panel model news 2
by Allin Cottrell
An addendum to
http://lists.wfu.edu/pipermail/gretl-users/2016-March/011726.html
On studying the Cameron and Miller piece on clustered variance
estimation (JHR, 2015), I see that the Arellano estimator performed on
quasi-demeaned data is reckoned to be a valid cluster-robust method
for the (one way) random effects model.
So this is now available in gretl, use
panel <regspec> --random-effects --robust
And given those options, the Hausman test is now based on a
cluster-robust auxiliary regression.
Allin
8 years, 8 months
- 1
- 1
WG: problem with saving a transposed matrix in the GUI
by juergen.malitte＠t-online.de
-----Original-Nachricht-----
Betreff: [Gretl-users] problem with saving a transposed matrix in the GUI
Datum: 2016-04-03T19:34:59+0200
Von: "juergen.malitte(a)t-online.de" <juergen.malitte(a)t-online.de>
An: "Gretl, Hansl" <gretl-users(a)lists.wfu.edu>
Dear all,
I have a problem to save a transposed matrix in the GUI. I use Gretl 2016a
under Windows 10.
The problem arise after doing the following steps:
0. Load a Gretl-file into the main window.
1. first choose entry /Hinzufügen/Definiere Matrix... in the main window.
2. Give the Name of a new matrix: for example "NeuMatrix" (with Radiobutton
"Aus Reihen erzeugen")
3. Click ok and transfer for example "const" and two other variables of the
window.
4. click ok
5. Go to "Symbolansicht" choosing /Ansicht/Symbolansicht in the
main-window.
6. You will see the icon called "NeuMatrix". take a double-click on the
icon and see the values of the matrix.
7. In this window chose menue-entry Transformieren/Transponieren and you
see the transposed matrix.
8. Try to save the matrix with "speichern unter" or "speichern" - Gretl
crashes after a short time
Gretl informs: gretl.exe funktioniert nicht mehr. Das Programm wird
aufgrund eines Problems nicht richtig ausgeführt.
(für den Programmierer der Hinweis: Die Anweisung in 0x00007FFE5D72C6D0
verwies auf Arbeitsspeicher beo 0xFFFFFFFFFFFFFFFF. Der Vorgang read konnte
im Arbeitsspeicher nicht ausgeführt werden)
Meaning: the address of the command is not known.
Greetings
Jürgen Malitte
Hello again,
going further another problem arised. I generated the product of X'X
(product of transposed matrix with the original matrix). Then I wanted to
invert it ! (Menü:Transformieren/Invertieren). Gretl crashes again.
Greetings Jürgen Malitte
8 years, 8 months
- 3
- 5
problem with saving a transposed matrix in the GUI
by juergen.malitte＠t-online.de
Dear all,
I have a problem to save a transposed matrix in the GUI. I use Gretl 2016a
under Windows 10.
The problem arise after doing the following steps:
0. Load a Gretl-file into the main window.
1. first choose entry /Hinzufügen/Definiere Matrix... in the main window.
2. Give the Name of a new matrix: for example "NeuMatrix" (with Radiobutton
"Aus Reihen erzeugen")
3. Click ok and transfer for example "const" and two other variables of the
window.
4. click ok
5. Go to "Symbolansicht" choosing /Ansicht/Symbolansicht in the
main-window.
6. You will see the icon called "NeuMatrix". take a double-click on the
icon and see the values of the matrix.
7. In this window chose menue-entry Transformieren/Transponieren and you
see the transposed matrix.
8. Try to save the matrix with "speichern unter" or "speichern" - Gretl
crashes after a short time
Gretl informs: gretl.exe funktioniert nicht mehr. Das Programm wird
aufgrund eines Problems nicht richtig ausgeführt.
(für den Programmierer der Hinweis: Die Anweisung in 0x00007FFE5D72C6D0
verwies auf Arbeitsspeicher beo 0xFFFFFFFFFFFFFFFF. Der Vorgang read konnte
im Arbeitsspeicher nicht ausgeführt werden)
Meaning: the address of the command is not known.
Greetings
Jürgen Malitte
8 years, 8 months
- 1
- 0