panel sample reporting
by Sven Schreiber
Hi,
working with panel data, I was puzzled by the reported time spans in
restricted samples. Consider the following example:
<hansl>
nulldata 2000
setobs 10 1:1 --stacked-time-series
genr time
genr unit
smpl time>1 --restrict
</hansl>
For me the first 'setobs' command responds with:
"1:01 - 200:10 (n = 2000)"
while at the end I get:
"1:1 - 200:9 (n = 1800)"
So I initially had t=1...10, then I restricted the time dimension to
t=2...10, but gretl tells me t=1...9.
Now, given the (relatively basic, if you'll excuse me) way gretl reports
panel samples this is probably not a bug, strictly speaking. But I think
it's a missing feature that creates confusion (at least for me).
thanks,
sven
12 years
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
12 years
Problem creating a new function package in the GUI
by Logan Kelly
Hello,
gretl crashes, i.e. gretl exits to the os with windows error message, when I try to make a new package using the GUI. The crash occurs when I click the "Extra Prosperities" button. Also, I tried to create a spec file without specifying any of the extra properties. This produced a crash as well.
I am using the latest CVS (build date 2014-07-03), OS = WIN 7 64bit.
Thanks,
Logan
12 years
posible issue with sprintf
by Logan Kelly
Hello,
I have found a possible issue with sprintf(). In the following script should not section 1 and 2 yield similar printed output? But note that bslash is empty after section 1 (output included). Is this the intended behavior? OS = Win 7 64bit and gretl = 1.9.91cvs
#1
sprintf bslash "\\"
print bslash
#2
printf "\\"
Output:
gretl version 1.9.91cvs
Current session: 2014-07-03 17:35
#1
? sprintf bslash "\\"
? print bslash
#2
? printf "\\"
\
12 years
de Translation
by Sven Schreiber
Hi Allin,
I just updated de.po again -- hopefully not with encoding problems
again, but I did it the right way this time, under Linux Mint, testing
the translation in a new build and then committing directly to cvs, so
I'm optimistic.
cheers,
sven
12 years
cvs doc compilation error
by Sven Schreiber
Hi,
for the first time in a while I'm building from cvs (on Mint 15 in a
virtual machine) and encountered the following error:
<error>
Package hyperref Warning: Token not allowed in a PDF string
(PDFDocEncoding):
(hyperref) removing `math shift' on input line 299.
[58]
! Missing $ inserted.
<inserted text>
$
l.402 ... \option{--aggr=max(realtime_start_date)}
.
?
</error>
Am I missing a TeX package? This part of the manual doesn't look so new,
and otherwise somebody else would have noticed the error, right?
thanks,
sven
12 years
add package to menu; problem with non-standard paths
by Sven Schreiber
Hi,
I have specified some function package to be added to the menu, the
package lives in some custom directory (for easy synchronization
purposes for example).
The problem is that after a gretl restart the package appears in the
menu alright, but it cannot be invoked because gretl didn't remember its
location. Is it a requirement/spec that menu-entry-packages have to
reside in the standard function path?
thanks,
sven
12 years
crash
by Sven Schreiber
Hi,
when testing/developing a function package, I got a reproducible crash.
The debug message was:
gretl_invert_symmetric_matrix: dpotrf failed with info = 2 (n = 2)
This is on Windows 8 (32bit), gretl build from June 1st -- ok, I took
this event as a hint that I could update the snapshot to yesterday's
version; I still got a hard crash, but some window popped up with a
totally different syntax error relating to a sprintf command.
The error was the missing trailing ', msg' part in the following
(corrected) line:
sprintf msg "%s(Critical values as before)\n", msg
When I fixed that syntax error everyting was fine (strangely enough),
but of course the crash possibility still is a problem.
thanks,
sven
12 years
