ordered probit
by Summers, Peter
Folks,
This is an econometrics question rather than a Gretl question, so apologies in advance.
I've estimated an ordered probit on a panel data set with lagged regressors. Gretl seems to automatically include the same number of lags of the dependent variable, and I'm wondering why that is. So far I haven't been able to find a reference for this - nothing in the user's guide, Lee's ebook, or Greene, AFAICS. If anyone could help me out, I'd appreciate it.
Thanks!
PS
[cid:logoimg]
9 years, 9 months
modeltab error
by Summers, Peter
Hi all,
According to the 'modeltab' help (and previous forum postings), the following should work:
<hansl>
(estimate various models & add them to model table)
modeltab show
modeltab --output="outputfile.tex"
</hansl>
However, the second line generates the error "Command has insufficient arguments." If I try "modeltab show --output="outputfile.tex", I get a "Syntax error" instead. This is on Windows 7, v1.10.0 CVS, build date 2014-12-09.
TIA,
PS
[cid:logoimg]
9 years, 9 months
Re: [Gretl-users] Getting a list of variables via an array of their names
by Daniel Bencik
Sven, you are right. Thank you.
Daniel
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> Datum: 05.01.2015 18:03
> Předmět: Gretl-users Digest, Vol 96, Issue 4
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Today's Topics:
1. Re: Getting a list of variables via an array of their names
(Daniel Bencik)
2. Re: Getting a list of variables via an array of their names
(Sven Schreiber)
----------------------------------------------------------------------
Message: 1
Date: Sun, 04 Jan 2015 18:38:48 +0100
From: Daniel Bencik <eubie(a)centrum.cz>
Subject: Re: [Gretl-users] Getting a list of variables via an array of
their names
To: "gretl-users" <gretl-users(a)lists.wfu.edu>
Message-ID: <20150104183848.9B5E135E(a)centrum.cz>
Content-Type: text/plain; charset="utf-8"
Sven,?
?
thanks a lot. The ternary operator - beautiful.?
?
To the questions ... I do have four dataset (variance, volatility, logVariance, logVolatility) each with approx 100 series, so I do not want to merge them into one dataset. The idea is to have four sessions, into each session I load the specific dataset and then run a script that estimates a lot of models on the current dataset and produces models/fitted values into the current session. Like this, I get to have all the variables/models/fits/etc in each separate session. For this purpose, I want to have one script instead of four, that is the gist of the idea.?
?
The simplest piece of code that reproduces the error I get is the following snippet:
?
open anscombe.gdt
?
strings xNames = array(2)
? ? ? ? xNames[1] = "x"
? ? ? ? xNames[2] = "y1"
? ? ? ??
list xVariables = @xNames[1] @xNames[2]
?
Thank you!
Daniel
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Message: 2
Date: Sun, 04 Jan 2015 18:49:39 +0100
From: Sven Schreiber <svetosch(a)gmx.net>
Subject: Re: [Gretl-users] Getting a list of variables via an array of
their names
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Am 04.01.2015 um 18:38 schrieb Daniel Bencik:
>
>
> The simplest piece of code that reproduces the error I get is the
> following snippet:
>
>
>
> /open anscombe.gdt/
>
>
>
> /strings xNames = array(2)/
>
> / xNames[1] = "x"/
>
> / xNames[2] = "y1"/
>
>
>
> /list xVariables = @xNames[1] @xNames[2]/
>
>
Allin explained this already in an answer to you a couple of days ago.
-s
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9 years, 9 months
Re: [Gretl-users] Getting a list of variables via an array of their names
by Daniel Bencik
Sven,
thanks a lot. The ternary operator - beautiful.
To the questions ... I do have four dataset (variance, volatility, logVariance, logVolatility) each with approx 100 series, so I do not want to merge them into one dataset. The idea is to have four sessions, into each session I load the specific dataset and then run a script that estimates a lot of models on the current dataset and produces models/fitted values into the current session. Like this, I get to have all the variables/models/fits/etc in each separate session. For this purpose, I want to have one script instead of four, that is the gist of the idea.
The simplest piece of code that reproduces the error I get is the following snippet:
open anscombe.gdt
strings xNames = array(2)
xNames[1] = "x"
xNames[2] = "y1"
list xVariables = @xNames[1] @xNames[2]
Thank you!
Daniel
9 years, 9 months
Getting a list of variables via an array of their names
by Daniel Bencik
Dear group,
I am sorry to be bothering this mailgroup with such beginner questions, but I have nowhere else to ask and frankly, gretl is too good to pass up.
Lets say I have two time series variance measures "park" and "rr" in my dataset. Having learnt from previous threads, I put both into a list and run a regression ...
list xVariables = park rr
ols xVariables[1] 0 xVariables[2]
On top of that, I have three other datasets where I have volatility, ln(variance) and ln(volatility), stored e.g. as sqrtpark, sqrtrr, lnpark, lnrr .. etc. What I would love to have is a script, that can run the same battery of HAR models on all four datasets, with the help of some flags. The idea is something like this
# define we have the log volatility dataset
scalar xIsLog = 1
scalar xIsVolatility = 1
# produce variable prefixes
string xIsLogPrefix = ""
if xIsLog = 1
xIsLogPrefix = "ln"
endif
string xIsVolatilityPrefix = ""
if xIsVolatility = 1
xIsVolatilityPrefix = "sqrt"
endif
# create the names of variablesstrings xVariableNames = array(2)
xVariableNames[1] = xIsLogPrefix
xVariableNames[1] += xIsVolatilityPrefix
xVariableNames[1] += "park" #produce "lnsqrtpark "
xVariableNames[2] = xIsLogPrefix
xVariableNames[2] += xIsVolatilityPrefix
xVariableNames[2] += "rr" #produce "lnsqrtrr"
# finally, make a list of variables based on their names
list xVariables = @xVariableNames[1] @xVariableNames[2]
The last line produces an error Im unable to graps. Is there a workaround or do I need to have a different script for each dataset? As an additional question, can I somehow get the name of currently opened dataset? If yes, xIsLog and xIsVolatility could be set automatically and it would make the script much more elegant.
Thank you and best regards,
Daniel
9 years, 9 months
Saving model to session programatically
by Daniel Bencik
Hello,
it is possible to programatically save the last estimated model to a session under a given model name? I would like to have all models estimated in a script saved in the session.
Best regards,
Daniel
9 years, 9 months
Statistical assistance
by dts＠dagey.com
Hello All:
I apologize if this is not a proper use of the list, but you guys seem like
the best resource.
I have a question more related to statistical help than use of gretl. I
believe that I can work out the gretl commands but am unsure about the
statistical use/terminology.
We are a manufacturing facility and are using PHP and MySQL to process
operations through gretl (forecasting, linear regression, etc).
The data set for my current question is a series of job iterations and
associated times, such as the following:
Part # 1234
Job # Time (hours)
----------------------------------
1 2.0
2 2.5
3 1.8
4 1.9
5 6.7
6 2.2
7 5.0
8 2.3
9 1.9
10 2.2
What we need is to remove the anomalies from the data set, as we are doing
aggregation and the extraneous data points are throwing us off. They might
be due to rework or training, etc, and we want to calculate an accurate
average either without or minimizing these anomalies. For example, in the
dataset above, the times for job #5 & job #7 should most likely be excluded,
being over twice as much as the next highest time.
I have been using MySQL to calculate the standard deviation. We calculate
against the last 100 job numbers, then pull the most recent 3 jobs within
the standard deviation threshold and average them. However, this is only
useful *most* of the time. Sometimes the MySQL standard deviation throws out
good values that we need to keep, so I am looking for other options.
My question is whether there is a better solution that calculating a simple
standard deviation, or how one might do so in gretl to filter the dataset
and remove anomalies? If another statistical function or operation might be
best, what would you suggest and how would we do so in gretl?
I understand this is a bit unorthodox, I am a developer with limited
statistical experience, so I appreciate any help you can provide.
Thanks,
--
Ryan Dagey
Chief Technology Officer:
www.NeotericSystems
www.NeotericHovercraft.com
www.WorldHovercraft.org
www.DiscoverHover.org
www.hovercrafttraining.com
Email: ryan(a)neotericsystems.com
Ph: 812-234-1120: 800-285-3761
Fax: 877-640-8507
Mail: 1649 Tippecanoe Street, Terre Haute, IN USA 47807-2394
9 years, 9 months
Statistical assistance
by Ryan Dagey
Hello All:
I apologize if this is not a proper use of the list, but you guys seem like
the best resource.
I have a question more related to statistical help than use of gretl. I
believe that I can work out the gretl commands but am unsure about the
statistical use/terminology.
We are a manufacturing facility and are using PHP and MySQL to process
operations through gretl (forecasting, linear regression, etc).
The data set for my current question is a series of job iterations and
associated times, such as the following:
Part # 1234
Job # Time (hours)
----------------------------------
1 2.0
2 2.5
3 1.8
4 1.9
5 6.7
6 2.2
7 5.0
8 2.3
9 1.9
10 2.2
What we need is to remove the anomalies from the data set, as we are doing
aggregation and the extraneous data points are throwing us off. They might
be due to rework or training, etc, and we want to calculate an accurate
average either without or minimizing these anomalies. For example, in the
dataset above, the times for job #5 & job #7 should most likely be excluded,
being over twice as much as the next highest time.
I have been using MySQL to calculate the standard deviation. We calculate
against the last 100 job numbers, then pull the most recent 3 jobs within
the standard deviation threshold and average them. However, this is only
useful *most* of the time. Sometimes the MySQL standard deviation throws out
good values that we need to keep, so I am looking for other options.
My question is whether there is a better solution that calculating a simple
standard deviation, or how one might do so in gretl to filter the dataset
and remove anomalies? If another statistical function or operation might be
best, what would you suggest and how would we do so in gretl?
I understand this is a bit unorthodox, I am a developer with limited
statistical experience, so I appreciate any help you can provide.
Thanks,
--
Ryan Dagey
Chief Technology Officer:
www.NeotericSystems
www.NeotericHovercraft.com
www.WorldHovercraft.org
www.DiscoverHover.org
www.hovercrafttraining.com
Email: ryan(a)neotericsystems.com
Ph: 812-234-1120: 800-285-3761
Fax: 877-640-8507
Mail: 1649 Tippecanoe Street, Terre Haute, IN USA 47807-2394
9 years, 9 months
