Re: [Gretl-devel] [Gretl-users] multivariate lrvar?
Am 16.04.2018 um 23:11 schrieb Allin Cottrell:
On Mon, 16 Apr 2018, Sven Schreiber wrote:
> Yes, why not.
> And your take on the default? Action or no action? I tend to think
> that for generic (multiple) variables there's no reason to expect
> they're demeaned already (thus default "yes do demean them first"),
> but I'm not sure.
I'd be OK with making "true" (non-zero) the default for the do-demeaning
argument to lrcovar() -- assuming we make the flip that I claimed as
more intuitive above, which is not yet the case in git!
So, just to be explicit, the idea would then be:
V = lrcovar(X) # does de-meaning
V = lrcovar(X, 1) # does de-meaning (more explicitly)
V = lrcovar(X, 0) # cancels de-meaning
Is this preferable to what's in place right now? Which is:
I think I prefer this way (above; although everything is arbitrary of
course). About the meanings of 0 and 1, one reason is your "action"
indicator semantics, and the other one is that the (X, 0) combination
could be intuitively read out as "these Xes already have mean 0 [thus do
not demean again]".
About the preferred default (of 1/action) I gave my argument above.
If there's consensus, "somebody" please apply the change to git.
thanks,
sven