simultaneous equations in gretl
by Allin Cottrell
Hello all,
Up till now, gretl has supported only three-stage least squares for
estimating systems of simultaneous equations. Now, in CVS and in
the win32 snapshot available from sourceforge, I have added support
for FIML and LIML (along with automatic testing of over-identifying
restrictions). I have also added the Hansen-Sargan test for
over-identifying restrictions, for 3SLS and SUR.
I'm looking for help in testing these new additions. I can
replicate the benchmark results for that workhorse, Klein's "Model
1", but I'm finding it hard to find other benchmarks to test
against. So if anyone has datasets on which they've estimated
equation systems using FIML or LIML with other programs, I'd be very
grateful if you could either:
* See if you can replicate the results using gretl, and let me know
what happens; or
* Send me a copy of the dataset and the output from the other
program, so I can try the replication.
Thanks very much for any assistance.
--
Allin Cottrell
Department of Economics
Wake Forest University, NC
19 years, 5 months
Gretl on Panther
by francesco manaresi
Good day,
i'm a new gretl user, using Mac OS X 10.3.3, downloaded the new
gretl.dmg suggested by the guy in this ml, and substituted the string
in gretl.sh as suggested by the website.
Still, I cannot do anything with gretl, because everytime i try
modelling with OLS or do something more than simply "open" a sample
dataset i receive this message on xterm:
** (gretl_x11:638): WARNING **: Couldn't load font "Monospace 12"
falling back to "Sans 12"
** (gretl_x11:638): WARNING **: Couldn't load font "Sans 12" falling
back to "Sans 12"
** (gretl_x11:638): WARNING **: All font failbacks failed!!!!
Ok, it 's still that terrible font problem with Panther, isn't it? But
what can i do, do i have to give up?
Thank u very much,
francesco
19 years, 10 months
new gretl-gtk2 rpm
by Allin Cottrell
I have built a "generic" gretl rpm using gtk2. If anyone is
interested in testing it, I'd be glad to hear if/how it works.
I believe it should be compatible with most modern Linux
distribution. The file is
ftp://ricardo.ecn.wfu.edu/pub/gretl/gretl-1.3.2-1gtk2.i586.rpm
The output from rpm -qpR (dependency listing) follows. Most of
these files are from gtk2, lapack, and gmp.
/bin/sh
gtk+ >= 2.2.0
libatk-1.0.so.0
libblas.so.3
libc.so.6
libc.so.6(GLIBC_2.0)
libc.so.6(GLIBC_2.1)
libc.so.6(GLIBC_2.1.3)
libc.so.6(GLIBC_2.2)
libc.so.6(GLIBC_2.3)
libdl.so.2
libdl.so.2(GLIBC_2.0)
libdl.so.2(GLIBC_2.1)
libg2c.so.0
libgdk-x11-2.0.so.0
libgdk_pixbuf-2.0.so.0
libglib-2.0.so.0
libgmodule-2.0.so.0
libgmp.so.3
libgobject-2.0.so.0
libgretl-1.0.so.0
libgtk-x11-2.0.so.0
liblapack.so.3
libm.so.6
libm.so.6(GLIBC_2.0)
libpango-1.0.so.0
libpangox-1.0.so.0
libpangoxft-1.0.so.0
libpng12.so.0
libpthread.so.0
libpthread.so.0(GLIBC_2.0)
libreadline.so.5
libtermcap.so.2
libxml2.so.2
libz.so.1
rpmlib(CompressedFileNames) <= 3.0.4-1
rpmlib(PayloadFilesHavePrefix) <= 4.0-1
--
Allin Cottrell
Department of Economics
Wake Forest University, NC
19 years, 11 months
Gretl 1.3.2 on Mac OS X Panther (10.3.8)
by Saam Barrager
I get the following error (with gretl crash) when I select:
File>Preferences>Fixed Font
*****
(gretl_X11:434): Gtk-WARNING **: Cannot open input module file
'/sw/etc/gtk-2.0/gtk.immodules': No such file or directory
(gretl_X11:434): Gtk-WARNING **: Couldn't load font "Sans 10" falling back
to "Sans 10"
*****
I was able to get the program running by modifying gretl.sh to read:
GDK USE XFT=0
(as instructed by the Read Me.)
This let me open the program, but I can't do too much with it. Importing
works; can't display values or much else. Attempting these things gives a
similar message for which gretl is looking for Monospace 12 or Sans 12.
Any ideas?
19 years, 11 months
Re: [Gretl-users] loop command for NLR [2]
by Renju Jacob
Thanks a lot, Allin. I am using gretl on a Windows machine. So, do I
wait till the Windows build is available? I believe that $nvars will
solve the issue of the variable count. Once I get the variable count, I
can use a loop construct to loop it through an NLS for each variable
vector. I'll be assigning suffixes to the independent variables. I can
do the variable counting and scripting using Perl/PHP, but it's only
that the script would just look gaudy and long :)
Also, is there a command to print out the variable name (e.g x1..x2
..). cos if u say outfile x1, it prints out the entire dataset for x1
Rgds
Renju
>>> cottrell(a)wfu.edu 02/14/05 09:00PM >>>
On Mon, 14 Feb 2005, Renju Jacob wrote:
> Ok, but even if I manage to do that, does GRETL allow the use of
> nlr in a loop construct?
The nls command is now usable in loops, in gretl CVS -- there will
be a new Windows snapshot shortly. Also, there is an internal
variable, $nvars, accessible via the genr command, that holds the
number of variables in the current dataset (including the constant).
I don't fully understand the context you have in mind, but I suspect
that these changes may not be sufficient to do what you want. In
the context of an nls command, variables must be referenced by name,
not number (since numeric constants are also valid in that context).
So you have to know the names of the relevant variables to construct
a suitable gretl loop. I suppose that's OK if you know that the
dependent variable is called "y" and the independent variables are
always called "x1",...,"xn".
I'm inclined to repeat my previous advice: this seems to me a case
where an external scripting language might well be used to construct
a set of driver scripts for gretl. Gretl has very minimal string
handling, whereas scripting languages are at home with that sort of
thing.
Allin Cottrell
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19 years, 11 months
Re: [Gretl-users] loop command for NLR [2]
by Allin Cottrell
On Mon, 14 Feb 2005, Renju Jacob wrote:
> Ok, but even if I manage to do that, does GRETL allow the use of
> nlr in a loop construct?
The nls command is now usable in loops, in gretl CVS -- there will
be a new Windows snapshot shortly. Also, there is an internal
variable, $nvars, accessible via the genr command, that holds the
number of variables in the current dataset (including the constant).
I don't fully understand the context you have in mind, but I suspect
that these changes may not be sufficient to do what you want. In
the context of an nls command, variables must be referenced by name,
not number (since numeric constants are also valid in that context).
So you have to know the names of the relevant variables to construct
a suitable gretl loop. I suppose that's OK if you know that the
dependent variable is called "y" and the independent variables are
always called "x1",...,"xn".
I'm inclined to repeat my previous advice: this seems to me a case
where an external scripting language might well be used to construct
a set of driver scripts for gretl. Gretl has very minimal string
handling, whereas scripting languages are at home with that sort of
thing.
Allin Cottrell
19 years, 11 months
Re: [Gretl-users] loop command for NLR
by Allin Cottrell
On Mon, 14 Feb 2005, Renju Jacob wrote:
> Ok, but even if I manage to do that, does GRETL allow the use of
> nlr in a loop construct?
Ah, good question. At present the answer is No. I'll see how
difficult it is to enable that.
In the meantime, my previous answer can be applied again. The
hypothetical (perl?) script that reads the CSV file can write out a
series of gretl scripts, to perform NLS using each of the variables
in turn.
(I might say that I do this sort of thing myself sometimes, writing
shell scripts that generate gretl scripts -- the point being that a
mature shell is going to offer more sophisticated flow control than
gretl, and can capture into variables the results of just about any
program you please.)
Allin Cottrell
19 years, 11 months
Re: [Gretl-users] loop command for NLR
by Renju Jacob
Ok, but even if I manage to do that, does GRETL allow the use of nlr in
a loop construct?
>>> cottrell(a)wfu.edu 02/14/05 04:39PM >>>
On Mon, 14 Feb 2005, Renju Jacob wrote:
> I am fairly new to the use of syntaxes on GRETL. My task is to
> write a script that will dynamically count all variables in a
> tabular file (e.g csv) and conduct a non linear regression for
> each variable's dataset. I have figured out how to do it if there
> is only one variable, but am trying to do it if there are more
> than one variable laid out in a tabular format.
At present there's no programmatic way of counting the variables in
a datafile, within gretl itself. You can loop across a known list
of variables, but not an unknown list.
One possibility here is to complement gretl's capacities with a
scripting language (your favorite shell, perl or whatever). That
is, given a csv file, it would not be difficult to use, say, perl to
extract the list of variable names and write out a gretl script
that would loop over those variables, doing whatever it is you want
to do.
Allin Cottrell
_______________________________________________
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Gretl-users(a)ricardo.ecn.wfu.edu
http://ricardo.ecn.wfu.edu/mailman/listinfo/gretl-users
**********************************************************
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19 years, 11 months
loop command for NLR
by Renju Jacob
Hello,
I am fairly new to the use of syntaxes on GRETL. My task is to write a
script that will dynamically count all variables in a tabular file (e.g
csv) and conduct a non linear regression for each variable's dataset. I
have figured out how to do it if there is only one variable, but am
trying to do it if there are more than one variable laid out in a
tabular format.
I'ld appreciate any pointers that might help me on this issue.
Thanks!
Renju
**********************************************************
Electronic Mail is not secure, may not be read every day, and should not be used for urgent or sensitive issues.
19 years, 11 months
Problem with panel diagnostics
by Martin Obermaier
Dear all,
I am running gretl under Windows XP and am repeatedly
experiencing difficulties when letting gretl perform a panel diagnostics
(following a pooled OLS). In fact, gretl freezes with most data sets,
a.o. some from Wooldridge's "Introductory Econometrics".
The script I use to perform the panel diagnostic is as follows
(example is the data set wagepan.gdt from Wooldridge):
open wagepan.gdt
setobs 8 1:1 --stacked-cross-section
model1 <- pooled 19 0 17 3 5 4 27 7 18
model2 <- hausman
I would like to know whether any other gretl user has already
experienced the same problem, or whether it is just my fault - which I
would be happy to admit.
Best wishes,
Martin
19 years, 11 months
