bug report - variable label mismatch in session icon window
by Millo Giovanni
Dear List,
still one (minor) bug into the "session icons window" feature of Gretl.
A session reproducing the problem (similar to yesterdays'):
Begin by executing this from the command line
##### begin #####
# Replicate panel example in William Greene, 4e, Chapter 14
open greene14_1.gdt
logs C Q PF
olsmod1 <- ols l_C 0 l_Q
remod1 <- panel l_C const l_Q --random-effects
femod1 <- panel l_C const LF l_Q
femod2 <- panel l_C const LF l_Q l_PF
##### end #####
Dragging all models into the models table and opening it is ok.
Dragging, e.g., olsmod1 and remod1 into the table;
opening it;
dragging the other two models into it;
and finally reopening it,
the labels for the further variables introduced, which should be 'LF'
and 'l_PF', show up as, again, the first 2 ('const' and 'l_Q')
My system: P4 2.4 Ghz, 256 Mb RAM on Win2K. Gretl 1.6.1
Cheers
Giovanni
Giovanni Millo
Research Dept.,
Assicurazioni Generali SpA
Via Machiavelli 4,
34131 Trieste (Italy)
tel. +39 040 671184
fax +39 040 671160
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17 years, 9 months
bug report - model type incompatibilities in session icon window cause crash
by Millo Giovanni
Dear List,
I seem to have found a bug into the "session icons window" feature of
Gretl.
A session reproducing the crash on my system is as follows:
Begin by executing this from the command line
##### begin #####
# Replicate panel example in William Greene, 4e, Chapter 14
open greene14_1.gdt
logs C Q PF
olsmod1 <- ols l_C 0 l_Q l_PF LF
remod1 <- panel l_C const LF l_Q l_PF --random-effects
femod1 <- panel l_C const LF l_Q l_PF
femod2 <- panel l_C const LF l_Q l_PF --time-dummies
##### end #####
Now open the session icons window.
Dragging remod1 and femod1 into the models table and opening it is ok.
The following combinations, instead, cause Gretl to crash on opening the
table:
- olsmod1 and each of the others
- femod1 (or remod1) and femod2
My system: P4 2.4 Ghz, 256 Mb RAM on Win2K. Gretl 1.6.1
Cheers
Giovanni
Giovanni Millo
Research Dept.,
Assicurazioni Generali SpA
Via Machiavelli 4,
34131 Trieste (Italy)
tel. +39 040 671184
fax +39 040 671160
17 years, 9 months
Bootstrap news
by Allin Cottrell
Andreas K suggested a short while ago that gretl should offer
various bootstrap options via the graphical interface (GUI). I
agreed at the time that this was a good idea. Here's a note on
progress so far (in CVS, and the current gretl snapshot for
Windows).
First, the limitation: all of the following new stuff applies only
to single-equation models estimated via OLS. (Though please note
that we already offer bootstrapped confidence intervals for
impulse response functions in relation to VARs.)
When you estimate a model via OLS in the GUI, the model viewer
window has a menu bar, including items labeled "Analysis" and
"Tests".
New under "Analysis": there's a "Bootstrap..." item. This opens a
dialog box where you get to make five choices:
(1) The variable/coefficient to examine.
(2) "Confidence interval" vs "Studentized confidence interval" vs
"P-value".
(3) "Resampled residuals" vs "Simulate normal errors".
(4) Number of replications (default 1000).
(5) Show graph of bootstrap sampling distribution (no/yes).
Notes:
In relation to (1): you only get to examine one coefficient at a
time by this particular means.
On (2): the default (95%) confidence interval is based directly on
the quantiles of the bootstrap coefficient estimates. The
"studentized" version is as per Davidson and MacKinnon's
"Econometric Theory and Methods" (ETM), chapter 5: at each
bootstrap replication a t-ratio is formed as (a) the difference
between the current and the baseline coefficient estimate, divided
by (b) the baseline estimated standard error. Then the confidence
interval is formed based on the quantiles of this t-ratio, as
explained in ETM. The "P-value" variant is, again, as explained
in ETM.
On (3): you get to choose between resampling with replacement of
the original residuals (rescaled as suggested in ETM), and
simulated normal errors with the empirically given variance.
Andreas suggested including the option of "case resampling" (that
is, resampling the (y, X) pairs rather than the residuals. I have
not implemented this to date for two reasons: first, it seems
statistically dodgy, and second it is considerably more burdensome
from the computational viewpoint. (You can economize substantially
if the X matrix is treated as constant across the bootstrap
replications.)
Point (4) should be mostly self-explanatory. However, when you're
doing a (1 - alpha) confidence interval, then, as explained in
ETM, it is desirable that alpha(B + 1)/2 is an integer (where B is
the number of replications). So gretl adjusts the user-chosen B
value to ensure this is the case.
Point (5) again should be self-explanatory: you can get gretl to
make a graph of the density of the bootstrapped coefficient or
t-ratio. This option employs gretl's kernel density estimation
facility.
The above all pertains to the "Analysis/Bootstrap" menu item. In
addition you have options under "Tests/Linear restrictions". The
restrictions dialog now has a "Use bootstrap" check box. If you
check this, you get a bootstrapped F-test for whatever set of
linear restictions you have entered. The methodology is as
described in ETM for bootstrapped P-values.
Autoregressive models: If the set of regressors includes the first
lag of the dependent variable this should be handled correctly:
the bootstrap data sets are calculated recursively, taking into
account the autoregression. Please note that higher-order
autoregressions are _not_ currently recognized and handled
appropriately.
In script mode: For single-equation models estimated via OLS, you
can append the --boot flag to the "restrict" command to get
bootstrapped tests. You can also set the default number of
bootstrap replications using the "set" command with "bootrep"
parameter. For example:
set bootrep 10000
Testing and comments welcome!
Allin.
17 years, 9 months
Gretl, py, server
by Peter Davidoff
On an XP box
GRETL 1.6.0 build 2/19/07
FILE ->FUNCTION FILE->ON SERVER->PY4GRETL
I get the error: "Error Retrieving Data from Server"
I've tried it with no data set, and with a time-series data set
(Gujarati table 1.2)
I'm running 1.51 on my Ubuntu system, I don't think function packages
were enabled on this older version.
Let me know if there is any other information you may
need.
Thanks,
Peter
17 years, 10 months
first successful py4gretl upload
by Sven Schreiber
Hi,
I hadn't noticed that 1.6.2 was already released, well many thanks for that!
And with a fresh cvs build I now finally also managed to upload a
function package to the gretl server, everything worked nicely.
So py4gretl_vecm is now online, and if it works more or less as expected
for other users, I will upload the other three related packages soon.
Nevertheless, please don't forget that this is beta quality software at
best.
cheers,
sven
17 years, 10 months
Re: Gretl, py, server
by Sven Schreiber
Peter,
(I'm cc-ing the gretl list because this also belongs there.)
when exactly do you get the error, and what does the error say? What's
your gretl version, your platform etc. etc.?
thanks,
Sven
Peter Davidoff schrieb:
>
>
> Hello again Sven,
>
> OK, found the package and how to install on GRETL.
> I am, however, getting an error when I click INSTALL.
>
> Regards,
>
> Peter
>
17 years, 10 months
Ang. Re: [Gretl-users] Suggestion for implementing bootstrap GUI in gretl
by Andreas Karlsson
cottrell(a)wfu.edu @ INTERNET skrev 2007-03-20 19:52:55 :
> On Tue, 20 Mar 2007, Andreas Karlsson wrote:
>
> > My suggestion is that in the OLS output window a new menu entry
> > Analysis -> Bootstrap
is included, where the user can choose to
> > perform bootstrap calculations for the model by clicking on
> > check boxes, radio buttons, etc.
>
> I like this idea. It seems like something we could work on for
> gretl 1.6.3.
>
> Allin Cottrell
It sounds very good to med.
Andreas
17 years, 10 months
informazioni
by MARIA DOMENICA DE GABRIELI
salve,
sono una dottoranda di Statistica dell'Università di Lecce, ho dei
problemi con la creazione di una nuova funzione in Gretl:
- i numeri con la virgola nei comandi non sono accettati;
- non da la possibilità di inserire valori esterni.
Siete in grado di aiutarmi.
Grazie mille
17 years, 10 months
