a hansl question
by oleg_komashko＠ukr.net
Is it possible to create user-defined functions using named model objects as local variables?
12 years, 1 month
a translation proposal
by oleg_komashko＠ukr.net
I can fix some bugs in Russian translation but I don't know if it's sensible Examples in summary stats: for C.V. should be "коэффициент вариации" instead of "вариация" "Interquartile range" (I spent some time when it was iq ratio) is untranslated
There is no special term, a short description is "разность между 75% и 25% перцентилями"
Also Breusch is "Бройш". Know it for sure: there are plenty Cyrillic versions, so I wrote to Trevor (4 years ago,
writing a Cyrillic econometrics textbook)
12 years, 1 month
econometric non-gretl-specific question on VAR irfs
by oleg_komashko＠ukr.net
For all, I understand, it's econometric (even econometrics teaching) and not a gretl question, but what if somebody can answer off-hand So, I need references to simple examples of such kind: one looks at VAR irf's plot and gives economic interpretation of a model results.
12 years, 1 month
SVAR/SVEC (ps)
by Tim Nall
In an earlier post (with a different subject line) I mentioned that
the SVAR graphs could be more informative by adding "IRF by shock" and
IRF by var". That same principle might apply to adding the model
option to the graph title, e.g., "Plain model" or "KPSW Model."
And at a higher level of menu items: if I understand the SVAR
documentation correctly (and the possibility that I do not is quite
high), the KPSW Model of SVAR is actually a SVEC? If so, then to a
naive user at least (e.g., me) moving that option off of the SVAR and
into its own sub-menu-item of Time Series would make sense.. call it
SVEC (KPSW) perhaps.. Thanks TMN
12 years, 1 month
basic question, sorry
by Tim Nall
There is evidence for a cointegrating relationship if:
(a) The unit-root hypothesis is not rejected for the individual variables.
(b) The unit-root hypothesis is rejected for the residuals (uhat) from the
cointegrating regression.
..would that be correctly read as "a and b" or "a or b"? Sorry for the
simple question.
12 years, 1 month
Re: [Gretl-users] SVAR/SVEC (pps)
by Tim Nall
>For example, I still think that
> the greatest strength of Stata is the quality of their manuals. I wish we
> had manuals comparable to theirs. Oh, well.
>
PhD in English/Applied Linguistics in the house. The good news is, I
can haz gud English when I'm careful. I write well, usually. The very
bad news is that I know almost nothing about statistics, despite
getting an MA in Economics in 1991. I have forgotten everything I
learned, and the field has changed a lot anyhow. :-( But after I
finish this project I'm working on, if I can help with writing, I
would be happy to, in exchange for learning about stats.
--
Best regards,
Timothy M. Nall
Assistant Professor
National Quemoy University
Kinmen, Taiwan
12 years, 1 month
May I be bold? Meta-suggestions
by Tim Nall
All,
Again please refer to previous disclaimers about the fact that I
certainly and truly have no idea what I am talking about w. respect to
statistics, and perhaps with respect to other issues as well.
In an earlier post, someone or other expressed a concern that gretl
might be perceived as a toy program that is purely for educational
purposes, and not for serious research. I have no idea whether or not
that's the case, but I would suggest that focusing on pushing gretl as
a serious tool is not the only path toward your ultimate goal. Me
personally, I would recast a perceived shortcoming as a serious
strength: push it as an educational tool. The way to do so, as I
mentioned earlier, is by writing a book. The book should be
data-centric and outcome-centric. That is, the traditional teaching
approach would be to think, "I have x number of statistical topics to
cover, and they can be ranked in terms of difficulty and inheritance
of concepts from one another, so I will present them according to that
rank. I will discuss the math and theory first, and perhaps (or
perhaps not) tack on a skimpy example in the end." This is a
forest-for-the-trees approach IMHO. Me personally, i would approach
the book as "You have (this) type of data, and you want (this) type of
outcome, so you should use (this) type of model, unless your data has
(these) conditions, and the way to deal with (these) conditions is
(chapter)."
I can truly embarrass myself here by offering my own recent exp. as an
example: in my very modest research, a set of 10 OLS regressions (on
time series data) that were truly beautiful and perfect in every way
(they conformed very, very precisely to my initial set of hypotheses)
sat on the pages of my document for months before I realized that the
results were spurious due to non-stationary data. [Econometricians and
statisticians can politely refrain from giggling.] So ch. 1 of your
book, rather than immediately presenting the nuts and bolts of OLS,
could first present the same sort of case (very quickly). And so on.
Make top-level ideas (such as which problems to check for before
considering any given approach) *very* easy to find at a glance. Got
math? It goes in appendices.
And here's the point: you would want your book to help gretl catch on
as an educational tool, but sprinkled throughout the book you could
also mention (w. brief details) its ability to do serious research. No
harm done. Then if it catches on in the former context, eventually
(lag a couple years) people will pick up on the latter idea -- also
realizing, hey, you know, it's free.
So that's all I have to say. Thank you for your patience. TMN
12 years, 1 month
labels on graphs
by Tim Nall
All,
I honestly don't know whether I'm being helpful or annoying. If it's
the latter, then please accept my apologies. However, the labels on
graphs are not always adequately suggestive. Forex, for a structural
auroregression, you can graph IRFs by shock and by var. Let's say you
do one first then the other. The variable names do appear on the
graphs, but "by shock" and "by var" do not, and keeping the graphs
straight can become confusing. Sure you can manually edit them to add
descriptive info, but why not just do so automatically? Ditto for some
of the Filter options under the Variable menu. I recall that one or
two are suggestively labeled (e.g. fractional differences, and
especially Baxter-King), but not moving average, exponential moving
average, Hodrick-Prescott, etc.
Thanks
TMN
12 years, 1 month
