xfm_sc.xpm => 1
xfm_text.xpm => 1
The following pixmaps are not used in code:
mini.camera.xpm => 0
mini.ofolder.xpm => 0
---
For future consistency, shouldn't we use all own pixmaps/svgs, instead of
stock ones? For example the help icon is from system (gnome/GTK in my case).
(and I did not see how they look in Windows or Mac)
Hélio
10 years, 8 months
[OT] the apple goto fail bug
by Sven Schreiber
Hi,
irrelevant musings: Looking at the C source code of the infamous Apple
security flaw, which goes something like this (hopefully indentation is
preserved in the message on the list):
<pseudoC>
if (condition)
goto fail;
goto fail;
</pseudoC>
it seems to me to be the proof that having a syntax which can is easy to
read not just for the compiler/interpreter but also for humans is a good
thing per se. The good news is that in hansl an 'endif' would have been
missing and would have caused an error. Python also would have thrown an
IndentationError I think, which is proof that having significant
whitespace in Python is a good thing :-) Of course some people say it's
just bad style to use 'if' in C without braces, which is true I guess,
but then better to enforce the good style instead of just recommending it...
enough irrelevance for the day,
sven
10 years, 8 months
Small LaTeX bug
by Marcin Błażejowski
Hi,
current CVS:
-----------
LaTeX Warning: Reference `tab:functions' on page 153 undefined on input
line 15
.
(./tabfunctions.tex
! Missing $ inserted.
<inserted text>
$
l.19 movavg & mpi_
recv & mpi_send & mpols & mrandgen & mread & mreverse
& mr...
?
-----------
Best Regards,
Marcin
--
Marcin Błażejowski
GG: 203127
10 years, 9 months
