Function to get the powerset
by Henrique Andrade
Dear Gretl Community,
I really stuck trying to define a function that gives a power set of a
set. Suppose I have a set S:
S = {"A", "B", "C"}
The associated power set, P(S), is:
P(S) = {{ }, {"A"}, {"B"}, {"C"}, {"A", "B"}, {"A", "C"}, {"B", "C"},
{"A", "B", "C"}}
All that I can think by now (shame on me!) is this:
strings S = defarray("A", "B", "C")
scalar P_S_len = 2^nelem(S) # the size of the power set
strings P_S = array(P_S_len) # an array with 8 spaces.
Does anyone have any ideas?
Best,
Henrique Andrade
6 years, 1 month
warning: gdt-reading bug
by Allin Cottrell
We've just noticed that a bug was introduced into our code for reading
native gretl .gdt data files in August of this year. The bug should be
triggered only rarely, but we thought it wise to issue a warning.
Description of bug: If a gdt file contains "subnormal" values (that
is, floating point values that are too close to zero to be represented
with the usual precision), then when such a file is read on Linux, the
first subnormal value to be found on a given row (observation) will be
incorrectly copied into the remaining columns (series) on that row.
Example: A gdt file containing 10 series has a subnormal for series
number 5 on row 25. Then when the file is read on Linux, that
subnormal will replace the correct values for series 6 to 10 for
observation 25.
Comment: This won't affect the reading of "primary" data (actual
micro- or macroeconomic measurements), which will never contain
subnormal values (we're talking about absolute values less than 10 to
the minus 307). And the bug is not triggered on MS Windows. However,
subnormal values may be produced by some data transformations (such as
squaring very small numbers, or computing the normal CDF of very big
negative values).
Fix: This is now fixed in the git source for gretl and also the
current snapshots. And we will put out a new release soon, gretl
2015d.
Diagnostic: If you think a dataset may suffer from this problem,
you can run the script checkdata.inp, from
http://ricardo.ecn.wfu.edu/pub/gretl/checkdata.inp
First load the dataset in question. Then open checkdata.inp and run
it. An affected dataset may produce something like this:
<script-output>
Total number of values examined: 164122
Check for subnormal floating-point values
-----------------------------------------
Total number found: 138
Longest (row) sequence: 138
(occurs at obs 210, starting series ID 461)
Number of sequences (of length >= 2): 1
</script-output>
The symptom of a problem is that we find a consecutive sequence of
subnormal values on one or more rows of the dataset. This could occur
for "natural" reasons but it may indicate corruption. Isolated
subnormals don't indicate the bug. And again, most datasets should
contain no subnormal values.
Allin Cottrell
8 years, 1 month
problems after upgrading to ubuntu 16.04
by guido giaume
Dear all
yesterday i upgraded from 15.10 to 16.04.
I immediatly ##SELECTION_END##noticed a great lack of performance (is
impossible charge large databases and perform scripts that last week
where trivial). So i decided to remove the package and reinstall it.
I tried to do it with the Ubuntu Software Center, and it didnt worked
(but only for Gretl, other softwares are well managed).
I mean, in the software center i see both Gretl icon and the "remove"
button, but if i push it there is no effect.
So i tried from the terminal. I was very surprised when i read the
answer after the sudo command:
Gretl was NOT installed. But of course there is a copy working and i
can use it for limited task.
The directory where i see all the folders (even after the terminal
command of deletion) is the classic Home\gretl\.
So at the moment i have a badly working Gretl located and no chance to
delete and reinstall it.
Any suggestions?
Thx.
Guido
8 years, 4 months
Re: [Gretl-users] SVAR bootstrap output table etc.
by jayeryu
Hi Riccardo,
Thank you so much for your response and the excellent document and gretl programming.
I will try the revised bootstrap syntax.
Re the simultaneous restrictions, I could not open the BQ data - probably I did not adequately download the data. Anyway, I will also use my data and compare my current results from RATS with what I can obtain from your syntax. Your syntax would save tremendous time if it works.Thank you again,Jay
Sent via the Samsung GALAXY S® 5, an AT&T 4G LTE smartphone
-------- Original message --------
From: "Riccardo (Jack) Lucchetti" <r.lucchetti(a)univpm.it>
Date: 7/30/2016 5:17 AM (GMT-05:00)
To: Jay Ryu <jayeryu(a)yahoo.com>, Gretl list <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] SVAR bootstrap output table etc.
On Fri, 29 Jul 2016, Jay Ryu wrote:
> Dear gretl friends:
> I have been running some SVAR models based on:
> Jack Lucchetti's "svar_gretl.pdf" as of February 2015
> I ran the following bootstrap from the manual below:
[...]
> I found the IRF outputs but could not get the output table (like page 10 in Lucchetti).
> Question 1: How can I get the bootstrap output table in page 10?
Uh, you're right. There's an undocumented fourth parameter to SVAR_boot:
it's an optional boolean "quiet" flag, which defaults to 1.
Supplying a 0 as fourth parameter to SVAR_boot, as in
<hansl>
SVAR_boot(&Model, 1000, 0.95, 0)
</hansl>
should do the trick.
I'll update the documentation asap.
> Question 2: Lucchetti's manual shows how to impose "both" short- and
> long-run restrictions simultaneously. Does this simultaneous restriction
> function work?
AFAIK, it should. Does the example script "BlQuah_w_sr.inp" (available in
the "Resources" directory) work for you?
-------------------------------------------------------
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
-------------------------------------------------------
8 years, 4 months
Wald test for joint significance of time dummies
by klazar
Dear Allin Cottrell,
I would like to ask 2 questions:
1* I am doing panel data analysis with --time-dummies option. There is
a Wald test for joint significance of time dummies implemented in
Gretl. I just want to be sure that the null hypothesis is "none of
these regressors (years) has any effect on the explained variable". So
if Chi-square(9) = 505.436 with p-value = 3.9413e-103, it means that I
should reject H0, so as a result the time-dummies should be in the
model.
Gretl Result (for panel regression with --time----time-dummies option)
Wald test for joint significance of time dummies
Asymptotic test statistic: Chi-square(9) = 505.436
with p-value = 3.9413e-103
2* My humble recommendation -
I am wondering, whether the expression "Wald test for joint NON
significance of time dummies" OR "Null hypothesis - all regressors are
zero" would not be better for nonadvanced users (like me) to derive
the proper results more easily.
Have a nice day and I wish you all the best in work (gretl is the
excellent tool) and also in personal life.
Stanislav Klazar, Prague, Czech Republic
8 years, 4 months
SVAR bootstrap output table etc.
by Jay Ryu
Dear gretl friends:
I have been running some SVAR models based on:
Jack Lucchetti's "svar_gretl.pdf" as of February 2015
I ran the following bootstrap from the manual below:
bfail = SVAR_boot(&Mod, 1024, 0.90) loop for i=1..2 -q loop for j=1..2 -q sprintf fnam "simpleC_%d%d.pdf", i, j IRFsave(fnam, &Mod, i, j) endloopendloop
I found the IRF outputs but could not get the output table (like page 10 in Lucchetti).
Question 1: How can I get the bootstrap output table in page 10?Question 2: Lucchetti's manual shows how to impose "both" short- and long-run restrictions simultaneously. Does this simultaneous restriction function work?
Any advice would be greatly appreciated!Jay
8 years, 4 months
CDF underflow
by Stefano Fachin
My guess is that zero, although approximate, is the most meaningful
answer - perhaps supplemented with a cautionary note.
thanks!
Stefano
8 years, 4 months
pvalue
by Stefano Fachin
dear all,
I run into an unexpected behaviour of the "pvalue" utility, which crashes
if required to compute the pvalue of a very small number using a Chi square
with a large number of degrees of freedom. For instance, setting 227
degrees of freedom the pvalue is computed only for numbers larger than
about 0.165. For lower values the reply is "impossible to compute the
pvalue" in the GUI and "NA" in a batch script (v. 2016b, 2016-04-14) Of
course, nobody in his right mind will knowingly want to compute such a
pvalue, but when running in a script it may happen and the NA output does
not look good.
thanks!
Stefano
--
____________________________________________________________________
Stefano Fachin
Professore Ordinario di Statistica Economica
Dip. di Scienze Statistiche
Università di Roma "La Sapienza"
P.le A. Moro 5 - 00185 Roma - Italia
Tel. +39-06-49910834
fax +39-06-49910072
web http://stefanofachin.site.uniroma1.it/ <http://w3.uniroma1.it/fachin/>
8 years, 4 months
Re: [Gretl-users] Gretl-users Digest, Vol 114, Issue 9
by George Matysiak
Alin,
Thanks for that. Option 1 works apart from Hansl Primer - still picks the
old A4 version up.
*Contact number +48 781 415 432**"In God we trust, all others bring data."*
On 20 July 2016 at 19:21, <gretl-users-request(a)lists.wfu.edu> wrote:
> Send Gretl-users mailing list submissions to
> gretl-users(a)lists.wfu.edu
>
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>
>
> Today's Topics:
>
> 1. Re: Gretl-users Digest, Vol 114, Issue 8 (George Matysiak)
> 2. Re: Gretl-users Digest, Vol 114, Issue 8 (Sven Schreiber)
> 3. Re: Gretl-users Digest, Vol 114, Issue 8 (Allin Cottrell)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Wed, 20 Jul 2016 17:50:03 +0100
> From: George Matysiak <gmatysiak(a)gmail.com>
> To: gretl-users(a)lists.wfu.edu
> Subject: Re: [Gretl-users] Gretl-users Digest, Vol 114, Issue 8
> Message-ID:
> <CAEWMk7u1z-=vs59fMUnnP0kiuTmzhcXoauxXja6oMKtgHqRQ=
> w(a)mail.gmail.com>
> Content-Type: text/plain; charset="utf-8"
>
> Sven, thanks for the reply. Your suggestions do not work - I still get the
> March 2016 files.
>
>
>
>
> *Contact number +48 781 415 432**"In God we trust, all others bring
> data."*
>
> On 20 July 2016 at 17:00, <gretl-users-request(a)lists.wfu.edu> wrote:
>
> > Send Gretl-users mailing list submissions to
> > gretl-users(a)lists.wfu.edu
> >
> > To subscribe or unsubscribe via the World Wide Web, visit
> > http://lists.wfu.edu/mailman/listinfo/gretl-users
> > or, via email, send a message with subject or body 'help' to
> > gretl-users-request(a)lists.wfu.edu
> >
> > You can reach the person managing the list at
> > gretl-users-owner(a)lists.wfu.edu
> >
> > When replying, please edit your Subject line so it is more specific
> > than "Re: Contents of Gretl-users digest..."
> >
> >
> > Today's Topics:
> >
> > 1. Re: User Guide Versionand other documentation and Gretl 2016c
> > (Sven Schreiber)
> > 2. Re: F-test: Fixed Effects vs Pooled OLS (Sven Schreiber)
> > 3. Re: F-test: Fixed Effects vs Pooled OLS (Bruno Gobeil)
> >
> >
> > ----------------------------------------------------------------------
> >
> > Message: 1
> > Date: Wed, 20 Jul 2016 16:27:05 +0200
> > From: Sven Schreiber <svetosch(a)gmx.net>
> > To: gretl-users(a)lists.wfu.edu
> > Subject: Re: [Gretl-users] User Guide Versionand other documentation
> > and Gretl 2016c
> > Message-ID: <f581fb81-6b98-a1ea-2ea7-16167705c9ac(a)gmx.net>
> > Content-Type: text/plain; charset=windows-1252; format=flowed
> >
> > Am 16.07.2016 um 23:41 schrieb George Matysiak:
> > > Having installed Gretl 2016c I notice that the User Guide is dated
> March
> > > 2016, as is the Command Reference, Hansl Primer and Package Function
> > > Guide. Are the latest versions not automatically installed on a Gretl
> > > upodate? Thanks.
> > >
> >
> > Sorry for the non-response, apparently it's vacation time. I presume
> > you're using Windows. If you uninstall the old gretl version first, then
> > it should be the latest pdf versions. If you're as lazy as I am and
> > simply install the new version over the old one then not necessarily.
> > You could manually delete the pdfs and then gretl will (try to) download
> > the current versions when you select the corresponding menu items.
> >
> > cheers,
> > sven
> >
> >
> > ------------------------------
> >
> > Message: 2
> > Date: Wed, 20 Jul 2016 16:35:33 +0200
> > From: Sven Schreiber <svetosch(a)gmx.net>
> > To: gretl-users(a)lists.wfu.edu
> > Subject: Re: [Gretl-users] F-test: Fixed Effects vs Pooled OLS
> > Message-ID: <4ce96501-77fa-eb0b-ce9c-da970cd4a2d0(a)gmx.net>
> > Content-Type: text/plain; charset=windows-1252; format=flowed
> >
> > Am 20.07.2016 um 15:28 schrieb Bruno Gobeil:
> > > Hello!
> > >
> > >
> > >
> > > I would like to better understand the rational for using the following
> > > formula for determining the denominator degrees of freedom for the
> > > F-test: n(t-1)-(k-1); where n is the number of regions, t the number of
> > > years, k the number of parameters, including the constant. I thought
> > > that the use of the de-meaned data approach compared to LSDV approach
> > > for the fixed effects model would lead to a higher number of
> denominator
> > > degrees of freedom, as suggested in the Gretl Guide, with the following
> > > formula: nt-k.
> > >
> >
> > If I understand your question correctly, then here is my answer: LSDV
> > and de-meaned data fixed effects ("within" estimation) are equivalent
> > for testing purposes. To put it differently, de-meaning is also a
> > statistical estimation procedure, because you do not know the expected
> > population values a priori and hence you have to estimate them via the
> > arithmetic means. Hence you cannot gain d.o.f. by the within/de-meaned
> > estimator.
> >
> > This is not gretl-specific, of course.
> >
> > hth,
> > sven
> >
> >
> > ------------------------------
> >
> > Message: 3
> > Date: Wed, 20 Jul 2016 14:41:00 +0000
> > From: Bruno Gobeil <bruno.gobeil(a)dunsky.com>
> > To: Gretl list <gretl-users(a)lists.wfu.edu>
> > Subject: Re: [Gretl-users] F-test: Fixed Effects vs Pooled OLS
> > Message-ID:
> > <
> >
> BLUPR0401MB1713A32523F2BE9B4BE69955EB080(a)BLUPR0401MB1713.namprd04.prod.outlook.com
> > >
> >
> > Content-Type: text/plain; charset="iso-8859-1"
> >
> > Thanks very much for your quick response. It is much appreciated.
> >
> > Regards,
> >
> > Bruno Gobeil
> > Senior Consultant | Consultant principal
> > DUNSKY ENERGY CONSULTING | DUNSKY EXPERTISE EN ?NERGIE
> > [t] 514.504.9030??*26?? [f] 514.289.2665?? [e] bruno.gobeil(a)dunsky.com
> >
> >
> >
> > NOTICE: This message (including any attachments) is intended for the sole
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> >
> > -----Original Message-----
> > From: gretl-users-bounces(a)lists.wfu.edu [mailto:
> > gretl-users-bounces(a)lists.wfu.edu] On Behalf Of Sven Schreiber
> > Sent: July 20, 2016 10:36 AM
> > To: gretl-users(a)lists.wfu.edu
> > Subject: Re: [Gretl-users] F-test: Fixed Effects vs Pooled OLS
> >
> > Am 20.07.2016 um 15:28 schrieb Bruno Gobeil:
> > > Hello!
> > >
> > >
> > >
> > > I would like to better understand the rational for using the following
> > > formula for determining the denominator degrees of freedom for the
> > > F-test: n(t-1)-(k-1); where n is the number of regions, t the number
> > > of years, k the number of parameters, including the constant. I
> > > thought that the use of the de-meaned data approach compared to LSDV
> > > approach for the fixed effects model would lead to a higher number of
> > > denominator degrees of freedom, as suggested in the Gretl Guide, with
> > > the following
> > > formula: nt-k.
> > >
> >
> > If I understand your question correctly, then here is my answer: LSDV and
> > de-meaned data fixed effects ("within" estimation) are equivalent for
> > testing purposes. To put it differently, de-meaning is also a statistical
> > estimation procedure, because you do not know the expected population
> > values a priori and hence you have to estimate them via the arithmetic
> > means. Hence you cannot gain d.o.f. by the within/de-meaned estimator.
> >
> > This is not gretl-specific, of course.
> >
> > hth,
> > sven
> > _______________________________________________
> > Gretl-users mailing list
> > Gretl-users(a)lists.wfu.edu
> > http://lists.wfu.edu/mailman/listinfo/gretl-users
> >
> >
> >
> > ------------------------------
> >
> > _______________________________________________
> > Gretl-users mailing list
> > Gretl-users(a)lists.wfu.edu
> > http://lists.wfu.edu/mailman/listinfo/gretl-users
> >
> > End of Gretl-users Digest, Vol 114, Issue 8
> > *******************************************
> >
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> ------------------------------
>
> Message: 2
> Date: Wed, 20 Jul 2016 19:55:13 +0200
> From: Sven Schreiber <svetosch(a)gmx.net>
> To: gretl-users(a)lists.wfu.edu
> Subject: Re: [Gretl-users] Gretl-users Digest, Vol 114, Issue 8
> Message-ID: <bfdce3ac-706f-9d47-9dce-55c3c180622b(a)gmx.net>
> Content-Type: text/plain; charset=windows-1252; format=flowed
>
> Am 20.07.2016 um 18:50 schrieb George Matysiak:
> > Sven, thanks for the reply. Your suggestions do not work - I still get
> > the March 2016 files.
> >
>
> Well if you really deleted the old files manually it sounds very
> improbable to me that gretl would download them again. So I guess the
> old files must still be lying around on your hard disk somewhere where
> gretl is looking for them. Unfortunately right now I'm not sure exactly
> what those locations could be.
>
> In any case, if you need to look at the new files they are also here:
> https://sourceforge.net/projects/gretl/files/manual/
>
> cheers,
> sven
>
>
>
> ------------------------------
>
> Message: 3
> Date: Wed, 20 Jul 2016 14:21:45 -0400 (EDT)
> From: Allin Cottrell <cottrell(a)wfu.edu>
> To: Gretl list <gretl-users(a)lists.wfu.edu>
> Subject: Re: [Gretl-users] Gretl-users Digest, Vol 114, Issue 8
> Message-ID: <alpine.LFD.2.20.3.1607201404530.2507(a)myrtle.attlocal.net>
> Content-Type: text/plain; charset=US-ASCII; format=flowed
>
> On Wed, 20 Jul 2016, George Matysiak wrote:
>
> > Sven, thanks for the reply. Your suggestions do not work - I still
> > get the March 2016 files.
>
> Ah, I think I know what may be happening here. Have you at some
> point selected A4-format documentation? (Under
> /Tools/Preferences/General there's an item "PDF manual preference"
> where you can select US letter paper or A4 paper.)
>
> Here's the thing: each release package includes current versions of
> the Gretl User's Guide and the Gretl Command Reference (PDF files)
> in US letter format. But if you want the A4 versions they are
> downloaded on demand. And in this respect there's a gap in our
> updating logic: if you have once downloaded (for example) the A4
> User's Guide, then it will be found on your system thereafter and
> will not be downloaded again, even if it goes out of date.
> Uninstalling gretl won't help: the old A4 PDF files will not get
> deleted since they were not part of the initial gretl installation.
>
> We need to figure out a proper fix for this, but in the meantime
> here are two possible work-arounds:
>
> 1. Select US letter format under Preferences, and you'll see the new
> PDF files that were installed with gretl 2016c.
>
> 2. Manually delete the old PDF files under the "doc" folder in your
> gretl installation. Then when you go to consult them the new
> versions will get downloaded from sourceforge.
>
> On the other hand, if the Preferences/General dialog is NOT showing
> A4 as your preferred PDF format, then I don't know what's happening.
> I have verified that the 2016c release files on sourceforge contain
> the Guide and Reference as of July 6, 2016.
>
> Allin Cottrell
>
>
> ------------------------------
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
> End of Gretl-users Digest, Vol 114, Issue 9
> *******************************************
>
8 years, 4 months
Re: [Gretl-users] Gretl-users Digest, Vol 114, Issue 8
by George Matysiak
Sven, thanks for the reply. Your suggestions do not work - I still get the
March 2016 files.
*Contact number +48 781 415 432**"In God we trust, all others bring data."*
On 20 July 2016 at 17:00, <gretl-users-request(a)lists.wfu.edu> wrote:
> Send Gretl-users mailing list submissions to
> gretl-users(a)lists.wfu.edu
>
> To subscribe or unsubscribe via the World Wide Web, visit
> http://lists.wfu.edu/mailman/listinfo/gretl-users
> or, via email, send a message with subject or body 'help' to
> gretl-users-request(a)lists.wfu.edu
>
> You can reach the person managing the list at
> gretl-users-owner(a)lists.wfu.edu
>
> When replying, please edit your Subject line so it is more specific
> than "Re: Contents of Gretl-users digest..."
>
>
> Today's Topics:
>
> 1. Re: User Guide Versionand other documentation and Gretl 2016c
> (Sven Schreiber)
> 2. Re: F-test: Fixed Effects vs Pooled OLS (Sven Schreiber)
> 3. Re: F-test: Fixed Effects vs Pooled OLS (Bruno Gobeil)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Wed, 20 Jul 2016 16:27:05 +0200
> From: Sven Schreiber <svetosch(a)gmx.net>
> To: gretl-users(a)lists.wfu.edu
> Subject: Re: [Gretl-users] User Guide Versionand other documentation
> and Gretl 2016c
> Message-ID: <f581fb81-6b98-a1ea-2ea7-16167705c9ac(a)gmx.net>
> Content-Type: text/plain; charset=windows-1252; format=flowed
>
> Am 16.07.2016 um 23:41 schrieb George Matysiak:
> > Having installed Gretl 2016c I notice that the User Guide is dated March
> > 2016, as is the Command Reference, Hansl Primer and Package Function
> > Guide. Are the latest versions not automatically installed on a Gretl
> > upodate? Thanks.
> >
>
> Sorry for the non-response, apparently it's vacation time. I presume
> you're using Windows. If you uninstall the old gretl version first, then
> it should be the latest pdf versions. If you're as lazy as I am and
> simply install the new version over the old one then not necessarily.
> You could manually delete the pdfs and then gretl will (try to) download
> the current versions when you select the corresponding menu items.
>
> cheers,
> sven
>
>
> ------------------------------
>
> Message: 2
> Date: Wed, 20 Jul 2016 16:35:33 +0200
> From: Sven Schreiber <svetosch(a)gmx.net>
> To: gretl-users(a)lists.wfu.edu
> Subject: Re: [Gretl-users] F-test: Fixed Effects vs Pooled OLS
> Message-ID: <4ce96501-77fa-eb0b-ce9c-da970cd4a2d0(a)gmx.net>
> Content-Type: text/plain; charset=windows-1252; format=flowed
>
> Am 20.07.2016 um 15:28 schrieb Bruno Gobeil:
> > Hello!
> >
> >
> >
> > I would like to better understand the rational for using the following
> > formula for determining the denominator degrees of freedom for the
> > F-test: n(t-1)-(k-1); where n is the number of regions, t the number of
> > years, k the number of parameters, including the constant. I thought
> > that the use of the de-meaned data approach compared to LSDV approach
> > for the fixed effects model would lead to a higher number of denominator
> > degrees of freedom, as suggested in the Gretl Guide, with the following
> > formula: nt-k.
> >
>
> If I understand your question correctly, then here is my answer: LSDV
> and de-meaned data fixed effects ("within" estimation) are equivalent
> for testing purposes. To put it differently, de-meaning is also a
> statistical estimation procedure, because you do not know the expected
> population values a priori and hence you have to estimate them via the
> arithmetic means. Hence you cannot gain d.o.f. by the within/de-meaned
> estimator.
>
> This is not gretl-specific, of course.
>
> hth,
> sven
>
>
> ------------------------------
>
> Message: 3
> Date: Wed, 20 Jul 2016 14:41:00 +0000
> From: Bruno Gobeil <bruno.gobeil(a)dunsky.com>
> To: Gretl list <gretl-users(a)lists.wfu.edu>
> Subject: Re: [Gretl-users] F-test: Fixed Effects vs Pooled OLS
> Message-ID:
> <
> BLUPR0401MB1713A32523F2BE9B4BE69955EB080(a)BLUPR0401MB1713.namprd04.prod.outlook.com
> >
>
> Content-Type: text/plain; charset="iso-8859-1"
>
> Thanks very much for your quick response. It is much appreciated.
>
> Regards,
>
> Bruno Gobeil
> Senior Consultant | Consultant principal
> DUNSKY ENERGY CONSULTING | DUNSKY EXPERTISE EN ?NERGIE
> [t] 514.504.9030??*26?? [f] 514.289.2665?? [e] bruno.gobeil(a)dunsky.com
>
>
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> -----Original Message-----
> From: gretl-users-bounces(a)lists.wfu.edu [mailto:
> gretl-users-bounces(a)lists.wfu.edu] On Behalf Of Sven Schreiber
> Sent: July 20, 2016 10:36 AM
> To: gretl-users(a)lists.wfu.edu
> Subject: Re: [Gretl-users] F-test: Fixed Effects vs Pooled OLS
>
> Am 20.07.2016 um 15:28 schrieb Bruno Gobeil:
> > Hello!
> >
> >
> >
> > I would like to better understand the rational for using the following
> > formula for determining the denominator degrees of freedom for the
> > F-test: n(t-1)-(k-1); where n is the number of regions, t the number
> > of years, k the number of parameters, including the constant. I
> > thought that the use of the de-meaned data approach compared to LSDV
> > approach for the fixed effects model would lead to a higher number of
> > denominator degrees of freedom, as suggested in the Gretl Guide, with
> > the following
> > formula: nt-k.
> >
>
> If I understand your question correctly, then here is my answer: LSDV and
> de-meaned data fixed effects ("within" estimation) are equivalent for
> testing purposes. To put it differently, de-meaning is also a statistical
> estimation procedure, because you do not know the expected population
> values a priori and hence you have to estimate them via the arithmetic
> means. Hence you cannot gain d.o.f. by the within/de-meaned estimator.
>
> This is not gretl-specific, of course.
>
> hth,
> sven
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>
>
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> End of Gretl-users Digest, Vol 114, Issue 8
> *******************************************
>
8 years, 4 months
