Re: [Gretl-users] A Newbie Needs Help
by scottd.orr＠comcast.net
OK, thanks--that's the part that wasn't clear.
Scott
-------------- Original message --------------
From: Allin Cottrell <cottrell(a)wfu.edu>
> On Wed, 12 Mar 2008, scottd.orr(a)comcast.net wrote:
>
> > The manual seems to suggest that gretl's normal procedure for
> > handling of lags makes the Arrellano/Bond estimator
> > unnecessary--but it doesn't give any detail on that procedure.
> > Or am I missing something?
>
> 1) Gretl will generate lags correctly in a panel dataset, entering
> a missing value at the start of each time-series.
>
> 2) This doesn't really have much to do with Arellano-Bond. A-B is
> a method for producing consistent estimates when a panel model
> includes lags of the dependent variable. Simply getting the lags
> correctly calculated does not produce this effect.
>
> Allin Cottrell
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
17 years
Re: [Gretl-users] A Newbie Needs Help
by scottd.orr＠comcast.net
The manual seems to suggest that gretl's normal procedure for handling of lags makes the Arrellano/Bond estimator unnecessary--but it doesn't give any detail on that procedure. Or am I missing something?
Scott Orr
-------------- Original message --------------
From: Allin Cottrell <cottrell(a)wfu.edu>
> On Wed, 12 Mar 2008, Riccardo (Jack) Lucchetti wrote:
>
> > On Wed, 12 Mar 2008, Sven Schreiber wrote:
> >
> > > Well actually I haven't worked yet with the panels&gretl combination, so I
> > > can't help you with that. Dynamic panels are not trivial (but fashionable),
> > > maybe you want to use something like the Arrellano/Bond estimator. Of course
> > > you could perform that by cleverly using gretl's GMM framework, but I think
> > > it's not natively implemented yet. (Somebody correct me please.)
> >
> > It is. See the panel chapter of the manual and the "arbond91"
> > example script.
>
> The panel chapter has relatively little to say about Arellano/Bond
> (that still needs to be added) but the Command Reference section
> on the arbond command is reasonably detailed.
>
> Allin.
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
17 years
system problem (fixed)
by Franck Nadaud
Hello listers ! Greetings from Paris !
Dear Allin, after installing winsnapshot, everything runs ok. all my scripts
are correctly executed. Concerning the slower loading time, it is no longer
here also, so all is right now.
Thanx for the quick fix !
I am currently working on AIDS and QUAIDS estimation scripts. When they are
ok, I may contribute them if you are interested.
Cheers folks !
Franck
--
Franck Nadaud
Economiste
CIRED
UMR 8568 CNRS - EHESS
45 bis avenue de la Belle Gabrielle
94736 Nogent-sur-Marne Cedex
TEL 33-1-43-94-73-94
FAX: 33-1-43-94-73-70
MOB: 06-07-39-92-75
France
17 years
A Newbie Needs Help
by Scott David Orr
I took a class in causal modeling more than 10 years ago, and while I
thought I remembered the basics, since then all my work has been with
structural equation models, and I find I'm now a bit lost....
Let me explain what I'm trying. Basically, I'm trying to test the
hypothesis that high levels of press freedom tend to prevent violent
ethnic conflict, because ethnic groups can fight things out in the
media. Therefore, the main effect I'm looking for is an effect of
media freedom and ethnic violence, and my guess is that effect will
be a bit lagged, though I'm not sure of that, and it's also possible
that each variable affects the other. I have data at least back to
1990 in many, many countries for both of these, though I intend to do
the tests just in sub-Saharan Africa and post-Communist Europe.
Other endogenous variables that could affect the equation would be
democracy (the Freedom House political freedom score), unemployment,
and change in per-capita GDP. I'm working on figuring out exogenous
variables, but election years and possibly the presence of droughts
look good, and literacy rates (separately for men and women) might
also be useful.
My question is, how do I frame this. Basically, I should have time
series data for each variable for each of the countries in
question. Each country could therefore be analyzed individually, but
I'd ideally expect patterns within particular regions, if not across
regions. My memory vaguely recalls that I want to use SURE or some
kind of simultaneous equations analysis, but I've been looking
through the two relevant texts I have (Gujarati, Third Edition, and
Hamilton's Time Series Analysis), and come to the conclusion that I'm
a lot less smart than I thought I was, at least on this subject.
Could anyone give me a few pointers? And if those pointers included
tips on setting this up in GRETL, that would also help. One specific
question I have what do to with exogenous variables that don't vary
much over time. To wit, I'm suspect literacy rates play a role, but
since they don't change much over time, that roles should be seen
across countries rather than over time within countries (which is one
reason a multiple-country analysis would be useful).
Thanks,
Scott Orr
17 years
Re: [Gretl-users] spanish2english version
by Hélio Guilherme
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You can always select the English version with the option -e to the
starting command.
In Linux shell:
gretl -e
In Windows from a command window:
gretlw32.exe -e
In Mac OSX (if not the same that in Linux), I do not know, but I guess
you can change the properties of the application starter, and add the -e
to the command.
Cheers,
Hélio
| On Tue, Mar 11, 2008 at 7:09 PM, Daniel Arribas <darribas(a)unizar.es>
wrote:
| > Hi there!
| >
| > I just formatted and upgraded to Mac OSX Leopard and when I re-installed
| > gretl I installed the spanish version. I'd like to switch to the english
| > one, at least the tabprint-outputs to came to LaTeX in english. Any
| > suggestion?
| >
| > Thanks a lot,
| >
| > d/
| >
| > --
| > Daniel Arribas
| > Department of Economic Analysis
| > Faculty of Business and Economics
| > University of Zaragoza (www.unizar.es)
| > Gran Vía, 2
| > 50005 Zaragoza
| > SPAIN
| > _______________________________________________
| > Gretl-users mailing list
| > Gretl-users(a)lists.wfu.edu
| > http://lists.wfu.edu/mailman/listinfo/gretl-users
| >
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17 years
spanish2english version
by Daniel Arribas
Hi there!
I just formatted and upgraded to Mac OSX Leopard and when I re-installed
gretl I installed the spanish version. I'd like to switch to the english
one, at least the tabprint-outputs to came to LaTeX in english. Any
suggestion?
Thanks a lot,
d/
--
Daniel Arribas
Department of Economic Analysis
Faculty of Business and Economics
University of Zaragoza (www.unizar.es)
Gran Vía, 2
50005 Zaragoza
SPAIN
17 years
problem with system estimation
by Franck Nadaud
Dear all, greetings from Paris !
I just installed the winsnapshot to keep up to date but... I discover some
rather disapointing problem with system estimation.
I tried to run my scripts for AIDS and QUAIDS estimation that ran perfectly.
However, under current snapshot none of my system commands run, GRETL just
says : data error.
for now I reverse to an older version that runs but seems important to report.
I note that before all those scripts were performing ok.
I also noticed something else : at start GRETL takes a lot longer to load into
memory and appear ready.
cheers.
--
Franck Nadaud
Economiste
CIRED
UMR 8568 CNRS - EHESS
45 bis avenue de la Belle Gabrielle
94736 Nogent-sur-Marne Cedex
TEL 33-1-43-94-73-94
FAX: 33-1-43-94-73-70
MOB: 06-07-39-92-75
France
17 years
Re: [Gretl-users] A Newbie Needs Help
by scottd.orr＠comcast.net
Rob and Sven,
My apologies, but I'm not at home, and having to use Comcast's badly written web email interface--it won't let me reply in-line to quotes.
OK, I see now why I'd want to use the panel approach, because, yes, I am hoping for homeogeneity--and the number of violent events per country may be so small that a country-by-country approach wouldn't have much power anyway. Do either of you have tips on where I could read up on panel and fixed-effects models?
Oh, and yeah, I know that at the moment I have too many endogenous variables and not enough exogenous ones to act as instruments--that's just a matter though of identifying the right variables, which is something I'm working on.
Scott
-------------- Original message --------------
From: Sven Schreiber <svetosch(a)gmx.net>
> Am 10.03.2008 23:57, Scott David Orr schrieb:
> > I took a class in causal modeling more than 10 years ago, and while I
> > thought I remembered the basics, since then all my work has been with
> > structural equation models, and I find I'm now a bit lost....
>
> You have my sympathy and understanding, but I doubt that there's any
> quick solution to your problem...
>
> >
> > Let me explain what I'm trying. Basically, I'm trying to test the
> > hypothesis that high levels of press freedom tend to prevent violent
> > ethnic conflict, because ethnic groups can fight things out in the
> > media. Therefore, the main effect I'm looking for is an effect of media
> > freedom and ethnic violence, and my guess is that effect will be a bit
> > lagged, though I'm not sure of that, and it's also possible that each
> > variable affects the other. I have data at least back to 1990 in many,
> > many countries for both of these, though I intend to do the tests just
> > in sub-Saharan Africa and post-Communist Europe.
> >
> > Other endogenous variables that could affect the equation would be
> > democracy (the Freedom House political freedom score), unemployment, and
> > change in per-capita GDP. I'm working on figuring out exogenous
> > variables, but election years and possibly the presence of droughts look
> > good, and literacy rates (separately for men and women) might also be
> > useful.
> >
> > My question is, how do I frame this. Basically, I should have time
> > series data for each variable for each of the countries in question.
> > Each country could therefore be analyzed individually, but I'd ideally
> > expect patterns within particular regions, if not across regions. My
> > memory vaguely recalls that I want to use SURE or some kind of
> > simultaneous equations analysis, but I've been looking through the two
> > relevant texts I have (Gujarati, Third Edition, and Hamilton's Time
> > Series Analysis), and come to the conclusion that I'm a lot less smart
> > than I thought I was, at least on this subject.
>
> The question is if you're ready to assume and then exploit some degree
> of homogeneity (equal parameter values) across countries. If so, you're
> in a panel context. If not, then you could use SURE. Country-per-country
> is also admissible, it's all a matter of efficiency and sample size.
>
> The bigger problem that I see is your set of endogenous explanatory
> variables, so you may have to use some instrumental-variables approach.
>
> >
> > Could anyone give me a few pointers? And if those pointers included
> > tips on setting this up in GRETL, that would also help.
>
> Putting all the ingredients together is definitely doable but is a
> full-fledged research project I'd say. As I said, I don't think there's
> a quick solution.
>
> One specific
> > question I have what do to with exogenous variables that don't vary much
> > over time. To wit, I'm suspect literacy rates play a role, but since
> > they don't change much over time, that roles should be seen across
> > countries rather than over time within countries (which is one reason a
> > multiple-country analysis would be useful).
>
> Yes then you need a panel analysis. However, those time-constant
> variables are hard (if not impossible) to distinguish from (other) fixed
> effects. So you would have to hope you don't need to use a fixed-effects
> model.
>
>
> cheers,
> sven
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
17 years
Ralph M Rodriguez/PO/KAIPERM is out of the office.
by Ralph.M.Rodriguez＠kp.org
I will be out of the office starting 03/07/2008 and will not return until
03/13/2008.
I will be out of the office on business from March 11 through March 12,
returning to the office March 13, Thursday. I will be checking emails while
outo f the office.
If you need to reach me please email or call me at my cell phone number -
510 421 3863.
Thanks
Ralph
17 years
Scaled Frequency in Periodogram
by Thomas La Bone
Greetings,
I am playing with sunspot data on a Sunday night, making periodograms in
various software packages (R, SAS, ITSM, and Gretl). The Gretl
periodogram is quite nice, with the period on the upper x axis and the
"scaled frequency" on the lower x axis. None of the other packages
present scaled frequency as a default (I don't know if they offer it at
all), and I have been unable to nail down exactly what it is. Can anyone
offer a simple explanation of scaled frequency as it is used in Gretl,
or even better, a specific reference? Thanks.
Tom
17 years
