removing nan and inf from a matrix
by Logan Kelly
Hello,
I need to take the log difference of a matrix, i.e. log(M[2 rows(M):,]/M[1:rows(M)-1,]). Unfortunately, M has elements equal to zero. I need to replace the nan's and inf's with 0's. This almost works
M = isnan(M) ? 0 : M
but does not remove inf's. Any sugestions?
8 years, 6 months
Computing an index for unique combinations of discrete variables
by Giuseppe Vittucci
Hi,
I have firm level data and two categorical variables (region and
sector).
I need to define another variable which is an index identifying the
unique combinations region-sector each firm belongs to, so I can use it
in computing cluster-robust s.e.
One way to do this is to use the command "values" for region and sector
and then use a nested loop, but this seems quite time-consuming...
Is there a simpler way in gretl to do it?
BTW, it could be useful to allow one to use the option "cluster" also
with the FE estimator.
Since the robust s.e. used in FE is the Arellano estimator and this is a
s.e. clusterized over cross-sectional units and thus it can be
considered a specification of the cluster-robust estimator, it seems
quite natural to allow one to identify clusters different from the
units.
Something like:
panel y 0 x --robust=cvar
or
panel y 0 x --cluster=cvar
where the default behavior
panel y 0 x --robust
is to clusterize over cross-sectional units.
Bye
Giuseppe
10 years, 6 months
March SourceForge Project of the Month Ballot
by Riccardo (Jack) Lucchetti
We've just been told by the SF admins that gretl has been selected to be
on the ballot for the August SourceForge project of the Month. This vote
will be conducted on SourceForge, and will run until March 6th. The blog
post linking to this vote is at
http://sourceforge.net/blog/project-of-the-month-vote-for-march-2014/
and the vote itself is at
http://sourceforge.net/p/potm/discussion/vote/thread/7a3aa86b/
There's no monetary reward involved, it's just for the glory (although
the project could get some nice publicity from this).
So if you like gretl and you want to tell people that you do, here's your
chance. Note: you need to have a sourceforge account to be able to cast
your vote; it doesn't cost you anything to create one if you don't have
one already, though! ;)
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
10 years, 9 months
question
by Salvador Rodriguez
Hello! I need help please! Anyone know how to work with weekly data
ARIMA-X12 is that it only works for me monthly data
10 years, 9 months
Mac users: does double-clicking a gretl workfile always work?
by Sven Schreiber
Dear users of gretl on Mac,
I'm currently cleaning up the gretl bug tracker on Sourceforge a little
bit, and I would like to hear from you if the bug #161 is still present:
"After double-clicking on a Gretl file on Finder (the Mac equivalent to
Windows Explorer) the data set or session is not opened if a a Gretl
session is already running."
The crucial point here seems to be "if a a Gretl session is already
running", so it's not a test of this bug to just double-click a gretl file.
Please mention your MacOS version and gretl version if you report back.
Thank you,
Sven
10 years, 9 months
question
by Salvador Rodriguez
Hello! I need help please! Anyone know how to work with weekly data
ARIMA-X12 is that it only works for me monthly data
10 years, 10 months
Warning on snapshots for OS X
by Allin Cottrell
Hello Mac users,
I just realized that the quartz, 64-bit gretl snapshot that I put up
today will not run on OS X 10.7 or higher. This is to do with adding
MPI support, which is quite tricky. I'll try to fix this soon (if
not tomorrow than Monday) but in the meantime please avoid the
snapshot if you're running Lion+.
You can expect a full announcement about MPI support in gretl early
next week.
Allin Cottrell
10 years, 10 months
Re: [Gretl-users] Difference in EG tests
by Sven Schreiber
Am 20.02.2014 12:09, schrieb smyks:
> I have checked with denmark.gdt dataset:
> coint 10 1 2 --verbose --test-down <= Gretl reports sample size of 44
> coint 10 1 2 --verbose --test-down --skip-df <= Gretl reports sample
> size of 53
Ok I now see what you mean, effectively different samples are used in
what should be the same approach, like you said. I don't see a
justification for that (i.e. I tend to agree it's a bug).
> To my understanding both command lines should employ the same sample
> size of 53, which is in line with Hayashi (2000).
Actually, when looking at the different samples that are used in the
various steps of the procedure I think they're debatable in general. If
you pick a max lag of 10 I would actually tend to favor the shortest
sample (T=44) instead of the longest (T=53), because only the shortest
is the common denominator for everything. Of course, if results differ
wildly, it's a sign of problems anyway.
cheers,
sven
10 years, 10 months
Difference in EG tests
by smyks
Hi Gretl users,I need advice with regard to Engle-Granger cointegration test. Why the tstats are different for the same series when flag--skip-df is added? I have noticed that for test carried with --test-down flag and without --skip-df flag, gretl uses N-pmax-1 observations (where pmax is max number of lags picked by a user for testing down), while with --skip-df flag it uses N-p-1, where p is number of lags based on information criteria/tstat calculated by Gretl? This affects tstats, pvalues and final test results.Also, I have noticed that --test-down flag does not allow the choice between MAIC, MBIC and tstat anymore. This flag works fine on adf test thou.Thanks in advance,Andrzej
10 years, 10 months
Putting sample date in output
by Michael Boldin
I am estimating a model by passing a list of variables and extra items
in bundle to a user defined function
I would like to be able to print out results that include the
effective sample period in the same way the OLS procedure does
I.e.
smpl 1995:4 2012:4
list xlist= x1 x2 x3 x4
ols y const xlist
prints ==>
Model 1: OLS, using observations 1985:1-2012:4 (T = 112)
Dependent variable: y
... plus results ...
My function would be defined as
function bundle bestimate(list xlist, bundle bmodel)
...
end function
In my case it is most convenient to put all variables in xlist and
pull out the first as the dependent variable. I can figure
everything I need except how to capture the smpl dates for a printout.
Any suggestions? I would especially like to be able to show the
effective dates for any cases where lags create missing observations
or the data ends before the last smpl date.
10 years, 10 months
