I need to calculate gini coefficient in two and more groups (for example
sex:1,2; region:1-5...). How can I do that?
I'm interesting in income inequality, there is other function that can I
thank you very much.
I'm performing some panel regressions with time dummy variables. In the results i see the Wald test. How do i interpret its results??
Test di Wald per la significatività congiunta delle dummy temporali
Statistica test asintotica: Chi-quadro(3) = 75,8035
con p-value = 2,43713e-016
Another question: my indipendent variable is the sensibility of the Black and Scholes value of stock options to the volatility of stock returns (VEGA). Should i use the log of Vega? Why?
Thanks very much
I just tried Gretl (1.8.0-cvs, for windows) out again and it's an amazing program! It's very easy to use. I'm using the Arima modeling routine for arima and armax models. I thought that Gretl could estimate transfer function noise models as well. But Gretl won't allow me to add lagged dependant variables to the list of explanatary variables in the Arima model screen. Am I doing something wrong? I was going to build Gretl on Linux but rpm "said" I needed libgio. That doesn't appear in the Gretl dependancies page at the sourceforge site. Does it need to be added seperately or is it in the tar ball? I have an oldish version of Linux (Suse 10.3) that doesn't have libgio.
Dear gretl community,
First of all I would like to express my sincere gratitude for the gretl
project, which I like extremely. I teach a hands-on course in
econometrics and have just switched from NCSS to gretl. I would like to
ask two questions though:
1. Is there a way to label observations in a scatter plot by, for
example, country codes in order to have a visual tool at hand to
2. NCSS has a "Data screening" feature that identifies outliers. I know
that gretl calculates the Mahalanobis distance, but I have a problem to
infer from its value on whether a particular observation is an outlier.
Is there a particular procedure for the identification of outliers in gretl?
As an applied economist, I have not much expertise in programming
procedures but hope to grow in it as I use gretl more often. Thank you
very much for your consideration.
I cannot seem to reproduce the predicted values GRETL calculates from the estimated parameters from the pwe procedure. Can anyone describe to me how GRETL is calculating the y-hat for the in-sample predicted values from the pwe procedure? Any help is much apprecated. Thanks.
Is there any good way of importing data into gretl in ascii format that
does not have variable names at the top and/or the data is in fixed
width columns (e.g. data from ICPSR.org? In stata, spss and sas, this
is done by writing dictionary/setup programs. Can the same thing be
done in gretl? If not, is there a work around?
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