Re: [Gretl-devel] Robust cov in between regression?
On Wed, 23 Jul 2014, Sven Schreiber wrote:
Am 23.07.2014 14:43, schrieb Sven Schreiber:
>
> And this is not really related, but I don't want to start too man
> threads....
>
>
> This gives a data error:
>
> <hansl>
> open abdata
> panel n 0 ys --between
> omit --auto=0.2
> </hansl>
>
actually, 'omit ys' also produces the error, it's not about the
'auto'
option, but apparently about the between estimation.
There should be a better error message, but the point is that the panel
between model is just provided "by courtesy" and doesn't offer the
facilities that other models do. This is because it's not estimated on the
dataset proper but rather on a panel-means dataset constructed on the fly
and then destroyed.
We could work on offering more, but in the meantime you can use the p*
functions to construct a suitable dataset yourself, as in
<hansl>
open abdata.gdt
panel n 0 ys --between
matrix bn = pshrink(pmean(n))
matrix bys = pshrink(pmean(ys))
N = rows(bn)
nulldata N --preserve
series n = bn
series ys = bys
ols n 0 ys
omit ys
</hansl>
Allin Cottrell