Extracting GPH and Whittle test results from pergm
by savos schmagges
Hi!
is there any way to extract the GPH and Whittle test results from the pergm in a scalar? I didn't find anything in the gretl manual - maybe it's not implemented ...
I am searching for something like that:
scalar d_gph=$gph(varname)
Thx for your efforts.
Kindest regards
_________________________________________________________________
http://redirect.gimas.net/?n=M1002xHMValentin2
Herzig: Verschicke fertige Liebesgrüße als E-Mail!
16 years
Program code in Lee Adkins
by Fritsche, Ulrich
Dear gretl users and experts,
I am shifting part of my (formerly EViews-based) teaching material into
gretl for a newly designed undergraduate course. One of the things I
intended to do was to run a little Monte Carlo study to explain the
concept of simulation.
I used the code from the E-Book by Lee Adkins:
open "c:\Program Files\gretl\data\poe\food.gdt"
set seed 3213798
loop 100 -- progressive
genr u = 88*normal()
genr y1 = 80 + 10*x + u
ols y1 const x
genr b1 = $coeff(const)
genr b2 = $coeff(x)
genr s1 = $stderr(const)
genr s2 = $stderr(x)
# 2.024 is the .025 critical value from the t(38) distribution
genr c1L = b1 - 2.024*s1
genr c1R = b1 + 2.024*s1
genr c2L = b2 - 2.024*s2
genr c2R = b2 + 2.024*s2
genr sigma = $sigma
genr sig2 = sigma*sigma
print b1
print b2
store cicoeff.gdt b1 b2 s1 s2 sig2 c1L c1R c2L c2R
endloop
Unfortunately gretl (newly installed, new version) crashes with an
"internal error" - but I had no chance to see why. The program is shut
down.
Help is very welcome.
Kind regards, Ulrich Fritsche
16 years
IV: instruments only for specific variables
by Artur T.
Hello,
I am trying to replicate Verbeek's schooling example (Ch. 5.3). He does
an IV estimation for a wage equation (p. 150, table 5.3) with 7
regressors (incl. the constant) but instruments only 3 variables and
hence only uses three instruments.
In stata one can associate instruments to specific variables like:
ivreg lwage76 (ed76 exp76 exp762 = age76 age762 nearc4) black smsa76 south76
where only "ed76 exp76 exp762" are "instrumented".
Is this possible in gretl? I did not find any hints...
Cheers,
Artur
16 years
Polynomial of Almon
by Sylvain Petit
Dear Sir or Madam,
I want to estimate a distributed lag model by using the Almon polynomial.
Is it possible to use this method with Gretl ? And if yes, how ?
Sincerely,
S.Petit
16 years
bug in chow test
by Summers, Peter
Hi all,
I seem to have encountered a bug in the Chow test implementation. Using Ramanathan's data set 7-2, I wanted to do a Chow test based on the GENDER dummy variable (after regressing WAGE on all the other variables). In the gui, I selected GENDER from the dialog box, but the output says the test is based on a split at observation #25. The command log lists "chow 25". When I tried "chow GENDER -dummy" in the console, I get the message "The model already contains GENDER".
Thanks in advance for any help,
PS
===============================
Dr. Peter Summers
Assistant Professor
Department of Economics
Texas Tech University
===============================
16 years
Re: [Gretl-users] NEGBIN1 & NEGBIN2
by Lars Pålsson-Syll
Hi,
In latest cvs NEGBIN1 and NEGBIN2 works perfectly in both gui and console. Thanks for fast fixes, Allin and Jack!
Lars
Lars Palsson Syll
Professor of Civics
Malmo University
Sweden
16 years
gretl crashes
by Artur T.
Hello,
By accident I have found a bug in current cvs.
If one types "tsls 2 0 3;" (or whatever variables one chooses) and does
not specify additional instruments after the semicolon, gretl (vers.
1.8.7cvs, 2010-02-13) crashes.
Best,
Artur
16 years
XP vs Vista?
by Summers, Peter
Hi folks,
I've come across a puzzle in trying to help one of my students. If I open consumption.gdt from the ETM data set, then run the attached script, things work fine on my desktop (gretl 1.8.7) and my laptop (1.8.6), both of which have Windows XP. However my student, running Vista, gets an error saying "no data set in place". I modified the script to open the data set, add logs, etc., and it runs fine for her. But, all of the generated variables (c, u2, etc) are added to my data set but not to hers.
Has anyone else experienced something like this?
===============================
Dr. Peter Summers
Assistant Professor
Department of Economics
Texas Tech University
===============================
16 years
NEGBIN
by Lars Pålsson-Syll
Hi
Thanks for the new NEGBIN command.
I have tried it out using the PATENTS data in Verbeek (ch 7.3.2).
However, using the Model menu it breaks down.
Likewise if I try to use the NEGBIN1 alternative (--model1) in the console I get
the message "The convergence criteria not met."
A bug?
Best regards,
Lars
Lars Palsson Syll
Professor of Civics
Malmo University
Sweden
16 years
