gretl crashed while searching for file within GUI
by Fred Engst
Hi Allin,
gretl crashed once again, but for a different reason this time.
It seems that whenever I tried to do a search for files within GUI after “file->Open data->User file...” or “file->Session files->Open session…”, it crashes right after it showed a list of files.
I can’t remember a time when I did a search like this without gretl crashing.
I suspect it has something to do with my character encoding. Even though I use standard English, I have Chinese on my system also.
This is more like a FYI, and it is not urgent, as I know how to get around it easily.
Attached is the crash report if it helps.
Fred
5 years, 8 months
Package KaoTest.gfn to be retired soon
by Sven Schreiber
Dear all,
especially those interested in panel cointegration analysis, the
KaoTest.gfn package has certain issues and will be removed from the
gretl package server soon. The author couldn't be reached to address
those issues.
The good news is that work is ongoing to start a new package for panel
cointegration testing. The plan is that it will offer more tests than
the KaoTest package.
Nevertheless, if you are a user of that package and need it for your
work please keep a local copy of it to be on the safe side.
cheers
sven
6 years
Export to Stata fails
by Sven Schreiber
Hi,
(with gretl snapshot Apr 4th) I tried to export the penngrow.gdt data
file to Stata format (dta). Opening it in Stata 14 works fine at first,
but the values are totally rubbish.
Going via csv works OK.
thanks
sven
6 years, 1 month
Issue with <dataset addobs> in a function
by Artur Tarassow
Hi,
I've experienced the following issue trying to augment a time-series
dataset within a function. Even though adding some observations
initially works, after restricting the sample and calling "smpl full"
again the additional observations get lost. This happens with latest git
on ubuntu:
<hansl>
open denmark.gdt -q
function void foo (series s)
eval $t2 # T=55
dataset addobs 10
eval $t2 # T=65
smpl 1974:2 1974:3
smpl full
eval $t2 # T=55
end function
foo(LRM)
</hansl>
Is this is really intended? If yo, why?
Best,
Artur
6 years, 1 month
None-uniform distribution of the p-value from ADF test in gretl when there is an intercept & trend? (Allin Cottrell)
by Fred Engst
>
> On Fri, 26 Apr 2019, Sven Schreiber wrote:
>
>>>> cheers
>>>> sven
>>>> =20
>>> =20
>>> Thanks Sven,
>>> But I=E2=80=99m more confused.
>>> If you are right, then what does the option "--ct (with constant and=20
>>> trend)=E2=80=9D as stated in gretl's documentation mean for ADF test?
>>> If I set both the intercept and trend parameters to 0.1, doesn=E2=80=99=
> t the option=20
>>> =E2=80=9C--ct=E2=80=9D in DGP become
>>> y(t)=3D0.1 + 0.1*t + y(t-1)+ e ?
>>
>> In the unit root case the DGP and the test equation are not the same as
>> regards the included terms. That's because of the implicit cumulation o=
> f
>> exogenous terms in the DGP. The ADF test options refer to the test
>> equation, not to the DGP equation (under H0).
>>
>> This is a general property and not specific to gretl.
>
> And the practical implication is that for Fred's DGP,
>
> y(t)=3D0.1 + 0.1*t + y(t-1)+ e
>
> where the 0.1*t cumulates, the adf-test option that should yield a=20
> uniformly distributed p-value is --ctt (constant and quadratic trend).
>
> Allin
You are so right Allin!
I tried and indeed, the --ctt option does yield an uniform distribution.
It is clear that I was a bit too simple minded in understanding those options when generating random walk series.
Then, again, what kind of DGP that WILL yield a distribution that IS correct to use the --ct option?
Perhaps I should read more on random walk DGP and unit root testing before asking more about this here.
Thanks for all your time.
Fred
6 years, 1 month
Re: Gretl-users Digest, Vol 147, Issue 30 (series from matrix)
by Alecos Papadopoulos
Thanks Artur I think this is it. I found out that for some reason the
first-to-be-generated vector "q" in my script below had lower dimension
than the sample size. I don't know why that happened yet. But when I
managed to obtain a "q" vector with the correct dimension, then the line
<<series qqq = sumr(q.*qq)>>
worked just fine, and gave me qqq as a series.
Thanks!
Alecos Papadopoulos PhD
Athens University of Economics and Business
web: alecospapadopoulos.wordpress.com/
cell:+30-6945-378680
skype:alecos.papadopoulos
On 27/4/2019 01:00, gretl-users-request(a)gretlml.univpm.it wrote:
>
> Date: Fri, 26 Apr 2019 21:09:27 +0200 From: Artur Tarassow
> <atecon(a)posteo.de> Subject: [Gretl-users] Re: Series from matrix To:
> gretl-users(a)gretlml.univpm.it Message-ID:
> <44aa51da-ae2c-5bdb-4362-3c61fad929f3(a)posteo.de> Content-Type:
> text/plain; charset=iso-8859-7; format=flowed Am 26.04.19 um 21:06
> schrieb Alecos Papadopoulos:
>> Good afternoon.
>>
>> Has something changed in Gretl related to how we get data out of a
>> matrix column and into a series?
>>
>> I had an old mle script that included
>>
>> series qqq = sumr(q.*qq)
>>
>> where the right hand side is a column vector. It had worked in the
>> past, but it doesn't appear to work any more, I get
>>
>> <<Incompatible types in assignment: series = matrix . The formula
>> 'series qqq = sumr(q.*qq)' produced an error on execution>>
> Hi Alecos,
>
> I've experienced some similar behaviour a while ago. Could you check
> please that the length of the resulting vector exactly meets the length
> of the currently selected data set?
>
> Artur
6 years, 1 month
Series from matrix
by Alecos Papadopoulos
Good afternoon.
Has something changed in Gretl related to how we get data out of a
matrix column and into a series?
I had an old mle script that included
series qqq = sumr(q.*qq)
where the right hand side is a column vector. It had worked in the
past, but it doesn't appear to work any more, I get
<<Incompatible types in assignment: series = matrix . The formula
'series qqq = sumr(q.*qq)' produced an error on execution>>
I run Gretl 2019a, 64-bit, Windows 7.
--
Alecos Papadopoulos PhD
Athens University of Economics and Business
web: alecospapadopoulos.wordpress.com/
6 years, 1 month
Issue with strptime()
by Artur Tarassow
Hi all,
I am a bit puzzled by the following example where I first convert a date
string into a timestamp before converting int back into a date string.
However, instead of getting returned "2005:01", gretl returns "2004:12".
It seems that the strptime() function does some weird thing, as can be
checked here: https://www.epochconverter.com/
But maybe I miss something fundamental here.
This is with latest git on ubuntu 19.04.
<hansl>
string init_obs = "01/2005"
scalar tstamp = strptime(init_obs, "%m/%Y")
eval strftime(tstamp, "%Y:%m") # returns '2004:12'
</hansl>
Best,
Artur
6 years, 1 month
Re: None-uniform distribution of the p-value from ADF test in gretl when there is an intercept or trend? (Sven Schreiber)
by Fred Engst
>
> Am 25.04.2019 um 06:17 schrieb Fred Engst:
>
>>>
>>> I guess you didn't do anything wrong. When the null hypothesis is
>>> true and a test is working as designed, its p-value will be
>>> uniformly distributed on (0,1). Then using marginal significance
>>> level alpha you'll reject 100*alpha percent of the time, and the
>>> test is properly sized. Funny how probability works.
>>>
>>> Allin
>>
>> Thanks Allin.
>> That is interesting indeed. In other words, with an uniform distribution of the p-value [when y(t) = y(-1)], there is only 5% changes that we do reject the null of random walk at 5% level of significance.
>> However, for other parameters of the intercept or trend, the p-value distribution is not uniform. So their size is incorrect?
>> For example, when I set both the intercept and trend parameters to 0.1, I get the attached table.
>
> Hi Fred, your DGP is wrong.
>
> When you apply your formula:
> y = b0 + rho*y(-1) + b1*index + e
>
> For non-zero b1 and rho=1 the trend term will be cumulated and will
> result in a quadratic trend. This is a case not covered by the standard
> ADF tests.
>
> cheers
> sven
>
Thanks Sven,
But I’m more confused.
If you are right, then what does the option "--ct (with constant and trend)” as stated in gretl's documentation mean for ADF test?
If I set both the intercept and trend parameters to 0.1, doesn’t the option “--ct” in DGP become
y(t)=0.1 + 0.1*t + y(t-1)+ e ?
Fred
6 years, 1 month
Re: gretl crashed while trying a qqplot (Allin Cottrell)
by Fred Engst
>
> On Thu, 25 Apr 2019, Fred Engst wrote:
>
>> Hi Allin,
>>
>> As I was trying to figure out the relationship between ADF reported=20
>> p-value vs. observed distribution of the slope estimation, an=20
>> attempt on qqplot crashed gretl. It is a repeatable crash (report=20
>> attached).
>
> Thanks for the report, Fred. This is now fixed in git and snapshots.
>
>> I then tried gretlcli, and the message it gave was:
>> ? qqplot ct_p b_rho
>> Gnuplot is broken or too old: must be >=3D version 5.0
>> I=E2=80=9Dm not sure this is related to the crash for gretlcli can run =
> gnuplot anyway.
>
> As for the message from gretlcli about gnuplot, I'll look into that=20
> when I can next experiment on a Mac.
>
> Allin
>
Thanks so much Allin, you are amazingly fast!
Yes, it works great now.
Fred
6 years, 1 month
gretl crashed while trying a qqplot
by Fred Engst
Hi Allin,
As I was trying to figure out the relationship between ADF reported p-value vs. observed distribution of the slope estimation, an attempt on qqplot crashed gretl. It is a repeatable crash (report attached).
I then tried gretlcli, and the message it gave was:
? qqplot ct_p b_rho
Gnuplot is broken or too old: must be >= version 5.0
I”m not sure this is related to the crash for gretlcli can run gnuplot anyway.
Fred
attached is the crash report.
6 years, 1 month
None-uniform distribution of the p-value from ADF test in gretl when there is an intercept or trend?
by Fred Engst
>
> On Tue, 23 Apr 2019, Fred Engst wrote:
>
>> Hi all,
>
>> As I was trying to see how adf performs under different scenarios,
>> I found somewhat surprising results.
>>
>> ADF seems to work fine when there are either an intercept, or a
>> trend, or both. But when there are none, the distribution of the
>> resulting p-value become an uniform distribution.
>>
>> What did I do wrong?
>
> I guess you didn't do anything wrong. When the null hypothesis is
> true and a test is working as designed, its p-value will be
> uniformly distributed on (0,1). Then using marginal significance
> level alpha you'll reject 100*alpha percent of the time, and the
> test is properly sized. Funny how probability works.
>
> Allin
Thanks Allin.
That is interesting indeed. In other words, with an uniform distribution of the p-value [when y(t) = y(-1)], there is only 5% changes that we do reject the null of random walk at 5% level of significance.
However, for other parameters of the intercept or trend, the p-value distribution is not uniform. So their size is incorrect?
For example, when I set both the intercept and trend parameters to 0.1, I get the attached table.
It seems that there is only a 0.18% chance that I will reject the null (reading the 2nd column of the table).
I’m confused.
Fred
The following frequency table illustrates my point:
y = 0.1 +y(-1) + 0.1*t y = y(-1)
p-val ct p-val c p-val nc p-val ct p-val c p-val nc p-val
bin cum. cum. cum. cum. cum. cum.
0.000 0.04% 0.00% 0.00% 2.24% 2.27% 2.28%
0.025 0.08% 0.00% 0.00% 4.51% 4.52% 4.44%
0.050 0.18% 0.00% 0.00% 7.07% 6.80% 6.79%
0.075 0.28% 0.00% 0.00% 9.57% 9.26% 9.02%
0.100 0.35% 0.00% 0.00% 12.09% 11.70% 11.31%
0.125 0.41% 0.00% 0.00% 14.23% 14.17% 13.88%
0.150 0.47% 0.00% 0.00% 16.51% 16.65% 15.94%
0.175 0.51% 0.00% 0.00% 18.78% 19.24% 18.24%
0.200 0.65% 0.00% 0.00% 21.47% 21.59% 20.47%
0.225 0.79% 0.00% 0.00% 24.05% 24.12% 22.92%
0.250 0.93% 0.00% 0.00% 26.28% 26.66% 25.40%
0.275 1.15% 0.00% 0.00% 28.71% 29.02% 27.85%
0.300 1.31% 0.00% 0.00% 30.81% 31.51% 30.49%
0.325 1.53% 0.00% 0.00% 33.17% 33.77% 33.15%
0.350 1.71% 0.00% 0.00% 35.60% 36.16% 35.29%
0.375 1.93% 0.00% 0.00% 38.22% 38.81% 37.77%
0.400 2.19% 0.00% 0.01% 40.91% 41.46% 40.51%
0.425 2.40% 0.00% 0.01% 43.10% 43.93% 42.97%
0.450 2.67% 0.00% 0.02% 45.68% 46.36% 45.83%
0.475 2.92% 0.00% 0.02% 48.26% 48.99% 48.31%
0.500 3.22% 0.00% 0.03% 50.85% 51.40% 50.64%
0.525 3.60% 0.00% 0.06% 53.34% 53.76% 53.21%
0.550 3.87% 0.00% 0.12% 55.91% 56.12% 55.55%
0.575 4.22% 0.00% 0.16% 58.54% 58.48% 57.88%
0.600 4.73% 0.00% 0.32% 60.83% 60.69% 60.57%
0.625 5.12% 0.00% 0.49% 63.59% 63.01% 62.98%
0.650 5.63% 0.00% 0.81% 66.29% 65.69% 65.55%
0.675 6.13% 0.00% 1.39% 68.74% 68.24% 68.23%
0.700 6.71% 0.00% 2.30% 71.49% 70.59% 71.14%
0.725 7.35% 0.00% 3.71% 74.05% 72.90% 73.77%
0.750 8.06% 0.00% 6.04% 76.53% 75.43% 76.29%
0.775 9.06% 0.00% 9.63% 79.17% 77.91% 79.17%
0.800 10.03% 0.00% 15.20% 81.86% 80.50% 81.73%
0.825 11.09% 0.00% 23.84% 84.31% 83.13% 84.38%
0.850 12.67% 0.00% 36.05% 86.71% 85.75% 86.74%
0.875 14.80% 0.00% 51.83% 89.00% 88.25% 89.39%
0.900 17.99% 0.00% 71.48% 91.66% 91.06% 92.07%
0.925 22.44% 0.00% 89.52% 94.19% 93.94% 94.69%
0.950 31.22% 0.00% 99.00% 96.75% 96.80% 97.43%
1.000 100.00% 100.00% 100.00% 100.00% 100.00% 100.00%
# simulation of unit root process
# y(t)=b0+rho*y(t-1)+b1*time+error
# there are b0, rho, and b1 parameters to set
scalar N = 500 # series length
scalar R = 10000 # repeats or resampling
nulldata N --preserve
scalar rho = 1 # set rho from 0.0 to 1.0
scalar b0 = 0.1 # set intercept b0 = any value
scalar b1 = 0.1 # set trend b1 to any value
string outfilename = sprintf("unitroot,N=%d,b0=%3.1f,b1=%3.1f,rho=%3.2f.gdt",N,b0,b1,rho)
loop R --progressive --quiet
series e = normal(0,10) # error vector
series y = 0
y = b0 + rho*y(-1) + b1*index + e
ols y const y(-1) index --quiet
scalar b_c = $coeff(const)
scalar b_rho = $coeff[2]
scalar b_t = $coeff[3]
adf -1 y --ct --quiet
scalar ct_p = $pvalue
scalar ct_t = $test
adf -1 y --c --quiet
scalar c_p = $pvalue
scalar c_t = $test
adf -1 y --nc --quiet
scalar nc_p = $pvalue
scalar nc_t = $test
print b_c b_rho b_t ct_p ct_t c_p c_t nc_p nc_t
store "@outfilename" b_c b_rho b_t ct_p ct_t c_p c_t nc_p nc_t
endloop
open "@outfilename" #freq b_c --plot=display
#freq b_rho --plot=display
#freq b_t --plot=display
freq ct_p --plot=display --min=0 --binwidth=0.025
#freq ct_t --plot=display
freq c_p --plot=display --min=0 --binwidth=0.025
#freq c_t --plot=display
freq nc_p --plot=display --min=0 --binwidth=0.025
#freq nc_t --plot=display
6 years, 1 month
SVEC restrictions
by Olasehinde Timmy
Dear Sven
I am very happy with your last response about the jalpha and jbeta
matrices. However, I would like to know how to peruse the short run and the
long run restrictions. Are they similar to the conventional short and long
run matrix in jMulTi? Because, if not, it is contrary to how the SVAR adons
described it in the SVAR adons manual.
Regards
Timmy.
6 years, 1 month
An uniform distribution of the p-value from adf test in gretl when there is no intercept nor trend?
by Fred Engst
Hi all,
As I was trying to see how adf performs under different scenarios, I found somewhat surprising results.
ADF seems to work fine when there are either an intercept, or a trend, or both. But when there are none, the distribution of the resulting p-value become an uniform distribution.
What did I do wrong?
Fred
Here is the script to generate random walk series and then test to see how adf works or not working:
# simulation of unit root process
# y(t)=b0+rho*y(t-1)+b1*time+error
# there are b0, rho, and b1 parameters to set
scalar N = 50 # series length
scalar R = 1000 # repeats or resampling
nulldata N --preserve
scalar rho = 1 # set rho from 0.0 to 1.0
scalar b0 = 0 # set intercept b0 = any value
scalar b1 = 0 # set trend b1 to any value
string outfilename = sprintf("unitroot,N=%d,b0=%3.0f,b1=%3.0f,rho=%3.2f.gdt",N,b0,b1,rho)
loop R --progressive --quiet
series e = normal(0,10) # error vector
series y = 0
y = b0 + rho*y(-1) + b1*index + e
ols y const y(-1) index --quiet
scalar b_c = $coeff(const)
scalar b_rho = $coeff[2]
scalar b_t = $coeff[3]
adf -1 y --ct --quiet
scalar ct_p = $pvalue
scalar ct_t = $test
adf -1 y --c --quiet
scalar c_p = $pvalue
scalar c_t = $test
adf -1 y --nc --quiet
scalar nc_p = $pvalue
scalar nc_t = $test
print b_c b_rho b_t ct_p ct_t c_p c_t nc_p nc_t
store "@outfilename" b_c b_rho b_t ct_p ct_t c_p c_t nc_p nc_t
endloop
open "@outfilename"
freq b_c --plot=display
freq b_rho --plot=display
freq b_t --plot=display
freq ct_p --plot=display
#freq ct_t --plot=display
freq c_p --plot=display
#freq c_t --plot=display
freq nc_p --plot=display
#freq nc_t --plot=display
6 years, 1 month
(no subject)
by Olasehinde Timmy
Dear Sven,
I appreciate the time you alloted to developed the SVEC gui. However, the
$Jbeta and the $jalpha failed to work. It was showing "the statistics you
requested was not available". Please, how can I resolve this.
Regards
Timmy
6 years, 2 months
Re: Loading large datasets into gretl
by Allin Cottrell
On Wed, 17 Apr 2019, Logan Kelly wrote:
> I have students who are working with very big dataset--around 9
> million observations. I had one student try to load a 4 GB csv
> file into gretl, and gretl loaded it! But with some errors.
What sort of errors -- can you elaborate?
> So my question are
>
> 1. What is the largest data set one should expect gretl to handle?
Well, that's going to depend on how much RAM you have.
> 2. Are there any suggestions for handling large datasets in gretl?
For one thing, with many millions of observations any tiny, tiny
effect will be "statistically significant"; it's probably a good
idea to down-sample (perhaps at random) to an n in the hundreds of
thousands.
> 3. Is there a better file type than csv to import large datasets
> into gretl?
Not really; our CSV importer is about the most effective of our
various importers.
A general comment: In gretl, every data value is stored as a
"double" (a double-precision floating-point value, which occupies 64
bits or 8 bytes). But in some huge datasets many of the variables
may be representable in a much smaller data type, such as a single
byte (8 bits). If you're loading a 4 GB CSV file with a lot of 0s
and 1s as data values, those values will be expanded by a factor of
8 in gretl's in-memory version -- which may make the difference
between feasible and infeasible, for given RAM.
This is something we may want to think about in future. It will not
be easy to allow smaller data types for series but maybe that's
something we need to aim for, eventually.
Allin
6 years, 2 months
Loading large datasets into gretl
by Logan Kelly
Hello all,
I have students who are working with very big dataset--around 9 million observations. I had one student try to load a 4 GB csv file into gretl, and gretl loaded it! But with some errors. So my question are
1. What is the lagest data set one should expect gretll to handle?
2. Are there any suggestions for handling large datasets in gretl?
3. Is there a better file type than csv to import large datasets into gretl?
Thanks,
Logan
[https://drive.google.com/uc?id=1g-sFwIbD1zq3syHnPeupo1kNk9jQZXwe]
Logan Kelly, Ph.D.
Associate Professor and Chair, Dept. of Economics
University of Wisconsin-River Falls
p: (715) 425-4324 m: (401) 256-0986 f: (715) 425-0707
410 S. 3rd Street, River Falls, WI 54022, Room 27E South Hall
Click to schedule a meeting<https://calendly.com/kellyecon/uwrf>
6 years, 2 months
welcome to the new gretl lists
by Allin Cottrell
Hello all,
If all goes well, you are reading a post from the new gretl-users
and/or gretl-devel list(s).
Please make note of the new posting addresses.
--
Allin Cottrell
Department of Economics
Wake Forest University, NC
6 years, 2 months
Test
by r.lucchetti＠univpm.it
foo bar baz
6 years, 2 months
test #2
by Riccardo (Jack) Lucchetti
testing testing
-------------------------------------------------------
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
-------------------------------------------------------
6 years, 2 months
Test
by Riccardo (Jack) Lucchetti
this is a test
-------------------------------------------------------
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
-------------------------------------------------------
6 years, 2 months
Plots off the screen
by Seth J Kopchak
Dear All,
Running gretl 1.9.6. on windows 7.
If I create a plot, the window is placed off my monitors and out of reach
of my cursor. [Until recently only half of the window went off the
monitor, but now, inexplicably (to me) the whole thing is out of reach.]
This phenomenon must be related to having more than one monitor, since if
I turn disable all but one screen the graphics window shows up in a
reasonable place.
Searched for clues, but only other mention was on this list in 2007, and
doesn't have a resolution.
Working around with Alt+space m and then the arrow keys, but this adds a
bit too much suspense to examining graphics. Imagine there must be some
configuration for gnuplot somewhere but I'm not sure how to fix this
problem.
Thanks in advance for your suggestions!
Best,
SK
6 years, 2 months
THE GRETL MAILING LISTS ARE MOVING
by Allin Cottrell
A heads-up for subscribers to the gretl mailing lists: all of our
lists will be moving to a new location next week, probably on
Monday. Wake Forest University no longer wishes to maintain such
lists, and thanks go to Jack Lucchetti and his colleague Daniele
Ripanti for arranging to host the lists at univpm.it.
If all goes according to plan you will find yourselves automatically
subscribed to the new (or reincarnated) lists. The addresses to
which you should post will change to:
gretl-users(a)gretlml.univpm.it # for the users list
gretl-devel(a)gretlml.univpm.it # for the devel list
See https://gretlml.univpm.it/postorius/lists/ for an overview.
We will send another broadcast message when we know the transition
is actually about to happen. There will probably be a period of a
few hours when posting to either of the lists is not possible.
Allin Cottrell
6 years, 2 months
Running Gretl from a USB pen drive
by Stefano
dear all,
I can confirm that Gretl works smoothly from a USB stick while running a
Windows 10 box of a Linux virtual machine. Thanks to Sven for pointing
to the instructions and for NOT pointing out that I could have found it
by myself :-)
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/
6 years, 2 months
Standard Error Impulse Response
by Olasehinde Timmy
Dear Professors
I couldn't access the stardard error scaled impulse response after
estimating VECM/VAR model, instead the cholesky one. This is not useful for
the analysis I am doing. Please, is there a way to do this?
Thanks.
Best wishes
Timmy
6 years, 2 months
More and better documentation on latex installation might help a bit.
by Fred Engst
> On Tue, Apr 2, 2019 at 6:59 PM Fred Engst <engst.uibe(a)gmail.com> wrote:
>
>> Am 29.03.2019 um 04:03 schrieb Fred Engst:
>>
>> Hello to all the hard working team members who have work on building
>> this beloved gretl. I have another item on the wish-list. I found
>> that Ordinary least squares as formula only works when I have no more
>> than 5 variables. Otherwise, the file commend item is dimmed. ?
>>
>>
>> Hi, I cannot confirm this behavior. As a test case I have successfully
>> created a Latex output from gretl from an OLS model with 6 regressors
>> plus the constant term.
>>
>> If this doesn't work for you I guess you would have to provide more
>> detail on your case (including version numbers of gretl and your Latex
>> distro).
>>
>> cheers
>> sven
>>
Hi Sven and all,
After you mentioned the use of LaTex, I tried and failed to make my gretl to work with LaTeX for a quite a few days.
Make the long story short, I downloaded MacTeX 2018Basic, and then downloaded MacTeX 2018 full 4G file!
None worked, for I can’t seem to find the correct pdflatex file that I need to link gretl to on my Mac.
After poking around, I found it in “~/usr/local/texlive/2018basic/bin/x86_64-darwin”!
Now my gretl works with LaTeX!
It seems that had I installed LeTeX first, and then install gretl, I assume gretl will be able to find it during the installation process. Am I right on this?
Otherwise, the user need to know which of the millions of LaTeX file to link gretl to.
Is there a better way to document this so that others don’t have to go through what I did?
Fred
6 years, 2 months
Re: [Gretl-users] Wish-list: Ordinary least squares as formula when there are more than 5 variables (without Latex installed) (Allin Cottrell)
by Fred Engst
Hi Allin,
Thanks so much, but I feel bad to make you work on this "kind of a pain”. :)
Fred
>
> On Tue, 2 Apr 2019, Fred Engst wrote:
>
>> I don?t have Latex. I?m just working on the plain gretl 2019b-git on
>> MacBook Pro OS X 10.11.6.
>>
>> So without Latex it will not wor. Here are two screen shots, both
>> from the dataset cps4_small. When I have all the variables in the
>> model, the "View as equation? is dimmed. If I select only 5
>> variables, it is not, as can be seen from the next screen shot.
>
> OK, by popular request the limit of k <= 5 coefficients for the "View
> as equation" (plain text) option in the GUI model window has now been
> removed, in git and snapshots. It's kind of a pain to code this sort
> of thing in plain text but anyway, it's now done.
>
> Allin
>
6 years, 2 months
Wish-list: How about having robust standard error as the default on the GUI check box, etc.
by Fred Engst
Thanks Allin.
It was my mistake of not recognizing the coeffsum is a restriction with only 1 d.o.f.
While we are on the topic of wish-list,
1. Why can’t we make the robust standard error as the default on the GUI check box?
Is there any situation in which a robust standard error will be biased and wrong?
By having the default being robust, those that insist on having the homoskedastic standard errors reported can uncheck the check box.
2. Is there any reason not to have time dummies included as the default in a panel data regression? Those that have variables that only change with time should uncheck the include time dummy check box.
Fred
> On Mar 28, 2019, at 12:00 AM, gretl-users-request(a)lists.wfu.edu wrote:
>
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>
> Today's Topics:
>
> 1. Any way to make coeffsum quiet? (Fred Engst)
> 2. Re: Any way to make coeffsum quiet? (Sven Schreiber)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Wed, 27 Mar 2019 08:09:43 +0800
> From: Fred Engst <engst.uibe(a)gmail.com>
> To: gretl-users(a)lists.wfu.edu
> Subject: [Gretl-users] Any way to make coeffsum quiet?
> Message-ID: <27B73AC4-E584-4FBB-999F-6EAB467CEE30(a)gmail.com>
> Content-Type: text/plain; charset=utf-8
>
> Thanks Allin so much for such a quick response and fix to the crash report.
> Relating to the coeffsum and restrict command block, however, I have a few questions.
> 1. In my script, I need to make the coeffsum be quiet, but that seems not to be an option. Would it be hard to add one?
> 2. Coeffsum gives a t-test reading while the restrict gives an F-test result. I prefer the t-test result for it gives me the sign of the sum, but shouldn?t both be an F-test?
>
> Thanks,
> Fred
>
>> On Mar 27, 2019, at 12:00 AM, 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: gretl crashed with a message of "Abort trap: 6 "
>> (Allin Cottrell)
>>
>>
>> ----------------------------------------------------------------------
>>
>> Message: 1
>> Date: Tue, 26 Mar 2019 09:51:31 -0400 (EDT)
>> From: Allin Cottrell <cottrell(a)wfu.edu>
>> To: Gretl list <gretl-users(a)lists.wfu.edu>
>> Subject: Re: [Gretl-users] gretl crashed with a message of "Abort
>> trap: 6 "
>> Message-ID: <alpine.LNX.2.21.1903260949320.16110@robroy>
>> Content-Type: text/plain; charset="utf-8"; Format="flowed"
>>
>> On Tue, 26 Mar 2019, Fred Engst wrote:
>>
>>> My beloved gretl crashed on me. (:
>>> My scrip was doing great for that last year until I added a line with the coeffsum command.
>>> It repeatedly crashed over and over again.
>>> So I setup a small test dataset and invoked gretlcli, and it seems that coeffsum worked the first time, and crashed the 2nd time with an error message of "Abort trap: 6?.
>>> What did I do wrong?
>>>
>>> Here are the files that you might need to replicate the situation and help me out:
>>> 1. a test dataset,
>>> 2. the scrip that crashes gretlcli
>>> 3. the log from gretlcli
>>> 4. two crash reports when I did run gretl & gretlcli.
>>
>> Thanks, Fred, for the detailed report. The problem is now fixed in git
>> and snapshots. In "coeffsum" (and in "restrict" more generally) we
>> were not setting aside enough space for very long variable names.
>>
>> Allin
>>
>> ------------------------------
>>
>> _______________________________________________
>> Gretl-users mailing list
>> Gretl-users(a)lists.wfu.edu
>> http://lists.wfu.edu/mailman/listinfo/gretl-users
>>
>> End of Gretl-users Digest, Vol 146, Issue 20
>> ********************************************
>
>
>
>
> ------------------------------
>
> Message: 2
> Date: Wed, 27 Mar 2019 07:53:33 +0100
> From: Sven Schreiber <svetosch(a)gmx.net>
> To: gretl-users(a)lists.wfu.edu
> Subject: Re: [Gretl-users] Any way to make coeffsum quiet?
> Message-ID: <4325199a-1eb6-88b5-66fa-faf2b6940dd5(a)gmx.net>
> Content-Type: text/plain; charset=utf-8; format=flowed
>
> Am 27.03.2019 um 01:09 schrieb Fred Engst:
>
>> Relating to the coeffsum and restrict command block, however, I have
>> a few questions. 1. In my script, I need to make the coeffsum be
>> quiet, but that seems not to be an option. Would it be hard to add
>> one?
>
> I agree that would be useful, similar to what has been added to (almost)
> all similar commands over the past years.
> (According to the reference it seems that the following test commands
> still do not have such an option: hausman, meantest, runs, vartest,
> possibly vif.)
>
> 2. Coeffsum gives a t-test reading while the restrict gives an
>> F-test result. I prefer the t-test result for it gives me the sign of
>> the sum, but shouldn?t both be an F-test?
>
> The tests are totally equivalent since the F version has just 1 d.o.f.:
>
> <hansl>
> open hall
>
> ols consrat const ewr vwr
> coeffsum ewr vwr
>
> eval $test^2 # the F version
>
> restrict
> b(ewr) + b(vwr) = 0
> end restrict
> </hansl>
>
> Notice the identical p-values.
>
> cheers
> sven
>
>
>
> ------------------------------
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
> End of Gretl-users Digest, Vol 146, Issue 21
> ********************************************
6 years, 2 months
Wish-list: Ordinary least squares as formula when there are more than 5 variables (without Latex installed)
by Fred Engst
> Am 29.03.2019 um 04:03 schrieb Fred Engst:
>> Hello to all the hard working team members who have work on building
>> this beloved gretl. I have another item on the wish-list. I found
>> that Ordinary least squares as formula only works when I have no more
>> than 5 variables. Otherwise, the file commend item is dimmed. ?
>
> Hi, I cannot confirm this behavior. As a test case I have successfully
> created a Latex output from gretl from an OLS model with 6 regressors
> plus the constant term.
>
> If this doesn't work for you I guess you would have to provide more
> detail on your case (including version numbers of gretl and your Latex
> distro).
>
> cheers
> sven
Hi Sven,
I don’t have Latex. I’m just working on the plain gretl 2019b-git on MacBook Pro OS X 10.11.6.
So without Latex it will not wor. Here are two screen shots, both from the dataset cps4_small. When I have all the variables in the model, the "View as equation” is dimmed. If I select only 5 variables, it is not, as can be seen from the next screen shot.
Fred
6 years, 2 months
Is Gretl portable?
by Stefano
hello everybody,
simple question, which I suspect has a negative answer: is there a way
to execute Gretl from a web site or a USB stick? I am asking because
this term I am teaching some classes in a lab which I have to take "as
is", no chance of installing anything :-(
thanks
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/
6 years, 2 months
Is Gretl portable?
by Stefano
hello everybody,
I the following problem: is there a way to make Gretl portable, i.e. to
execute it from a web site or USB stick? I suspect not, but I am
nevertheless asking because this term I am teaching in a computer lab
which I have to take "as is".
thanks,
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/
6 years, 2 months
