This is just for discussion. I used to think that in doing mathematical
calculations, the matrices need not to be mixed up with series. For the
sake of clarityone can not, let's say multiply a series by a matrix. Is
Well, in the following script this kind of multiplication works fine. Is
that normal -- I mean, an intentionnally built feature -- or should we
avoid such a mixed operation?
series x1 = normal()
matrix unit = ones($nobs,1)
scalar prod = unit'*x1 # matrix * series
matrix mx1 = x1
scalar prod = unit'*mx1 # matrix * matrix
I have the following problem. Let x(t) a time series with T=200 observations.
I must create a new time series y(t), with 250 observations, resampling with
replacement the elements of x. I have used the command
genr y = replace(x)
but gretl creates y(t) with 200 observations. Can I create y with 250
As long as the matrices and the series share the same working space, can
we manage to delete a couple of matrices (or more) in a one run like we
do for series e.g.
delete series1 series 2 # this command does work
delete matrix1 matrix2 # this command does not
I found a bug in the GUI windows for e.g. MLE or GMM. There is the
typical Windows close button, but one can only close the window by using
I've got a question concerning the script editor:
After replacing letters then the cursor jumps to the first line of the
It is possible to implement that the cursor remembers the starting position?
I have written a little function to compute the Moran's I statistic of
spatial autocorrelation in gretl and uploaded it on the server (or I
tried to do so...I don't know if it was successful ;-)), but the related
script refers to data which cannot be found on the gretl server cause
there were no db suitable for spatial analysis.
I attach the files here for convenience.
They are taken from the package written by Pisati for stata (and are
publicly available): spatreg.
(This is the code you have to run in stata:
spatwmat using columbusswm.dta, name(W) standardize
use columbusdata.dta", replace
spatgsa crime, weights(W) moran
to reproduce the results of the script attached to my function)
I compared the results of my function with those produced by R (almost
the same) and stata (Pisati's code).
The latter are slightly different as far as the computation of the
standard deviation is concerned but I carefully checked the formulas in
the original papers (there are also references in the function) and they
should be right.
I have recently started working with spatial econometrics and I would
like to somehow try to integrate these models and statistics in my
preferred econometric software ;-)
This was just a first try...
Dear Gretl Users,
I would like to test for heteroskedacity in the tobit model. I have been
reading about it but could not find out what tests are available in Gretl
for the Tobit model.
I would very much appreciate any kind of help.
Thank you and all the best,