auto-dropping collinear variables from a list
by Riccardo (Jack) Lucchetti
This is a request I've had quite a few times in private conversations, and
something I've had to do more than once in my own projects, so I thought
it'd be good to "share the wisdom".
<hansl>
function list autodrop(list X, scalar criterion[1.0e-12])
list drop = null
matrix R
qrdecomp({X}, &R)
scalar ndrop = 0
loop i=1..nelem(X) --quiet
if criterion > abs(R[i,i])
drop += X[i]
ndrop++
endif
endloop
if ndrop > 0
printf "%d collinear variables dropped (%s)\n", \
ndrop, varname(drop)
return X - drop
else
return X
endif
end function
</hansl>
I'm just about to add the above trick to the "Cheat Sheet" chapter of the
User's guide.
-------------------------------------------------------
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
-------------------------------------------------------
9 years
Problem: gretl 1.9.14-2 on Ubuntu and Linux Mint
by Allin Cottrell
=== KNOWN ISSUE ===
The 32-bit ("i386") version of the gretl 1.9.14-2 package for
Ubuntu/Mint WILL NOT RUN on computers that don't support the AVX
instruction set. This includes all CPUs that date from before
2011. Gretl will fail as soon as you try to do anything,
with the message "Illegal instruction" on standard error output.
This is due to an error in the Ubuntu build process. We're currently
working to resolve the problem, but please note that the gretl team
does not produce the packages offered by the various Linux
distributions, so we're not in a position to fix this sort of thing
directly.
--
Allin Cottrell
Department of Economics
Wake Forest University, NC
9 years
why does gretl shut down after one command?
by Qi Shi
hi, everyone,
I installed gretl in the software manager of Linux Mint 17.1.(See the attached). I open gretl and open a dataset, but I cannot do anything (ols, genr, etc) because I type the "enter" key and gretl will shut down without any notifications.
thanks in advance!
shi,qi
9 years
gretl 1.10.1
by Allin Cottrell
Sorry for the churn, but I've just released gretl 1.10.1 as a quick
fix for breakage in the "adf" command in 1.10.0.
The bug meant that anyone accepting the default behavior of the ADF
test (non-GLS version) would encounter a spurious error. This seemed
lame enough to warrant an immediate fix.
--
Allin Cottrell
Department of Economics
Wake Forest University
9 years
A possible bug for ADF test in 1.10.90
by oleg_komashko＠ukr.net
Dear All!
With denmark.gdt In the GUI: check LRM, Variable->Unit root tests -> Augmented Dickey Fuller test Default option to check both "with constant" and "with constant and trend" gives "incompatible options". Checked with constant and with constant and trend separately works OK. Best, Oleg Komashko
9 years
error in opening csv file with rel 1.10.0 in osx 10.9.2
by Giovanni Mondo
? open '/Users/msdev/gretl/ISTAT_consumi_2012.csv'ISTAT_MFR_HBS_Microdati_2012_ESEMPIO_STRUTTURA_FILE.txt foi_2012.csvISTAT_consumi_2012.csv food_price_2012.csvISTAT_province.csv gretlcliaids.gdt session.inpaids.inp string_table.txtaids.inp.org tel.pdfcat_price_2012.csv ? open '/Users/msdev/gretl/ISTAT_consumi_2012.csv'Couldn't open '/Users/msdev/gretl/ISTAT_consumi_2012.csv''/Users/msdev/gretl/ISTAT_consumi_2012.csv': No such file or directory
Regards,
Giovanni
9 years
Panel data issues:
by EA FH
Dear friends,
I have an unbalanced panel (stacked time series) I've been trying to import to GRETL for a while now, and well, when I try to put the unit numbers and time periods (it is 18 units and 32 time periods), it does not allow me to put the correct numbers, and replaces it by 17 and 35. The string code table does recognize the 18 unit variables, and I have replaced missing values with "."
Thanks in advance,
EF
9 years
gretl 1.10.0
by Allin Cottrell
For the benefit of those not subscribed to gretl-announce: we're
pleased to announce the release of gretl 1.10.0, with many bug-fixes
and a fair number of new features.
ChangeLog: http://gretl.sourceforge.net/ChangeLog.html
Many thanks to the translators, and to all who have taken the time to
send in bug reports and feature requests.
If we were in the habit of naming gretl releases, I guess this one
would have to be "Easter Bunny".
--
Allin Cottrell
Department of Economics
Wake Forest University, NC
9 years
