Positive matrix not definite
by Olasehinde Timmy
Dear Professors,
In many occasions, I did stucked with the non converge problem. Please, how
can I resolve this issue like that of RATS program that will report the
parameters even not converge condition is not met.
Thanks.
7 years
GUI problems
by Timothy Lachlan-Cope
Hey,
With a fresh install of Gretl a few of the GUI buttons don't work, such as adding variables into models. I can use double click for dependent, arrows for independent, but then I am stuck if I want to add instruments.
Thanks
Tim
7 years
Re: [Gretl-users] Saved results from dpanel
by Laura Magazzini
Thank you Sven
As for the weighting matrix, I would like to access the two-step version of the AN matrix in formula (21.5) from the Guide.
in the formula of AN after (21.5) the matrix H* is considered for computation, so that, as far as I understand, this is the matrix used to obtain first step results.
The two-step version would replace the matrix H* with cross-products of first-step residuals (residuals estimated on the basis of first-step coefficients).
I hope this clarifies what I was referring to.
However,as the matrix of instruments is not available, I would need to use a different approach.
Kind regards
Laura
Date: Sat, 24 Nov 2018 14:03:46 +0100
From: Sven Schreiber <svetosch(a)gmx.net>
To: gretl-users(a)lists.wfu.edu
Subject: Re: [Gretl-users] Saved results from dpanel
Message-ID: <58f8ce83-c5ec-a7ce-2642-9dfbe58adecc(a)gmx.net>
Content-Type: text/plain; charset="windows-1252"; Format="flowed"
Am 24.11.18 um 10:43 schrieb Laura Magazzini:
>
> Hi!
>
> I am running a system GMM estimator for dynamic panel data models.
>
> I need to perform some computations after the second step estimation
> than involve the matrix of instruments, the matrix of regressors (both
> differenced and level), and the weighting matrix used in computation
> of the system GMM (obtained from first step estimates).
>
> Is it possible to recover these information after the dpanel command?
>
Hi, that's a very good question, and currently it seems to me that the
answer is no.
What you can get after the dpanel estimation is the list of regressors
in $xlist. However, I just checked it and it doesn't include the lagged
endogenous variables; maybe it should.
Also, while you can get the list of instruments after a regular 'tsls'
estimate via $model.instlist (a little hidden as well, maybe a direct
$instlist accessor should be added), for dpanel there is no such thing
in the $model bundle AFAICS.
So I guess you pointed out some gaps in gretl that should be filled.
About the weighting matrix: Maybe you could describe in the notation of
ch.21 of the guide which matrix exactly you are referring to.
> Would also be possible to compute the Ahn & Schmidt non linear panel
> data estimator in gretl? Should I program it by myself using gmm?
>
I am almost certain that setting up a gmm block for that estimator is
feasible in hansl, but I'm not familiar with it, so I cannot provide any
further advice there.
cheers,
sven
7 years
Mmultinormal likelihood
by Olasehinde Timmy
Dear Professors,
I am writing to ask for your guidance. I am trying to estimate a system of
two variables jointly using multinormal distribution, however, my effort
has not been successful.
Please, see the code/syntax I am trying to run in the bold form below.
Could you please help to see if something was not right with the code.
I hope to receive a response from you soon.
#The hansl syntax#
*scalar beta1= 4.3 *
*scalar beta2= 0.16 *
*scalar alfa1= 0.0097*
*scalar alfa2= 0.02*
*scalar mlog2pi = 2*log(2*acos(-1))*
*series e1= a - beta1 - beta2*a(-1)*
*series e2= b - alfa1 - alfa2*b(-1)*
*series es1 = e1^2*
*series es2 = e2^2*
*series v1= var(e1)*
*series v2= var(e2)*
*series v12 = cov(e1,e2)*
*series de = v1*v2 - v12^2*
*series iv1 = v1/de*
*series iv2 = v2/de*
*series iv3 = v12/de*
*mle ll = -0.5*(mlog2pi + log(de) + (iv1*es1 + iv2*es2 + 2*iv3*e1*e2)) *
* params beta1 beta2 alfa1 alfa2*
* end mle*
Yours faithful
Timmy John
7 years
Multinormal
by Olasehinde Timmy
Dear Professors
I am writing to ask for your guidance. I am trying to estimate a system of
two variables jointly using multinormal distribution, however, my effort
has not been successful.
I have attached the document that contains the code I am trying to run.
Could you please help to to see if something was not right with the code.
I hope to receive a response from you soon.
Yours faithful
Timmy John
7 years
Re: [Gretl-users] change to the list
by Stefano
My vote is the for mailing list format: while I read all the (useful)
messages appearing in my mailbox my visits to the forums which in
principle interest me are much more irregular.
bye
Stefano
--
________________________________________________________________________
Stefano Fachin
Professore Ordinario di Statistica Economica
Dip. di Scienze Statistiche
"Sapienza" Università di Roma
P.le A. Moro 5 - 00185 Roma - Italia
Tel. +39-06-49910834
fax +39-06-49910072
web http://stefanofachin.site.uniroma1.it/
7 years
upcoming change to the list!
by Allin Cottrell
Dear gretl users,
For years this list has been hosted by Wake Forest University, but
I've recently heard that WFU is going to discontinue support for
mailing lists. We have (I think) about 6 weeks' grace; beyond that
we'll have to come up with an alternative. Three ideas are under
consideration:
(1) Stay with the mailing list format, if we can find another
suitable host.
(2) Migrate to a Google Group. (It's my understanding that you don't
need to have a gmail account to participate in such a group.)
(2) Re-frame gretl-users as a forum (or set of topic-specific
forums) on Sourceforge.net.
If you have a strong preference, you might wish to let us know!
Allin Cottrell
7 years
Re: [Gretl-users] Gretl-users Digest, Vol 142, Issue 10 upcoming change to the list!
by Alecos Papadopoulos
Gretl deserves more than just being a tag on a gargantuan Statistics
site like stats.SE (even if it is a respectable and quality site).
We should consider creating a new stack.exchange site exclusively for
Gretl. This can accommodate users and developers alike (here
tag-separating is ok), and will create a proper Gretl world. Initial
viability and content of the site should be guaranteed, because we could
"ask and answer" there, selected issues that have come up in the past
and dealt here, and are still relevant.
Alecos Papadopoulos PhD
Athens University of Economics and Business, Greece
School of Economic Sciences
Department of Economics
On 16/11/2018 23:08, gretl-users-request(a)lists.wfu.edu wrote:
> On Fri, 16 Nov 2018, Henrique Andrade wrote:
>
>> Em sex, 16 de nov de 2018 ?s 18:23, Boris Demeshev
>> <boris.demeshev(a)gmail.com> escreveu:
>>> Migrate to stats.stackexchange.com. Under the 'gretl' tag. It will also promote gretl visibility.
>> It's a good point:-)
> I guess that would be good for the users list. Not so sure about points
> related to the development.
>
> Perhaps we could encourage people to use stackexchange for question on
> "how to do this and that" in hansl/gretl and migrate to a forum for the
> discussion on development (new features, function pachages etc).
7 years
Could we please make the default graphing style nicer?
by Artur T.
Dear all,
this is a proposal which I have had in mind for a long time. Before
starting, this thread is really just meant as a proposal, so please
don't take it personally at all! :-)
We all like gretl and gnuplot very much. But let's be honest, gnuplot's
default plotting settings are not fancy at all. When I introduce gretl
to potentially interested people, I instantly add "Not, this program is
not from the 1990s, and yes, you can make the graphs much more fancy by
your own".
I am totally aware of the possibility to customize plots in a flexible
manner using gretl but why not producing a "nice" graph per default for
the user. Just compare the two graphs I attached. Isn't the RHS one not
just more attractive? It only adds 3 additional lines of code and
selects nicer colors and replaces crosses by points (pt 7):
<extra-gnuplot-lines>
# replace the default settings
set linetype 1 lc rgb '#1B9E77' pt 7 # dark teal
set linetype 2 lc rgb '#D95F02' pt 7 # dark orange
set linetype 3 lc rgb '#7570B3' pt 7 # dark lilac
set linetype 4 lc rgb '#E7298A' pt 7 # dark magenta
set linetype 5 lc rgb '#66A61E' pt 7 # dark lime green
set linetype 6 lc rgb '#E6AB02' pt 7 # dark banana
set linetype 7 lc rgb '#A6761D' pt 7 # dark tan
set linetype 8 lc rgb '#666666' pt 7 # dark gray
# add Axes
set style line 11 lc rgb '#808080' lt 1
set border 3 back ls 11
set tics nomirror out scale 0.75
<extra-gnuplot-lines\>
I know that the meaning of "nice" is very subjective but I am sure we
could find a compromise with regard to this ;-)
Thus, I would like to propose to change the default plotting settings.
For instance, have a look at the seaborn package for Python. Those
graphs look really attractive per default.
Another gnuplot example is a graph as you can find it here, and which
uses a nice color scheme for lines and the borders.:
http://www.gnuplotting.org/ease-your-plotting-with-config-snippets/
I also found a nice collection of color paletes for gnuplot here:
https://github.com/Gnuplotting/gnuplot-palettes
https://github.com/aschn/gnuplot-colorbrewer
For scatter plots I also suggest to plot points instead of crosses per
default -- it just looks more fancy :-)
Please let me know what you think about this idea.
Best,
Artur
7 years
gretl.pid: No such file or directory
by Marcelo Duarte
This error was reported here:
http://lists.wfu.edu/pipermail/gretl-users/2014-May/010061.html
but it was an off topic.
I'm using gretl2018c and on Win7.
Regarding "D:" and "C:", I have two disk partitions (C: and D:), where
gretl is installed in C: and the directory where I work is in D:.
Note: something went wrong with my previous post, the correct error message
I'm getting is:
"Couldn't create directory 'D:\<...>\'
C:\Users\<...>\AppData\Roaming\gretl\gretl.pid: No such file or directory
C:\Users\<...>\AppData\Roaming\gretl\gretl.pid: No such file or directory"
Thank you for you fast answer,
Marcelo
Am 11.11.18 um 16:18 schrieb Marcelo Duarte:
> >
> >
> > I've seen a similar error reported before in this list but was related
> > to GARCH.
>
> Can you point to this earlier report, or tell us in which month it
> happened?
>
>
> > Couldn't create directory 'D:\<...>\AppData\Roaming\gretl\gretl.pid:
> > No such file or directory
> > C:\Users\<...>\AppData\Roaming\gretl\gretl.pid: No such file or directory
>
>
> So you're on Windows. BTW, is the "D:" vs. "C:" thing correctly
> reproduced here?
>
> What gretl version are you running?
>
> thanks,
>
> sven
***
>
7 years
