ui-maker news
by Cottrell, Allin
For authors of function packages: there are new restrictions that can
be added to the ui-maker function for a package, to ensure for a given
series parameter (a) that the argument is a 0/1 dummy variable or (b)
that it is discrete.
Here's an example, assuming that the bundle returned by the ui-maker
is called ret; that the series y must be binary; and that the series z
must be discrete:
ret.y = _(binary=1)
ret.z = _(discrete=1)
Note that the criterion in the "discrete" case is a bit more liberal
than the built-in isdiscrete() function. More details can be found in
the current version of pkgbook.pdf (or pkgbook-a4.pdf).
Allin
1 month, 2 weeks
- 2
- 4
Paired meantest with single series passed
by Artur T.
Hi all,
The "meantest" command provides a simple way to conduct a paired t-test
comparing the mean values between TWO series.
The help says:
"""
Paired test
In the primary case (only) the --paired option can be given, to test the null
hypothesis that the mean difference between the paired values of the two series
arguments is zero. Otherwise, pairing is not assumed.
"""
Take the following example which I would expect to fail as only a single series
is provided:
<hansl>
open mrw --quiet
summary gdpgrow --simple
meantest gdpgrow --paired
</>
However, the output is:
"""
Summary statistics, using the observations 1 - 121
for the variable 'gdpgrow' (117 valid observations)
Mean 4.09402
Minimum -0.900000
Maximum 9.20000
Standard deviation 1.89146
Missing obs. 4
Paired difference test
Number of observations = 117
Sample mean paired difference = 3.09402
Null hypothesis: The population mean difference is zero.
Estimated standard error = 0.174866
Test statistic: t(116) = 17.6937
p-value (two-tailed) = 9.72895e-35
"""
It looks as in case no 2nd series is provided, the test compares to a constant
series - compare with this:
<hansl>
# Compare
series y = 1
meantest gdpgrow y --paired
</>
I guess that should be mentioned in the help text or output. Alternatively, an
error may be flagged as two series are expected.
Best
Artur
1 month, 2 weeks
- 3
- 3
CRASH: panel-ADF in 1st differences
by Artur T.
Hi all,
I've just encountered a crash when calling the "--difference" option for the
"adf" command in a panel-setting (no crash in a time-series setting, though).
Here is a sample script:
<hansl>
set verbose off
open grunfeld.gdt --quiet
# in levels -> WORKS
adf -1 invest --ct
# 1st differences -> CRASH
adf -1 invest --c --difference
</hansl>
This is with gretl-2026c from 2026-05-25 on my Ubuntu machine.
Thanks in advance and best wishes,
Artur
2 months
- 3
- 4
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