Re: Re: GRETL Feature Suggestion (Allin Cottrell)
by Talha Yalta
> > (1)- First of all, when I try to open my data in spreadsheet
> > mode I get an error message saying that I cannot open
> > spreadsheet that has more than 1600 rows.
>
> This limitation is specific to the Windows version of gretl, and
> it stems from the gui toolkit (GTK+) that gretl uses. For some
> obscure reason, connected I think with support for Windows 98, the
> sort of GTK window that gretl uses for its built-in spreadsheet
> can't currently have more than about 1600 rows without falling
> apart, on the MS Windows platform.
Great! One more reason to use Linux (I have a dual booting machine and
test both Linux and Windows versions)
> > Consider a simple command that can be used in other spreadsheets:
> > "=IF(AND(A1=1,B1=1),LOG(C1),"na")"
>
> Gretl, along with most other econometrics programs, defines such
> transformations using named variables rather than cell-ranges.
> You have the boolean operators (&,|,=,!) to work with (see the
> entry for "genr" in the gretl manual). For example, assuming that
> variables named 'A', 'B' and 'C' already exist:
>
> newvar = (A=1&B=1)*log(C) + !(A=1&B=1)*NA
This way of defining new variables doesn't look so bad. I guess I can
better my computing habits by learning this method of handling data.
This actually looks more powerful.
> For this reason -- and also because gretl can import Excel and
> Gnumeric worksheets (with an OpenOffice import facility not too
> far off), so you can do data transformations using your favorite
> spreadsheet if you prefer that method -- it's not a high priority
> to offer a formula facility in gretl's built-in spreadsheet.
You are right. There are probably much more important things to worry
about. Still, this might be a nice addition in the longrun since the
spreadsheet is already there and it actually looks pretty decent even
without features.
On 5/3/06, gretl-users-request(a)ricardo.ecn.wfu.edu
<gretl-users-request(a)ricardo.ecn.wfu.edu> wrote:
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> Today's Topics:
>
> 1. GRETL Feature Suggestion (Talha Yalta)
> 2. Re: GRETL Feature Suggestion (Allin Cottrell)
> 3. homogeneity (Zhukov Pavel)
> 4. Gretl in Portuguese (Claudio Puty)
>
>
>
> ---------- Forwarded message ----------
> From: "Talha Yalta" <talhayalta(a)gmail.com>
> To: gretl-users(a)ricardo.ecn.wfu.edu
> Date: Tue, 2 May 2006 18:06:28 -0400
> Subject: [Gretl-users] GRETL Feature Suggestion
> Hi:
>
> I am a Ph.D. candidate at Fordham University in NY and I am using
> Gretl extensively for a few months now. I am a big fan of linux and
> open source software and I must say I am very impressed with Gretl. I
> would like to thank all the contributors for bringing us this elegant
> and very high quality software which is a pure joy to use.
>
> I would also like to suggest a few new features:
>
> I usually work with PSID data that contains more than 200 columns and
> 30000 rows and I need to create a number of dummies and bring the
> sample to a more manageble size (say 4000 observations). For this
> task, I really wanted to use openoffice calc and gnumeric but
> unfortunately I realized that MS excel is much more efficient working
> with large files since opensource alternatives become very sluggish
> even with data containing about 10000 observations.
>
> Now, I know that Gretl has a built in spreadsheet and it looks like it
> is quite efficient. So I think it would be a great idea to improve
> this feature a little bit:
>
> (1)- First of all, when I try to open my data in spreadsheet mode I
> get an error message saying that I cannot open spreadsheet that has
> more than 1600 rows. This doesn't make sense to me. We are allowed to
> use very large data sets, why cannot have this feature cripled?
> (2)- Related with (1), is there a limit in the number of columns in
> Gretl's spreadsheet? We know that excel, openoffiice and gnumeric have
> a limit of 255 columns. This may be more than enough for everyday
> tasks but not always for research. Of course one can use other
> specialized software such as dbase but it would be more efficient to
> be able to use the one already available in Gretl especially since it
> doesn't look like a memory hog like the others.
> (3)-Of course we need the ability to do some basic mathematical and
> logical operations within cells so that we can easily define new data
> columns. I know we can use the console or the data menu to add new
> variables such as logs, dummies and lags based on existing variables
> but this is not enough.
> Consider a simple command that can be used in other spreadsheets:
> "=IF(AND(A1=1,B1=1),LOG(C1),"na")"
> This command creates a new variable based on 3 existing variables very
> easily and efficiently. I am not sure how I can achieve this in Gretl
> but if it requires writing a program or a loop, this is counter
> intuitive.
> (4)- And as always new features have to be implemented very
> efficiently using very optimized routines so that Gretl doesn't become
> a memory hog like many other commercial (and sometimes open source)
> programs.
>
> With all this functionality fit into such a small package, Gretl
> already speaks for how open source software are usually much better
> and efficient than commercial alternatives. If new features are added
> in this fashion it is easy to predict that soon we will have a program
> that has all the functionalty of expensive software and in a much
> smaller package, which represents a much higher level of quality and
> elegance. This would be very welcome within the economics profession,
> since we are becoming more and more dependent on specialized software
> to carry out our research.
>
> Sincerely,
> A. Talha YALTA
>
> --
> Don't go around saying the world owes you a living. The world owes you
> nothing. It was here first. - Mark Twain
> --
>
>
>
>
>
> ---------- Forwarded message ----------
> From: Allin Cottrell <cottrell(a)wfu.edu>
> To: Gretl list <gretl-users(a)ricardo.ecn.wfu.edu>
> Date: Tue, 2 May 2006 21:51:04 -0400 (EDT)
> Subject: Re: [Gretl-users] GRETL Feature Suggestion
> On Tue, 2 May 2006, Talha Yalta wrote:
>
> > I am a Ph.D. candidate at Fordham University in NY and I am
> > using Gretl extensively for a few months now. I am a big fan of
> > linux and open source software and I must say I am very
> > impressed with Gretl. I would like to thank all the contributors
> > for bringing us this elegant and very high quality software
> > which is a pure joy to use.
>
> Thank you, glad you like the program!
>
> > I would also like to suggest a few new features:
> >
> > I usually work with PSID data that contains more than 200
> > columns and 30000 rows and I need to create a number of dummies
> > and bring the sample to a more manageble size (say 4000
> > observations)...
> >
> > Now, I know that Gretl has a built in spreadsheet and it looks
> > like it is quite efficient. So I think it would be a great idea
> > to improve this feature a little bit:
> >
> > (1)- First of all, when I try to open my data in spreadsheet
> > mode I get an error message saying that I cannot open
> > spreadsheet that has more than 1600 rows.
>
> This limitation is specific to the Windows version of gretl, and
> it stems from the gui toolkit (GTK+) that gretl uses. For some
> obscure reason, connected I think with support for Windows 98, the
> sort of GTK window that gretl uses for its built-in spreadsheet
> can't currently have more than about 1600 rows without falling
> apart, on the MS Windows platform.
>
> > (2)- Related with (1), is there a limit in the number of columns
> > in Gretl's spreadsheet?
>
> Not that I know of, but there may be a de facto limit for that
> sort of GTK window on MS Windows, again.
>
> > (3)-Of course we need the ability to do some basic mathematical and
> > logical operations within cells so that we can easily define new data
> > columns. I know we can use the console or the data menu to add new
> > variables such as logs, dummies and lags based on existing variables
> > but this is not enough.
> > Consider a simple command that can be used in other spreadsheets:
> > "=IF(AND(A1=1,B1=1),LOG(C1),"na")"
>
> Gretl, along with most other econometrics programs, defines such
> transformations using named variables rather than cell-ranges.
> You have the boolean operators (&,|,=,!) to work with (see the
> entry for "genr" in the gretl manual). For example, assuming that
> variables named 'A', 'B' and 'C' already exist:
>
> newvar = (A=1&B=1)*log(C) + !(A=1&B=1)*NA
>
> This sort of variable-generating command can be executed using a
> script, via the gretl console, or using the dialog box for
> "defining a new variable" at the foot of the Variable menu.
>
> For this reason -- and also because gretl can import Excel and
> Gnumeric worksheets (with an OpenOffice import facility not too
> far off), so you can do data transformations using your favorite
> spreadsheet if you prefer that method -- it's not a high priority
> to offer a formula facility in gretl's built-in spreadsheet.
> This feature is really intended for data entry or minor editing of
> an existing dataset.
>
> Allin Cottrell
>
>
>
>
> ---------- Forwarded message ----------
> From: Zhukov Pavel <zeus(a)hovel.ru>
> To: gretl-users(a)ricardo.ecn.wfu.edu
> Date: Wed, 3 May 2006 16:19:51 +0400
> Subject: [Gretl-users] homogeneity
> Does gretl contains a homogeneity test?
> Does gretl contains Kolmogorov-Smirnov test for normality?
>
>
>
>
> ---------- Forwarded message ----------
> From: "Claudio Puty" <cputy(a)ufpa.br>
> To: <gretl-users(a)ricardo.ecn.wfu.edu>
> Date: Wed, 3 May 2006 09:42:40 -0300
> Subject: [Gretl-users] Gretl in Portuguese
>
>
>
> Dear members of the list,
>
>
>
> I am an economics professor at the Federal University of Para in
> Belém/Brazil (www.ufpa.br). We have a group of people in my department who
> are very interested in using Gretl in our Linux labs for undergraduate
> teaching.
>
> I was very happy to know that Gretl has now a Portuguese version, which will
> help popularize it in Brazil. However, I am still having trouble setting it
> up in Portuguese on my Windows PC. I have followed every step in Gretl's
> support page and I have successfully managed to shift into Italian, French
> and Spanish by using the command " set LANG=es (pt, fr, etc)" in the ms/dos
> simulator. Am I missing something?
>
>
>
>
>
> Sincerely,
>
>
>
> Claudio Puty
>
>
>
>
>
>
>
> ---
>
> Cláudio Castelo Branco Puty
>
> Professor Adjunto
>
> Departamento de Economia
>
> Universidade Federal do Pará
>
> Rua Augusto Corrêa, nº 1
> Belém-Pará
>
> 66.075-110
>
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)ricardo.ecn.wfu.edu
> http://ricardo.ecn.wfu.edu/mailman/listinfo/gretl-users
>
>
>
--
Don't go around saying the world owes you a living. The world owes you
nothing. It was here first. - Mark Twain
--
20 years
- 1
- 0
Gretl in Portuguese
by Claudio Puty
Dear members of the list,
I am an economics professor at the Federal University of Para in
Belém/Brazil (www.ufpa.br). We have a group of people in my department who
are very interested in using Gretl in our Linux labs for undergraduate
teaching.
I was very happy to know that Gretl has now a Portuguese version, which will
help popularize it in Brazil. However, I am still having trouble setting it
up in Portuguese on my Windows PC. I have followed every step in Gretls
support page and I have successfully managed to shift into Italian, French
and Spanish by using the command set LANG=es (pt, fr, etc) in the ms/dos
simulator. Am I missing something?
Sincerely,
Claudio Puty
---
Cláudio Castelo Branco Puty
Professor Adjunto
Departamento de Economia
Universidade Federal do Pará
Rua Augusto Corrêa, nº 1
Belém-Pará
66.075-110
20 years
- 2
- 1
Re: Questions in Simultaneous Equations Systems
by Allin Cottrell
On Wed, 3 May 2006, Marta Regulez wrote:
> I am teaching now a new course in Simultaneous Equations Models,
> and the new features that are in Gretl is being very usefu for
> my teaching and for the students.
That's good to hear. I'm copying the gretl-users mailing list on
my reply to your questions below, since these questions may come
up for others too.
> I have used the klein.inp script to estimate "Klein Model I" and
> I have the following questions (I couldn´t find some hint in the
> guide):
>
> 1) Once you estimate by LIML, the program shows the Smallest
> eigenvalue "lambda" and the overidentification LR test that I
> thought was the Anderson-Rubin test
>
> T(lambda - 1)
>
> For example for the Consumption Equation it is obtained
>
> Smallest eigenvalue = 1,49875
> Contraste de sobreidentificación LR:
> Chi-cuadrado(4) = 8,4972 con valor p 0,0749722
>
> But if you calculate T(lambda - 1)= 21( 1,49875 - 1) = 10, 47375
> that is not the value given for the LR test.
I am going by the presentation of the Anderson-Rubin test as given
in Davidson and MacKinnon, "Econometric Theory and Methods" (ETM)
chapter 12. They write the LR test statistic as
T log(lambda)
[in their notation, n log \hat{\kappa}], and state that it is
asympotically distributed as chi-square with degrees of freedom
equal to the number of overidentifying restrictions. T(lambda -
1) is a reasonable approximation to T log(lambda) for lambda close
to 1.
> 2) In the output obtained with ols, tsls, 3sls, fiml, and liml,
> What are the following items?
>
> Matriz de covarianzas cruzada residual
> (correlaciones por encima de la diagonal principal)
>
> 2,1041 (0,748) (0,247)
> 3,8790 12,771 (0,804)
> 0,48169 3,8575 1,8011
>
> logaritmo del determinante = 0,366633
This is the cross-equation variance-covariance matrix, with
correlation coefficients in parentheses. For example, the (2,1)
entry, 3.8790, gives the covariance of the residuals from
equations 1 and 2. The (1,2) entry, 0.748, gives the correlation
coefficient for the residuals from equations 1 and 2.
> 3) Finally, the overidentification test given with 3sls for the
> whole system, refered as Hansen-Sargan overidentification test,
> how is it calculated?
This is the minimized value of the 3sls criterion function (that
is, the analog to the sum of squared residuals in OLS estimation).
I think it's sometimes called Hansen's J statistic. For the
specific calculation, please see pages 525 and 532 of ETM.
Systems estimation in gretl needs to be better documented. But
the gretl code is closely based on the presentation in chapter 12
of Davidson and MacKinnon's ETM, so that is the best place to look
for clarification at present.
Allin Cottrell
20 years
- 1
- 0
homogeneity
by Zhukov Pavel
Does gretl contains a homogeneity test?
Does gretl contains Kolmogorov-Smirnov test for normality?
20 years
- 2
- 1
GRETL Feature Suggestion
by Talha Yalta
Hi:
I am a Ph.D. candidate at Fordham University in NY and I am using
Gretl extensively for a few months now. I am a big fan of linux and
open source software and I must say I am very impressed with Gretl. I
would like to thank all the contributors for bringing us this elegant
and very high quality software which is a pure joy to use.
I would also like to suggest a few new features:
I usually work with PSID data that contains more than 200 columns and
30000 rows and I need to create a number of dummies and bring the
sample to a more manageble size (say 4000 observations). For this
task, I really wanted to use openoffice calc and gnumeric but
unfortunately I realized that MS excel is much more efficient working
with large files since opensource alternatives become very sluggish
even with data containing about 10000 observations.
Now, I know that Gretl has a built in spreadsheet and it looks like it
is quite efficient. So I think it would be a great idea to improve
this feature a little bit:
(1)- First of all, when I try to open my data in spreadsheet mode I
get an error message saying that I cannot open spreadsheet that has
more than 1600 rows. This doesn't make sense to me. We are allowed to
use very large data sets, why cannot have this feature cripled?
(2)- Related with (1), is there a limit in the number of columns in
Gretl's spreadsheet? We know that excel, openoffiice and gnumeric have
a limit of 255 columns. This may be more than enough for everyday
tasks but not always for research. Of course one can use other
specialized software such as dbase but it would be more efficient to
be able to use the one already available in Gretl especially since it
doesn't look like a memory hog like the others.
(3)-Of course we need the ability to do some basic mathematical and
logical operations within cells so that we can easily define new data
columns. I know we can use the console or the data menu to add new
variables such as logs, dummies and lags based on existing variables
but this is not enough.
Consider a simple command that can be used in other spreadsheets:
"=IF(AND(A1=1,B1=1),LOG(C1),"na")"
This command creates a new variable based on 3 existing variables very
easily and efficiently. I am not sure how I can achieve this in Gretl
but if it requires writing a program or a loop, this is counter
intuitive.
(4)- And as always new features have to be implemented very
efficiently using very optimized routines so that Gretl doesn't become
a memory hog like many other commercial (and sometimes open source)
programs.
With all this functionality fit into such a small package, Gretl
already speaks for how open source software are usually much better
and efficient than commercial alternatives. If new features are added
in this fashion it is easy to predict that soon we will have a program
that has all the functionalty of expensive software and in a much
smaller package, which represents a much higher level of quality and
elegance. This would be very welcome within the economics profession,
since we are becoming more and more dependent on specialized software
to carry out our research.
Sincerely,
A. Talha YALTA
--
Don't go around saying the world owes you a living. The world owes you
nothing. It was here first. - Mark Twain
--
20 years
- 2
- 1