On Fri, 12 Jul 2019, Sven Schreiber wrote:
Am 12.07.2019 um 16:15 schrieb Allin Cottrell:
> Neither stata nor R reject this specification, but the "arguably
> strange" output from gretl is indeed an artifact of sub-par numerical
> precision in the unbalanced case using Cholesky decomposition. I've
> switched to QR for this task and we now show something similar to
> stata:
> ...
> coefficient std. error t-ratio p-value
> -------------------------------------------------------
> const 5.12318 0.00000 NA NA
> INDOUTPT 0.00000 0.00000 NA NA
>
> Mean dependent var 5.123181 S.D. dependent var 2.678095
Ah, very good, this looks much "better", thanks.
> foreign language=stata --send-data=L
> xtset unit time
>
> foreign language=R --send-data=L
Something else: BTW, the guide mentions that --send-data is not
available with Ox, but is silent for the Python case. Actually Artur and
I are working (not too hard) on more tools for passing stuff to Python,
but enabling --send-data would also be nice. What Python/numpy functions
would you need to make this work?
Basically just a CSV reading function -- and presumably a target
structure that handles variable names, to make a distinction with just
sending data in matrix form.
Allin