9:24 a.m.
Dear all,
In "shadowing" thread, Allin (correctly) noticed
that there is a situation where it is difficult to
distinguish between series(int_lag) and function series (int_argument)
1) my suggested answer is incorrect, since we can
have
function series name (int i)
and
function list name (int i)
In this case it is impossible to distinguish
between name(int_lag) and name(int_arg)
The worse (note that I have obtained the
same on Windows10, 2018c and Ubuntu18.04,
today's Git
<hansl>
include lp-mfx.gfn
open keane.gdt -q
# the following line simulate the
situation when a data file
already has 'mlogit_mfx' series
series mlogit_mfx = normal()
smpl (year==87) --restrict
logit status 0 educ exper expersq black --multinomial -q
bundle b = mlogit_mfx(status, $xlist, $coeff, $vcv, $sample)
lp_mfx_print(&b)
catch list z = mlogit_mfx(-1 to -2)
ser = mlogit_mfx
eval mean(ser(-1))
########### output
? open keane.gdt -q
Read datafile /usr/local/share/gretl/data/misc/keane.gdt
? series mlogit_mfx = normal()
Generated series mlogit_mfx (ID 19)
? smpl (year==87) --restrict
Full data set: 12723 observations
Current sample: 1738 observations
? logit status 0 educ exper expersq black --multinomial -q
? bundle b = mlogit_mfx(status, $xlist, $coeff, $vcv, $sample)
? lp_mfx_print(&b)
Multinomial logit marginal effects
(evaluated at means of regressors)
note: dp/dx based on discrete change for black
Outcome 1: (status = 1, Pr = 0.0304)
dp/dx s.e. z pval xbar
educ 0.010826 0.0018373 5.8924 3.8069e-09 12.549
exper -0.020829 0.0054490 -3.8225 0.00013211 3.4403
expersq 0.0019936 0.00073506 2.7122 0.0066841 17.199
black -0.011001 0.0076838 -1.4318 0.15221 0.37973
Outcome 2: (status = 2, Pr = 0.1434)
dp/dx s.e. z pval xbar
educ -0.045462 0.0039535 -11.499 1.3298e-30 12.549
exper -0.11360 0.012550 -9.0517 1.4080e-19 3.4403
expersq 0.0076209 0.0016081 4.7392 2.1456e-06 17.199
black 0.065872 0.019682 3.3468 0.00081740 0.37973
Outcome 3: (status = 3, Pr = 0.8263)
dp/dx s.e. z pval xbar
educ 0.034636 0.0042808 8.0911 5.9137e-16 12.549
exper 0.13443 0.013542 9.9268 3.1829e-23 3.4403
expersq -0.0096146 0.0017275 -5.5654 2.6150e-08 17.199
black -0.054870 0.020909 -2.6243 0.0086834 0.37973
? catch list z = mlogit_mfx(-1 to -2)
z = mlogit_mfx(-1 to
The symbol 'to' is undefined
? ser = mlogit_mfx
Generated series ser (ID 20)
? eval mean(ser(-1))
-0.017113513
We see that both running package functions
and 'ser = mlogit_mfx' worked ok
But in 'list z = mlogit_mfx(-1 to -2)'
'mlogit_mfx' is interpreted as function
In my opinion this phenomenon can easily be
avoided since no function can have -1 to -2 as
argument
Much worse is mlogit_mfx(-1)
A possible solution is deprecating mlogit_mfx(-1)
and substitution for mlogit_mfx(-1 to -1)
To the contrast,
<hansl>
open keane.gdt -q
series lp_mfx_print = normal()
include lp-mfx.gfn
smpl (year==87) --restrict
logit status 0 educ exper expersq black --multinomial -q
bundle b = mlogit_mfx(status, $xlist, $coeff, $vcv, $sample)
lp_mfx_print(&b)
<hansl>
Note the difference between the two scripts:
1-st a series have the same name with mlogit_mfx()
2-nd a series have the same name with lp_mfx_print()
The rest is the same
Also note that confusing named series are not inserted anywhere
Here I have
? open keane.gdt -q
Read datafile /usr/local/share/gretl/data/misc/keane.gdt
? series lp_mfx_print = normal()
Generated series lp_mfx_print (ID 19)
? include lp-mfx.gfn
/home/oleh/.gretl/functions/lp-mfx.gfn
lp-mfx 0.4, 2016-11-10 (Allin Cottrell)
? smpl (year==87) --restrict
Full data set: 12723 observations
Current sample: 1738 observations
? logit status 0 educ exper expersq black --multinomial -q
? bundle b = mlogit_mfx(status, $xlist, $coeff, $vcv, $sample)
? lp_mfx_print(&b)
lp_mfx_print(&b)
Incomplete expression
Syntax error
Error executing script: halting
lp_mfx_print(&b)
May be, a pointer argument?
So we need at least two corrections
1) some functions stop working
2) something should be done with series(int_lag)
Oleh