Re: [Gretl-users] Dealing with heteroskedasticity
by Allin Cottrell
On Mon, 21 Mar 2011, Md. Mohan Uddin wrote:
> (1) In Gretl there is an option "Robust standard error" for correcting for
> heteroskedasticity.
>
> (2) I can see that there is another option from: Model>other linear
> model>heteroskedasticity corrected... in GUI.
>
> My question is when can I use (1) ** "Robust standard error" and when** (2)
> **Model>other linear model>heteroskedasticity corrected... for correcting
> for heteroskedasticity.*
Robust standard errors give you a means of inference that is
robust with respect to heteroskedasticity, but the point estimates
are not altered: if the model is estimated via OLS you still get
the OLS coefficients.
The "heteroskedasticity corrected" ("hsk") routine not only
revises the standard errors, but also the point estimates
(coefficients); it does so via weighted least squares.
IF the model is correctly specified and the heteroskedasticity is
of a form that can be well approximated as a quadratic function of
the regressors, the hsk estimator is more efficient than OLS.
Allin Cottrell
13 years, 1 month
Dealing with heteroskedasticity
by Md. Mohan Uddin
*Dear Gretl Community,
(1) In Gretl there is an option "Robust standard error" for correcting for
heteroskedasticity.
(2) I can see that there is another option from: Model>other linear
model>heteroskedasticity corrected... in GUI.
My question is when can I use (1) ** "Robust standard error" and when** (2)
**Model>other linear model>heteroskedasticity corrected... for correcting
for heteroskedasticity.*
*
Pls consider that I am not much experienced user.
*Md. Mohan Uddin
13 years, 1 month
convergence tolerance
by Sam Sam
Dear all:
I estimate ARIMA(2,1,1,)(1,1,1) by conditional maximum likelihood using convergence tolerance 1.0E-6 and 1.0E-2
The two outcome using different convergence tolerance are similar.
So why convergence tolerance 1.0E-2 may be too high? (the outcome is similar to 1.0E-6)
Is it any resonable range of convergence tolerance?
Is the model must misspecificated when convergence tolerance is 1.0E-2 ?
13 years, 1 month
Lag Order for ADF Test
by Henrique Andrade
Dear Gretl Team,
I would suggest a change in the ADF test (through the GUI). When Gretl asks
for the lag order I think it would be nice to put a default value for the
lag order (also leaving the option "test down from maximum lag order")
selected by default.
Looking at EViews (ADF test) and R (Phillips-Perron test), I'd discovered
that they use the following default, as suggested by Schwert (Tests for Unit
Roots: A Monte Carlo Investigation, Journal of Business & Economic
Statistics, 1989, p.9):
*scalar adf_lag = int(12*($nobs/100)^(1/4))*
I really think that this would be nice for Gretl GUI users.
Best regards,
--
*Henrique C. de Andrade*
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
13 years, 1 month
R: Gretl-users Digest, Vol 50, Issue 24
by Arboricoltore
I tried to download the latest version of Windows for Gretl X but when I
open the program by mistake with the command exe, how should I do to solve
the problem.
Frank Verrastro
-----Messaggio originale-----
Da: gretl-users-bounces(a)lists.wfu.edu
[mailto:gretl-users-bounces@lists.wfu.edu] Per conto di
gretl-users-request(a)lists.wfu.edu
Inviato: giovedì 17 marzo 2011 17.00
A: gretl-users(a)lists.wfu.edu
Oggetto: Gretl-users Digest, Vol 50, Issue 24
Send Gretl-users mailing list submissions to
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Today's Topics:
1. Ralph M Rodriguez/PO/KAIPERM is out of the office.
(Ralph.M.Rodriguez(a)kp.org)
2. Carlos Andrade enviou-lhe o seguinte abaixo-assinado.
( Peti??o P?blica )
----------------------------------------------------------------------
Message: 1
Date: Wed, 16 Mar 2011 10:01:05 -0700
From: Ralph.M.Rodriguez(a)kp.org
Subject: [Gretl-users] Ralph M Rodriguez/PO/KAIPERM is out of the
office.
To: gretl-users(a)lists.wfu.edu
Message-ID:
<OFA20FC429.8D4C41A4-ON88257855.005D7BE2-88257855.005D7BE2(a)kp.org>
Content-Type: text/plain; charset="us-ascii"
I will be out of the office starting 03/15/2011 and will not return until
03/23/2011.
Hi All, I will be out of the office on PTO from Mar 15 through Mar 18,on
March 21 will be attending Cost Model meeting, in MAS and will be returning
to the office mar 23.
Please, if you have an immediate concern regarding Cost Model or
Construction Economics, please email or contact Bradley A Njus, 510 625
4595, with your questions.
Best Regards,
Ralph
13 years, 1 month
abaixo-assinado.
by Carlos Andrade
Dear list Gretl,
Previous message sent by mistake.
Sorry.
---------- Mensagem encaminhada ----------
De: Hélio Guilherme <helioxentric(a)gmail.com>
Data: 17 de março de 2011 12:40
Assunto: Re: [Gretl-users] Carlos Andrade enviou-lhe o seguinte
abaixo-assinado.
Para: prf.cantonio(a)gmail.com
Estimado Carlos,
De certeza que enviou por engano este email para a lista do Gretl.
Recomendo enviar mensagem pedindo desculpas em Inglês para a lista.
Cumprimentos,
Hélio
2011/3/17 Petição Pública <confirmacao(a)peticaopublica.com.br>
> Meus Amigos,
>
> Acabei de ler e assinar este abaixo-assinado online:
>
> «Pelo Registro das Matrizes Tradicionais do Forró como Patrimônio Cultural
> do Brasil»
>
> http://www.peticaopublica.com.br/?pi=P2011N7394
>
> Eu concordo com este abaixo-assinado e acho que também concordaras.
>
> Assina o abaixo-assinado aqui
> http://www.peticaopublica.com.br/?pi=P2011N7394 e divulga-o por teus
> contatos.
>
> Obrigado.
> Carlos Andrade
>
> Esta mensagem foi enviada por Carlos Andrade (prf.cantonio(a)gmail.com),
> através do serviço http://www.peticaopublica.com.br em relação ao
> abaixo-assinado http://www.peticaopublica.com.br/?pi=P2011N7394
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
--
Atenciosamente,
Prof. Carlos A. S. de Andrade
UFCG/CH/UAECON
13 years, 1 month
Ralph M Rodriguez/PO/KAIPERM is out of the office.
by Ralph.M.Rodriguez＠kp.org
I will be out of the office starting 03/15/2011 and will not return until
03/23/2011.
Hi All, I will be out of the office on PTO from Mar 15 through Mar 18,on
March 21 will be attending Cost Model meeting, in MAS and will be returning
to the office mar 23.
Please, if you have an immediate concern regarding Cost Model or
Construction Economics, please email or contact Bradley A Njus, 510 625
4595, with your questions.
Best Regards,
Ralph
13 years, 1 month
Gretl new Version.
by Sergey Tsabolov (aka linuxman)
Hello to community , I'am from Greece University of Macedonia .
Our Professor use the gretl for class .
In our lab we use the Ubuntu Linux 10.04 LTS for stable purpose and long
support.
I have some problem with the version 1.8.7-1 is crash on GUI with this
output .
------------------------------------------------------------------------
Read datafile /home/sergios/gretl/XR.gdt
intervals: 1, max points: 55,
range of observations: 1956-2010
*** buffer overflow detected ***: /usr/bin/gretl_x11 terminated
======= Backtrace: =========
/lib/libc.so.6(__fortify_fail+0x37)[0x7f42db2c4217]
/lib/libc.so.6(+0xfe0d0)[0x7f42db2c30d0]
/lib/libc.so.6(+0xfd539)[0x7f42db2c2539]
/lib/libc.so.6(_IO_default_xsputn+0xcc)[0x7f42db23ad1c]
/lib/libc.so.6(_IO_vfprintf+0x14c)[0x7f42db20a4ec]
/lib/libc.so.6(__vsprintf_chk+0x99)[0x7f42db2c25d9]
/lib/libc.so.6(__sprintf_chk+0x7f)[0x7f42db2c251f]
/usr/bin/gretl_x11[0x48d981]
/usr/bin/gretl_x11[0x48dea2]
/usr/bin/gretl_x11[0x4a6cd3]
/usr/lib/libgobject-2.0.so.0(g_closure_invoke+0x15e)[0x7f42dc06b0ce]
/usr/lib/libgobject-2.0.so.0(+0x25b37)[0x7f42dc080b37]
/usr/lib/libgobject-2.0.so.0(g_signal_emit_valist+0x7e6)[0x7f42dc081ff6]
/usr/lib/libgobject-2.0.so.0(g_signal_emit+0x83)[0x7f42dc0825b3]
/usr/lib/libgtk-x11-2.0.so.0(+0x964e5)[0x7f42e06a84e5]
/usr/lib/libgobject-2.0.so.0(g_closure_invoke+0x15e)[0x7f42dc06b0ce]
/usr/lib/libgobject-2.0.so.0(+0x25401)[0x7f42dc080401]
/usr/lib/libgobject-2.0.so.0(g_signal_emit_valist+0x7e6)[0x7f42dc081ff6]
/usr/lib/libgobject-2.0.so.0(g_signal_emit+0x83)[0x7f42dc0825b3]
/usr/lib/libgtk-x11-2.0.so.0(+0x951ed)[0x7f42e06a71ed]
/usr/lib/libgtk-x11-2.0.so.0(+0x142178)[0x7f42e0754178]
/usr/lib/libgobject-2.0.so.0(g_closure_invoke+0x15e)[0x7f42dc06b0ce]
/usr/lib/libgobject-2.0.so.0(+0x25780)[0x7f42dc080780]
/usr/lib/libgobject-2.0.so.0(g_signal_emit_valist+0x62b)[0x7f42dc081e3b]
/usr/lib/libgobject-2.0.so.0(g_signal_emit+0x83)[0x7f42dc0825b3]
/usr/lib/libgtk-x11-2.0.so.0(+0x2590bf)[0x7f42e086b0bf]
/usr/lib/libgtk-x11-2.0.so.0(gtk_propagate_event+0xc3)[0x7f42e074c643]
/usr/lib/libgtk-x11-2.0.so.0(gtk_main_do_event+0x2eb)[0x7f42e074d71b]
/usr/lib/libgdk-x11-2.0.so.0(+0x5c86c)[0x7f42e03c186c]
/lib/libglib-2.0.so.0(g_main_context_dispatch+0x1f2)[0x7f42db7a7be2]
/lib/libglib-2.0.so.0(+0x46b48)[0x7f42db7abb48]
/lib/libglib-2.0.so.0(g_main_loop_run+0x195)[0x7f42db7ac055]
/usr/lib/libgtk-x11-2.0.so.0(gtk_main+0xa7)[0x7f42e074dbb7]
/usr/bin/gretl_x11[0x46e716]
/lib/libc.so.6(__libc_start_main+0xfd)[0x7f42db1e3c4d]
/usr/bin/gretl_x11[0x427aa9]
======= Memory map: ========
00400000-00513000 r-xp 00000000 08:01 429710
/usr/bin/gretl_x11
00712000-00713000 r--p 00112000 08:01 429710
/usr/bin/gretl_x11
00713000-00727000 rw-p 00113000 08:01 429710
/usr/bin/gretl_x11
00727000-00749000 rw-p 00000000 00:00 0
00c53000-010c8000 rw-p 00000000 00:00 0
[heap]
7f42cc000000-7f42cc051000 rw-p 00000000 00:00 0
7f42cc051000-7f42d0000000 ---p 00000000 00:00 0
7f42d1b1c000-7f42d1b5b000 r-xp 00000000 08:01 395957
/usr/lib/libibus.so.1.0.0
7f42d1b5b000-7f42d1d5b000 ---p 0003f000 08:01 395957
/usr/lib/libibus.so.1.0.0
7f42d1d5b000-7f42d1d5d000 r--p 0003f000 08:01 395957
/usr/lib/libibus.so.1.0.0
7f42d1d5d000-7f42d1d5e000 rw-p 00041000 08:01 395957
/usr/lib/libibus.so.1.0.0
7f42d1d5e000-7f42d1d5f000 rw-p 00000000 00:00 0
7f42d1d5f000-7f42d1d64000 r-xp 00000000 08:01 399716
/usr/lib/gtk-2.0/2.10.0/immodules/im-ibus.so
7f42d1d64000-7f42d1f64000 ---p 00005000 08:01 399716
/usr/lib/gtk-2.0/2.10.0/immodules/im-ibus.so
7f42d1f64000-7f42d1f65000 r--p 00005000 08:01 399716
/usr/lib/gtk-2.0/2.10.0/immodules/im-ibus.so
7f42d1f65000-7f42d1f66000 rw-p 00006000 08:01 399716
/usr/lib/gtk-2.0/2.10.0/immodules/im-ibus.so
7f42d1f66000-7f42d1ff2000 r--p 00000000 08:01 551102
/usr/share/fonts/truetype/ttf-dejavu/DejaVuSans-Bold.ttf
7f42d1ff2000-7f42d1ff3000 ---p 00000000 00:00 0
7f42d1ff3000-7f42d27f3000 rwxp 00000000 00:00 0
7f42d27f3000-7f42d27f4000 ---p 00000000 00:00 0
7f42d27f4000-7f42d2ff4000 rwxp 00000000 00:00 0
7f42d2ff4000-7f42d3008000 r-xp 00000000 08:01 393518
/usr/lib/gio/modules/libgioremote-volume-monitor.so
7f42d3008000-7f42d3207000 ---p 00014000 08:01 393518
/usr/lib/gio/modules/libgioremote-volume-monitor.so
7f42d3207000-7f42d3208000 r--p 00013000 08:01 393518
/usr/lib/gio/modules/libgioremote-volume-monitor.so
7f42d3208000-7f42d3209000 rw-p 00014000 08:01 393518
/usr/lib/gio/modules/libgioremote-volume-monitor.so
7f42d3209000-7f42d3219000 r-xp 00000000 08:01 141511
/lib/libbz2.so.1.0.4
7f42d3219000-7f42d3418000 ---p 00010000 08:01 141511
/lib/libbz2.so.1.0.4
7f42d3418000-7f42d3419000 r--p 0000f000 08:01 141511
/lib/libbz2.so.1.0.4
7f42d3419000-7f42d341a000 rw-p 00010000 08:01 141511
/lib/libbz2.so.1.0.4
7f42d341a000-7f42d3450000 r-xp 00000000 08:01 395580
/usr/lib/libcroco-0.6.so.3.0.1
7f42d3450000-7f42d364f000 ---p 00036000 08:01 395580
/usr/lib/libcroco-0.6.so.3.0.1
7f42d364f000-7f42d3650000 r--p 00035000 08:01 395580
/usr/lib/libcroco-0.6.so.3.0.1
7f42d3650000-7f42d3653000 rw-p 00036000 08:01 395580
/usr/lib/libcroco-0.6.so.3.0.1
7f42d3653000-7f42d368d000 r-xp 00000000 08:01 395842
/usr/lib/libgsf-1.so.114.0.16
7f42d368d000-7f42d388c000 ---p 0003a000 08:01 395842
/usr/lib/libgsf-1.so.114.0.16
7f42d388c000-7f42d388f000 r--p 00039000 08:01 395842
/usr/lib/libgsf-1.so.114.0.16
7f42d388f000-7f42d3890000 rw-p 0003c000 08:01 395842
/usr/lib/libgsf-1.so.114.0.16
7f42d3890000-7f42d3892000 rw-p 00000000 00:00 0
7f42d3892000-7f42d38c7000 r-xp 00000000 08:01 392996
/usr/lib/librsvg-2.so.2.26.3
7f42d38c7000-7f42d3ac7000 ---p 00035000 08:01 392996
/usr/lib/librsvg-2.so.2.26.3
7f42d3ac7000-7f42d3ac8000 r--p 00035000 08:01 392996
/usr/lib/librsvg-2.so.2.26.3
7f42d3ac8000-7f42d3ac9000 rw-p 00036000 08:01 392996
/usr/lib/librsvg-2.so.2.26.3
7f42d3aec000-7f42d3aee000 r-xp 00000000 08:01 393652
/usr/lib/gtk-2.0/2.10.0/loaders/svg_loader.so
7f42d3aee000-7f42d3ced000 ---p 00002000 08:01 393652
/usr/lib/gtk-2.0/2.10.0/loaders/svg_loader.so
7f42d3ced000-7f42d3cee000 r--p 00001000 08:01 393652
/usr/lib/gtk-2.0/2.10.0/loaders/svg_loader.so
7f42d3cee000-7f42d3cef000 rw-p 00002000 08:01 393652
/usr/lib/gtk-2.0/2.10.0/loaders/svg_loader.so
7f42d3cef000-7f42d3d0b000 r--s 00000000 08:01 523280
/usr/share/mime/mime.cache
7f42d3d0b000-7f42d3d16000 r-xp 00000000 08:01 134707
/lib/libudev.so.0.6.1
7f42d3d16000-7f42d3f15000 ---p 0000b000 08:01 134707
/lib/libudev.so.0.6.1
7f42d3f15000-7f42d3f16000 r--p 0000a000 08:01 134707
/lib/libudev.so.0.6.1
------------------------------------------------------------------------
My problem is if I try to use the newer version for Ubuntu 11.04 I have
the many dependencies like this
Γίνεται αποσυμπίεση libgretl1-dev (από libgretl1-dev_1.9.3-1_amd64.deb) ...
dpkg: προβλήματα εξαρτήσεων εμποδίζουν τη ρύθμιση του gretl:
gretl εξαρτάται από libmpfr4. Ωστόσο:
Το πακέτο libmpfr4 δεν είναι εγκατεστημένο.
gretl εξαρτάται από libncurses5 (>= 5.7+20100313). Ωστόσο:
Η έκδοση του libncurses5 στο σύστημα είναι 5.7+20090803-2ubuntu3.
dpkg: σφάλμα στην επεξεργασία του gretl (--install):
προβλήματα εξάρτησης - αφήνεται μη ρυθμισμένο
Γίνεται εγκατάστασηgretl-common (1.9.3-1) ...
dpkg: προβλήματα εξαρτήσεων εμποδίζουν τη ρύθμιση του gretl-data:
gretl-data εξαρτάται από gretl (>= 1.9.3-1). Ωστόσο:
Το πακέτο gretl δεν έχει ρυθμιστεί ακόμη.
dpkg: σφάλμα στην επεξεργασία του gretl-data (--install):
προβλήματα εξάρτησης - αφήνεται μη ρυθμισμένο
Γίνεται εγκατάσταση gretl-doc (1.9.3-1) ...
Γίνεται εγκατάσταση libgretl1 (1.9.3-1) ...
dpkg: προβλήματα εξαρτήσεων εμποδίζουν τη ρύθμιση του libgretl1-dev:
libgretl1-dev εξαρτάται από gretl. Ωστόσο:
Το πακέτο gretl δεν έχει ρυθμιστεί ακόμη.
dpkg: σφάλμα στην επεξεργασία του libgretl1-dev (--install):
προβλήματα εξάρτησης - αφήνεται μη ρυθμισμένο
Επεξεργασία των trigger για man-db ...
Επεξεργασία των trigger για desktop-file-utils ...
Επεξεργασία των trigger για python-gmenu ...
Rebuilding /usr/share/applications/desktop.el_GR.utf8.cache...
Επεξεργασία των trigger για libc-bin ...
ldconfig deferred processing now taking place
Επεξεργασία των trigger για python-support ...
Προέκυψαν σφάλματα κατά την επεξεργασία του: errors on all package
gretl
gretl-data
libgretl1-dev
If some one can have upload to new ppa launchpad.net/ the new version
with all gretl's dependencies I can try is .
Thank you .
--
---------------------------------------------------------------
Don't send me documents in .doc , .docx, .xls, .ppt , .pptx .
Send it with ODF format : .odt , .odp , .ods or .pdf .
Try to use Open Document Format : http://el.libreoffice.org
Save you money and use GNU/Linux Distro http://distrowatch.com/
--------------------------------------------------------------
First they ignore you, then they ridicule you, then they fight you,then you win!!!
13 years, 1 month
Re: [Gretl-users] import data via odbc
by Allin Cottrell
On Sat, 12 Mar 2011, Leon Unger wrote:
> after trying to replicate the 'sql yes but series no' outcome with that
> dummy db (I've sent) I'm of the opinion
> that the bug is caused by access, since with mysql you do not encounter
> such problems.
> Further I agree that the user has to specify a correct sql statement.
> But hey,sometimes it may happen to forget something ;-)
> Ok. Nevertheless, it's an intersting topic and this time I can give you
> more information...
Thanks -- and I agree, it's interesting -- but I'm not an SQL
expert and some of the syntax in your queries defeats me (and
doesn't seem to work with mysql/unixODBC).
Could you try these simpler queries and see what happens?
string Q1 = "SELECT FL, SL, TL, Data, Data2 FROM Data_StringL"
string Q2 = "SELECT FL, SL, TL, Data, DataDu FROM Data_StringL"
In the context, that is, of
data x1 x2 obs-format="%d:%d:%d" query=Q --odbc
where 'Q' = Q1 or Q2.
Here, both Q1 and Q2 work OK, although in the case of Q2 the
imported series x2 is all zeros.
Allin Cottrell
13 years, 1 month
