gretl 1.7.6rc1
by Allin Cottrell
Current gretl CVS and the Windows snapshot at
http://ricardo.ecn.wfu.edu/pub/gretl/gretl_install.exe
contain release candidate 1 for gretl 1.7.6.
Please note that this version involves a backward-incompatible
change with respect to gretl 1.7.5 and earlier, affecting
user-defined functions that (a) take a named list of variables as
an argument and (b) do things with the list-member variables by
means of a "foreach" loop on the list.
I won't go into the rationale for this change here. Anyone who
wants the details may look at the proceedings on the gretl-devel
list for July, which were mostly taken up with this issue:
http://lists.wfu.edu/pipermail/gretl-devel/2008-July/thread.html
There's also a brief discussion in the chapter of the User's Guide
that deals with user-defined functions. But here's the bottom
line for users:
* If you want to "get hold of" a list-member variable in the
context noted above, you have to use the syntax listname.varname,
where listname is the name of the list in question and varname is
the name of the list member. (This is required only if you're
working with a list that was supplied as a function argument.)
Trivial example: inside a function, creating new variables which
are the cubes of the members of an original list, xlist, where
xlist is an argument to the function.
Old style:
loop foreach i xlist
$i_3 = $i^3
endloop
New style:
loop foreach i xlist
$i_3 = (xlist.$i)^3
endloop
In the new scheme, "$i" gets the name of the list-member variable
alright, but the variable is not "visible" under that name within
the function. So on the right-hand side of the expression that
creates the cubes, we need "(xlist.$i)^3". (Well, actually the
parentheses are not required, but wearing your seatbelt is in
general a good idea.)
Although this may affect quite a large number of existing
functions, we believe the effects are localized and the update
should be trivial. If anyone has a function for which the update
is _not_ trivial, please let us know.
Allin Cottrell.
14 years
Limited Number of Independent Variables - Random Effects - Panel Data
by Nicolai C. Striewe
Dear All,
I have to add to my recent request that the independent variables that I
want to add to the existing 54 independent variables are unit-invariant
(only time varying) macroeconomic variables. Only if they are unit-invariant
one of the time-dummies is omitted. It actually does not omit the time dummy
when I add a time-varying and unit-varying variable. My question is why is a
time dimension/time dummy omitted as one unit-invariant time-varying
variable is added?
Many thanks and best regards.
Nicolai
___________________________________
Nicolai Striewe
Research Assistant
Real Estate Management Institute
Aareal Professorship Real Estate Banking
Department of Finance, Accounting and Real Estate
European Business School (EBS)
Greater Frankfurt
GERMANY
-----Ursprüngliche Nachricht-----
Von: Nicolai C. Striewe [mailto:Striewe.ebs@rem-institute.org]
Gesendet: Mittwoch, 13. Mai 2009 14:55
An: 'gretl-users(a)lists.wfu.edu'
Betreff: Limited Number of Independent Variables - Random Effects - Panel
Data
Dear all.
May I pose the following problem with the random-effects panel data model
that I created:
The model consists of 54 independent variables (1 constant, 8 focus
variables, 5 control variables, and 40 time dummies). When I extend the
model by one focus variable it cuts off one time dummy. It seems to be a
restriction of gretl, that if more than 54 variables are specified in the
model, gretl leaves out all independent variables exceeding this limit
without a notification of omitting some variables.
Does gretl restrict the number of independent variables to 54? If yes, is
there a way around that restriction?
Many thanks in advance for your comments and thoughts.
Best regards,
Nicolai Striewe
___________________________________
Nicolai Striewe
Research Assistant
Real Estate Management Institute
Aareal Professorship Real Estate Banking
Department of Finance, Accounting and Real Estate
European Business School (EBS)
Greater Frankfurt
GERMANY
15 years, 4 months
VEC Question
by Ricardo Gonçalves Silva
Hi,
I'm estimating some VEC models and I would like to know if there is a way to choose specific lags for the model.
Using the GUI, if I select 12 lags, GRETL uses lags 1 to 12; but I just want lag 12.
Any help?
Thanks
Rick
15 years, 4 months
individuals to household
by Sebastián Goinheix
Hello everyone:
I need to convert a database of individuals in a household one. How can I do
that?
Like "egen" of STATA, for example: egen equivh=sum(equiv), by(correlat
anio).
I don't find anything in the manual and the user's guide.
Thanks
--
Sebastián Goinheix
http://sites.google.com/site/goinheix
Por favor, considere su responsabilidad ecológica antes de imprimir este
e-mail.
15 years, 4 months
looping to estimate arima
by alisson rocha
hi everyone,
i´d like to make - in gretl - something like the "pseudo-code" below:
int p,q; #defining two integer variables
for(p = 0; p< 2; p++) # 'looping'
for(q = 0; q< 2; q++) # 'looping'
arima %d 1 %d (p,q); dep_var #executing an arima model until the end of the looping
thanks,
Veja quais são os assuntos do momento no Yahoo! +Buscados
http://br.maisbuscados.yahoo.com
15 years, 4 months
scalar and matrices
by Sebastiano Putoto
Dear Sven,
dif is an empty matrix, what im trying to do with this command sheet is to
fill it with values. it should work, as far as i know. how else would you do
it?
> Sebastiano Putoto schrieb:
> >* Good evening fellow Gretlians,
> *>*
> *>* I am trying to run this command sheet but it doesn't work.
> *>*
> *>* function LEVERAGE(matrix X, matrix y, matrix *u, matrix *h)
> *>* matrix beta = inv(X'X)*X'*y # calculates coeffs through OLS
> *>* matrix u = y - X*beta # residuals
> *>* matrix Px = X'(inv(X'X))*X # orthogonal projector Px
> *>* matrix h = diag(Px) # extract the elements fromt Px's diagonal
> *>* matrix dif={}
> *>* loop i=1..rows(X) --progressive # loop to work on each observation
> *>* matrix xi = X[i,] #exctracting rows from X
> *>* scalar u_i = u[i,]
> *>* scalar h_i = h[i,]
> *>* matrix dif[i,] = (-u_i/(1-h_i))*(inv(X'X)* xi) #calculate
> *>* the difference between beta(t) and beta. <--- THESE - I SUPPOSE -
> *>* ARE THE POINTS WHEN IT DOESN'T WORK.
> *
> Well it looks to me as if 'dif' is a matrix of dimension 0x0, so how are
> you going to fit something in a slice [i,] of it?
>
> -sven
>
>
--
Cordiali saluti/Salutations/Best Regards
Sebastiano Putoto
15 years, 4 months
scalar and matrices
by Sebastiano Putoto
Good evening fellow Gretlians,
I am trying to run this command sheet but it doesn't work.
function LEVERAGE(matrix X, matrix y, matrix *u, matrix *h)
> matrix beta = inv(X'X)*X'*y # calculates coeffs through OLS
> matrix u = y - X*beta # residuals
> matrix Px = X'(inv(X'X))*X # orthogonal projector Px
> matrix h = diag(Px) # extract the elements fromt Px's diagonal
> matrix dif={}
> loop i=1..rows(X) --progressive # loop to work on each observation
> matrix xi = X[i,] #exctracting rows from X
> scalar u_i = u[i,]
> scalar h_i = h[i,]
> matrix dif[i,] = (-u_i/(1-h_i))*(inv(X'X)* xi) #calculate the
> difference between beta(t) and beta. <--- THESE - I SUPPOSE - ARE THE
> POINTS WHEN IT DOESN'T WORK.
> end loop
> return matrix dif
> end function
>
> open ESERCIZIO4.gdt
> include LEVERAGE
> matrix X={const, inv_gdp}
> matrix y={gdp_pw_g}
> matrix u
> matrix h
> dif = LEVERAGE ( X, y, &u, &h) <--- THESE - I SUPPOSE - ARE THE POINTS
> WHEN IT DOESN'T WORK.
> print
>
The idea is evaluating the leverage of observations, using the command
editor. However, when trying to create the dif matrix, using the leverage
function on an assigned dataset (included) it tells me them are not
conformable.
The quantity generated should be a scalar, however. When using this command
**
> matrix dif[i,] = (-u_i/(1-h_i))*(inv(X'X)* xi),
>
am i not telling Gretl to multiply a scalar (blue) by a matricial form
(green)?
Hope the explanation is clear, and that you will be able to help me with
this matter.
--
Cordiali saluti/Salutations/Best Regards
Sebastiano Putoto
15 years, 4 months
problem with gretl scirpt and "save as"
by Tomasz Czekaj
Dear gretl-users,
I've got problem with saving results of my scripts. I can't "save data as"
or "save session as" after running script file. I've searched gretl-users
archive but I can't find solution.
I work on gretl 1.8.0cvs built on 2009-03-19, but 1.8.0 built on 2009-01-26
and 1.7.5 2008-06-13 and on every version I have the same problem.
Any advice?
Thanks & Regards,
Tomek
15 years, 4 months
database
by Sebastián Goinheix
Hello everyone:
How can I convert a database of individuals in a household.
Like "egen" of STATA, for example: *egen equivh=sum(equiv), by(correlat
anio) *
Thanks
--
Sebastián Goinheix
http://sites.google.com/site/goinheix
15 years, 4 months
database
by Sebastián Goinheix
Hello everyone:
How can I convert a database of individuals in a household.
Like "egen" of STATA, for example: *egen equivh=sum(equiv), by(correlat
anio) *
Thanks
--
Sebastián Goinheix
http://sites.google.com/site/goinheix
15 years, 4 months
