I can see I'm not getting much love on this one! :) It's ok though.
I'll add a few comments and then surrender.
1. For command line users this is not relevant since those of us who work
that way know that ols is an estimator and that ARIMA is a model that can
be estimated in various ways. These are experienced users who know the
fine distinctions and see the issue as much ado about nothing. However,
GUI users tend to be less 'sophisticated' (ok, I admit that I often use it)
and less likely to know that ols is an estimator and not a model. I have
some evidence since I asked that question (Is least squares a model or an
estimator?) to an introductory graduate class and only half got it right.
2. Econometrics software like Gretl doesn't model, Gretl users model.
Gretl only estimates the parameters of a model known to the user and which
hopefully encompasses the DGP from the collected sample.
Estimators are chosen because of their sampling properties; the sampling
properties depend on the (statistical) model. A model is not chosen
because of the properties of its estimator. In my mind, a model should be
(carefully) chosen before the software is opened (e.g., Hendry's GUM?).
Even in the model pull-down menus, the tree (or dialog box) ends in every
instance at an estimator, e.g. simultaneous equations>sur or tsls or
whatever. Now, I know there may be some of us who do the following: grab
some data, run some regressions, decide upon a model that explains the
results. Write it up as if this were done in reverse order. Can anyone be
surprised that people are skeptical of what our studies find?
3. "Model" can be a very good organizing structure: Panel, Time-series,
Linear, Nonlinear, Simultaneous Equations, etc, but the user is expected to
choose the method by which the parameters of that model are estimated. As
we all know, an estimator can be used to estimate parameters in many
different models, just as a model can have several estimators. If Model is
kept as the top level organizing principle, then I think each of the
options in the first level of the pull-down should be models. All roads
down the tree end at an estimator.
OK. Now I surrender!
FYI, Stata uses "Statistics" as the top level in their very unwieldy and
confusing GUI. Their manuals are organized according to models, with
estimators and statistics within each context specifically documented.
Although Stata's use of 'Statistics' is correct, it is by no means better
than what gretl has now. Gretl separates out things into "sample" that
Stata does not. Gretl is much cleaner.
I'm just cranky because after 8 weeks of talking models and estimators not
being the same thing, half my class decided OLS is a model, not an
And of course, I can be completely wrong..... :)
On Tue, Oct 13, 2015 at 1:56 PM, Summers, Peter <psummers(a)highpoint.edu>
Paraphrasing Allin's point, basically the word
follows the main menu items: "File Operations," "Data Operations,"
Operations," etc. Personally I'm ok with that remaining implicit.
> -----Original Message-----
> From: gretl-devel-bounces(a)lists.wfu.edu [mailto:gretl-devel-
> bounces(a)lists.wfu.edu] On Behalf Of Allin Cottrell
> Sent: Tuesday, October 13, 2015 2:35 PM
> To: r.lucchetti(a)univpm.it; Gretl development
> Subject: Re: [Gretl-devel] A small, pedantic gripe about "models" in
> On Tue, 13 Oct 2015, Riccardo (Jack) Lucchetti wrote:
> > On Tue, 13 Oct 2015, Hélio Guilherme wrote:
> >> Since it is one of the most active/important/used menu item in gretl,
> >> it is important its name.
> >> Would "Modelization" be a good single name?
> >> Other options:
> >> Model Specification and Estimation
> >> (I think it is OK to have a long name, because gretl is not prepared
> >> for small screens like mobile phones)
> > IMO "Model" is just fine. Like Allin said, it's shorthand. With
> > same logic, the "File" menu should be renamed, too.
> > And besides, many sub-entries are organised exactly *by model* (eg the
> > Time Series submenu -- ARIMA, VAR, etc).
> Jack's mention of "File" is apt. Allow me to engage in a little more
> In menu headings for English-language computer interfaces a common trope
> to use a singular noun which is also a verb, hence a bivalent
abstraction -- as in
> "File", and also "Model".
> When you see a "File" menu you don't expect it to pull down a list of
> (though a list of recently opened files might be included):
> the idea is "Come here for operations relating to files; come here if
you want to
> file something."
> Similarly for "Model": the idea is not that you're going to see a
of models as
> such, it's "Come here for operations relating to models; come here if
> to model something."
> If the headings were "Files" or "Models" (plural) the user might
to see a
> list of objects of those respective sorts, but not if the abstract
category is used.
> (So I can see where Hélio is coming from with "Modelization" -- seeking
> appropriate abstraction. However, the English for "Modelization" is
> In fact, what you see among the first-order elements under the gretl
> menu is a mixture of names of estimators (OLS), categories of estimators
> (Robust), classes of data (Time series), and classes of model
> equations). What all these elements have in common is that they're to do
> econometric modeling.
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Economics and Legal Studies in Business
Oklahoma State University