[Gretl-devel] Re: Regression with many dummies (RFC)
On 10/17/25 16:27, Riccardo (Jack) Lucchetti wrote:
The attached script does just that[*], and compares execution time for
both approaches, so you can play with it.
Hi,
on my machine:
t0 = 1.3656743
t1 = 0.42014637
My question to the community is: would it be worthwhile to implement
the "specialised" algorithm natively? Something like
fols y X fac
where "fols" stands for "factorised OLS"? Or maybe as an option to
the
ols command? Or maybe as a function? Having such a command (or
function) would of
I'd opt for ols y X fac --factorised
Marcin
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