Sorting issue with mroz dataset of wooldridge
by Fred Engst
Hi Allin, Jack, and Peter,
I just sorted the mroz dataset by GUI, and the screenshot follows.
BTY, as you might be able to see, email message from your responses gets garbled when I gets them, particularly the scripts that you’ve provided. Any reason why?
Fred
> Date: Fri, 31 May 2019 09:21:08 +0200 (CEST)
> From: "Riccardo (Jack) Lucchetti" <r.lucchetti(a)univpm.it <mailto:r.lucchetti@univpm.it>>
> Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack)
> Lucchetti) & (Allin Cottrell)
> To: Gretl list <gretl-users(a)gretlml.univpm.it <mailto:gretl-users@gretlml.univpm.it>>
> Message-ID: <alpine.DEB.2.21.1905310911480.16858(a)ec-4.econ.univpm.it <mailto:alpine.DEB.2.21.1905310911480.16858@ec-4.econ.univpm.it>>
> Content-Type: multipart/mixed;
> boundary="-842988409-1736161747-1559287268=:16858"
>
> This message is in MIME format. The first part should be readable text,
> while the remaining parts are likely unreadable without MIME-aware tools.
>
> ---842988409-1736161747-1559287268=:16858
> Content-Type: text/plain; charset=utf-8; format=flowed
> Content-Transfer-Encoding: quoted-printable
>
> On Fri, 31 May 2019, Fred Engst wrote:
>
>> #5: The sorting issue is only true in the famous mroz dataset that is=20
>> used by both Wooldridge=E2=80=99s =E2=80=9CIntroductory Econometrics A =
> Modern Approach"=20
>> textbook and HIll-Grifit-Lim=E2=80=99s =E2=80=9CPrinciples of Econometr=
> ics" textbook.
>>
>> However, I=E2=80=99ve just confirmed, only the one =E2=80=9Cmroz.gdt" d=
> ownloaded from=20
>> Wooldridge=E2=80=99s datalink=20
>> https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.g= <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.g=>
> z/download=20
>> <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.= <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.=>
> gz/download>=20
>> seems to have this problem, sorting by wage or lwage have the same=20
>> results. The one downloaded from POE=E2=80=99s don=E2=80=99t.
>
> Uhm, funny. I can't reproduce this. This is what I just tried (after=20
> downloading the dataset form sourceforge and storing the gdt file into a=20
> temporary dir):
>
> <hansl>
> set verbose off
> open /tmp/mroz.gdt --quiet
>
> series orig_order =3D time
> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 =
> )
> printf "check: %d (unsorted: should be 0)\n", check
>
> dataset sortby wage
> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 =
> )
> printf "check: %d (sorted by wage: should be 1)\n", check
>
> dataset sortby lwage
> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 =
> )
> printf "check: %d (sorted by lwage: should be 1)\n", check
>
> dataset sortby orig_order
> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 =
> )
> printf "check: %d (back to original: should be 0)\n", check
> </hansl>
>
> Could you please try this script?
>
> -------------------------------------------------------
> Riccardo (Jack) Lucchetti
> Dipartimento di Scienze Economiche e Sociali (DiSES)
>
> Universit=C3=A0 Politecnica delle Marche
> (formerly known as Universit=C3=A0 di Ancona)
>
> r.lucchetti(a)univpm.it <mailto:r.lucchetti@univpm.it>
> http://www2.econ.univpm.it/servizi/hpp/lucchetti <http://www2.econ.univpm.it/servizi/hpp/lucchetti>
> -------------------------------------------------------
> ---842988409-1736161747-1559287268=:16858--
>
> ------------------------------
>
> Date: Fri, 31 May 2019 09:17:59 +0100 (BST)
> From: Allin Cottrell <cottrell(a)wfu.edu <mailto:cottrell@wfu.edu>>
> Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack)
> Lucchetti) & (Allin Cottrell)
> To: Gretl list <gretl-users(a)gretlml.univpm.it <mailto:gretl-users@gretlml.univpm.it>>
> Message-ID: <alpine.LNX.2.21.1905310912210.955(a)waverley.localdomain <mailto:alpine.LNX.2.21.1905310912210.955@waverley.localdomain>>
> Content-Type: multipart/mixed;
> boundary="8323329-1932899831-1559290680=:955"
>
> This message is in MIME format. The first part should be readable text,
> while the remaining parts are likely unreadable without MIME-aware tools.
>
> --8323329-1932899831-1559290680=:955
> Content-Type: text/plain; charset=utf-8; format=flowed
> Content-Transfer-Encoding: quoted-printable
>
> On Fri, 31 May 2019, Fred Engst wrote:
>
>> #5: The sorting issue is only true in the famous mroz dataset that=20
>> is used by both Wooldridge=E2=80=99s =E2=80=9CIntroductory Econometrics=
> A Modern=20
>> Approach" textbook and HIll-Grifit-Lim=E2=80=99s =E2=80=9CPrinciples of=
> =20
>> Econometrics" textbook. However, I=E2=80=99ve just confirmed, only the =
> one=20
>> =E2=80=9Cmroz.gdt" downloaded from Wooldridge=E2=80=99s datalink [...]
>> seems to have this problem, sorting by wage or lwage have the same=20
>> results. The one downloaded from POE=E2=80=99s don=E2=80=99t.
>
> What do the bad results look like?
>
> We probably also need to know, how exactly are you sorting? There are=20
> three ways of doing this in gretl:
>
> 1) Using the sort() function, as in
>
> series wage_sorted =3D sort(wage)
>
> 2) Using the "dataset" command with the "sortby" parameter.
>
> 3) In the GUI, by displaying a series and using the sort icon.
>
> Allin
> --8323329-1932899831-1559290680=:955--
>
> ------------------------------
>
> Date: Fri, 31 May 2019 09:34:27 +0100 (BST)
> From: Allin Cottrell <cottrell(a)wfu.edu <mailto:cottrell@wfu.edu>>
> Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack)
> Lucchetti) & (Allin Cottrell)
> To: r.lucchetti(a)univpm.it <mailto:r.lucchetti@univpm.it>, Gretl list <gretl-users(a)gretlml.univpm.it <mailto:gretl-users@gretlml.univpm.it>>
> Message-ID: <alpine.LNX.2.21.1905310930490.955(a)waverley.localdomain <mailto:alpine.LNX.2.21.1905310930490.955@waverley.localdomain>>
> Content-Type: multipart/mixed;
> boundary="8323329-177749420-1559291668=:955"
>
> This message is in MIME format. The first part should be readable text,
> while the remaining parts are likely unreadable without MIME-aware tools.
>
> --8323329-177749420-1559291668=:955
> Content-Type: text/plain; charset=utf-8; format=flowed
> Content-Transfer-Encoding: quoted-printable
>
> On Fri, 31 May 2019, Riccardo (Jack) Lucchetti wrote:
>
>> On Fri, 31 May 2019, Fred Engst wrote:
>>
>>> #5: The sorting issue is only true in the famous mroz dataset that is =
> used=20
>>> by both Wooldridge=E2=80=99s =E2=80=9CIntroductory Econometrics A Mode=
> rn Approach" textbook=20
>>> and HIll-Grifit-Lim=E2=80=99s =E2=80=9CPrinciples of Econometrics" tex=
> tbook.
>>> =20
>>> However, I=E2=80=99ve just confirmed, only the one =E2=80=9Cmroz.gdt" =
> downloaded from=20
>>> Wooldridge=E2=80=99s datalink=20
>>> https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.= <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.=>
> gz/download=20
>>> <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar= <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar=>
> .gz/download>=20
>>> seems to have this problem, sorting by wage or lwage have the same res=
> ults.=20
>>> The one downloaded from POE=E2=80=99s don=E2=80=99t.
>>
>> Uhm, funny. I can't reproduce this. This is what I just tried (after=20
>> downloading the dataset form sourceforge and storing the gdt file into =
> a=20
>> temporary dir):
>>
>> <hansl>
>> set verbose off
>> open /tmp/mroz.gdt --quiet
>>
>> series orig_order =3D time
>> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D =
> 0 )
>> printf "check: %d (unsorted: should be 0)\n", check
>>
>> dataset sortby wage
>> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D =
> 0 )
>> printf "check: %d (sorted by wage: should be 1)\n", check
>>
>> dataset sortby lwage
>> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D =
> 0 )
>> printf "check: %d (sorted by lwage: should be 1)\n", check
>>
>> dataset sortby orig_order
>> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D =
> 0 )
>> printf "check: %d (back to original: should be 0)\n", check
>> </hansl>
>>
>> Could you please try this script?
>
> Good idea. Here's another little test script in the same spirit but=20
> using sort():
>
> <hansl>
> open /usr/local/share/gretl/data/wooldridge/mroz.gdt
> ols lwage 0 log(wage) --simple
> series swage =3D sort(wage)
> series slwage =3D sort(lwage)
> # regression results should be the same as first time
> ols slwage 0 log(swage) --simple
> # should get two zeros below
> eval min(swage - swage(-1))
> eval min(slwage - slwage(-1))
> </hansl>
>
> Allin
> --8323329-177749420-1559291668=:955--
>
> ------------------------------
>
> Date: Fri, 31 May 2019 19:40:13 +0000
> From: "Summers, Peter" <psummers(a)highpoint.edu <mailto:psummers@highpoint.edu>>
> Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack)
> Lucchetti) & (Allin Cottrell)
> To: 'Gretl list' <gretl-users(a)gretlml.univpm.it <mailto:gretl-users@gretlml.univpm.it>>
> Message-ID:
> <6A97640E2DDBB94BBE02DE6E658B320C7E140BE4(a)TOL.highpoint.edu <mailto:6A97640E2DDBB94BBE02DE6E658B320C7E140BE4@tol.highpoint.edu>>
> Content-Type: text/plain; charset="utf-8"
>
>> -----Original Message-----
>>> On Fri, 31 May 2019, Fred Engst wrote:
>>>
>>>> #5: The sorting issue is only true in the famous mroz dataset that is
>>>> used by both Wooldridge’s “Introductory Econometrics A Modern
>>>> Approach" textbook and HIll-Grifit-Lim’s “Principles of Econometrics"
>> textbook.
>>>>
>>>> However, I’ve just confirmed, only the one “mroz.gdt" downloaded from
>>>> Wooldridge’s datalink
>>>> https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar>
>>>> .gz/download
>>>> <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.ta <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.ta>
>>>> r.gz/download> seems to have this problem, sorting by wage or lwage
>>>> have the same results.
>>>> The one downloaded from POE’s don’t.
>>>
>>> Uhm, funny. I can't reproduce this. This is what I just tried (after
>>> downloading the dataset form sourceforge and storing the gdt file into
>>> a temporary dir):
>>>
>>> <hansl>
>>> set verbose off
>>> open /tmp/mroz.gdt --quiet
>>>
>>> series orig_order = time
>>> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
>>> printf "check: %d (unsorted: should be 0)\n", check
>>>
>>> dataset sortby wage
>>> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
>>> printf "check: %d (sorted by wage: should be 1)\n", check
>>>
>>> dataset sortby lwage
>>> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
>>> printf "check: %d (sorted by lwage: should be 1)\n", check
>>>
>>> dataset sortby orig_order
>>> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
>>> printf "check: %d (back to original: should be 0)\n", check </hansl>
>>>
>>> Could you please try this script?
>>
>> Good idea. Here's another little test script in the same spirit but using sort():
>>
>> <hansl>
>> open /usr/local/share/gretl/data/wooldridge/mroz.gdt
>> ols lwage 0 log(wage) --simple
>> series swage = sort(wage)
>> series slwage = sort(lwage)
>> # regression results should be the same as first time ols slwage 0 log(swage) -
>> -simple # should get two zeros below eval min(swage - swage(-1)) eval
>> min(slwage - slwage(-1)) </hansl>
>>
>
> I can confirm that something unexpected's going on:
>
> If I run Jack's script on the Wooldridge version of mroz.gdt, I get "check = 0" in all 4 cases. Allin's script on the same data set gives identical regression results in the 2 cases, and the "eval" statements return 0's as expected.
>
> Running the same 2 scripts on the Hill et al version of mroz, I get the expected results from Jack's script, but different regression results from Allin's. Both eval statements still return 0's though:
>
> gretl version 2019c-git
> Current session: 2019-05-31 15:38
>
> #open mroz.gdt
> ? ols lwage 0 log(wage) --simple
>
> OLS, using observations 1-428
> Dependent variable: lwage
>
> coefficient std. error t-ratio p-value
> -------------------------------------------------------
> const 0.000000 0.000000 NA NA
> l_wage 1.00000 0.000000 NA NA
>
> SSR = 0, R-squared = 1.000000
>
> Warning: generated missing values
> ? series swage = sort(wage)
> ? series slwage = sort(lwage)
> # regression results should be the same as first time
> ? ols slwage 0 log(swage) --simple # should get two zeros below
>
> OLS, using observations 326-428 (n = 103)
> Dependent variable: slwage
>
> coefficient std. error t-ratio p-value
> ---------------------------------------------------------
> const 1.92669 0.0317078 60.76 2.41e-081 ***
> l_swage 0.411814 0.0496341 8.297 4.90e-013 ***
>
> SSR = 8.63157, R-squared = 0.405323
>
> Warning: generated missing values
> ? eval min(swage - swage(-1))
> 0
> ? eval min(slwage - slwage(-1))
> 0
>
> I hope this helps,
> Peter
>
> ------------------------------
>
> Subject: Digest Footer
>
> _______________________________________________
> Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it <mailto:gretl-users@gretlml.univpm.it>
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>
>
> ------------------------------
>
> End of Gretl-users Digest, Vol 148, Issue 22
> ********************************************
5 years, 6 months
- 2
- 1
Sorting issue with mroz dataset of wooldridge
by Fred Engst
Hi Allin, Jack, and Peter,
I just sorted the mroz dataset by GUI, and the screenshot follows.
BTY, as you might be able to see, email message from your responses gets garbled when I gets them, particularly the scripts that you’ve provided. Any reason why?
Fred
> Date: Fri, 31 May 2019 09:21:08 +0200 (CEST)
> From: "Riccardo (Jack) Lucchetti" <r.lucchetti(a)univpm.it <mailto:r.lucchetti@univpm.it>>
> Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack)
> Lucchetti) & (Allin Cottrell)
> To: Gretl list <gretl-users(a)gretlml.univpm.it <mailto:gretl-users@gretlml.univpm.it>>
> Message-ID: <alpine.DEB.2.21.1905310911480.16858(a)ec-4.econ.univpm.it <mailto:alpine.DEB.2.21.1905310911480.16858@ec-4.econ.univpm.it>>
> Content-Type: multipart/mixed;
> boundary="-842988409-1736161747-1559287268=:16858"
>
> This message is in MIME format. The first part should be readable text,
> while the remaining parts are likely unreadable without MIME-aware tools.
>
> ---842988409-1736161747-1559287268=:16858
> Content-Type: text/plain; charset=utf-8; format=flowed
> Content-Transfer-Encoding: quoted-printable
>
> On Fri, 31 May 2019, Fred Engst wrote:
>
>> #5: The sorting issue is only true in the famous mroz dataset that is=20
>> used by both Wooldridge=E2=80=99s =E2=80=9CIntroductory Econometrics A =
> Modern Approach"=20
>> textbook and HIll-Grifit-Lim=E2=80=99s =E2=80=9CPrinciples of Econometr=
> ics" textbook.
>>
>> However, I=E2=80=99ve just confirmed, only the one =E2=80=9Cmroz.gdt" d=
> ownloaded from=20
>> Wooldridge=E2=80=99s datalink=20
>> https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.g= <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.g=>
> z/download=20
>> <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.= <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.=>
> gz/download>=20
>> seems to have this problem, sorting by wage or lwage have the same=20
>> results. The one downloaded from POE=E2=80=99s don=E2=80=99t.
>
> Uhm, funny. I can't reproduce this. This is what I just tried (after=20
> downloading the dataset form sourceforge and storing the gdt file into a=20
> temporary dir):
>
> <hansl>
> set verbose off
> open /tmp/mroz.gdt --quiet
>
> series orig_order =3D time
> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 =
> )
> printf "check: %d (unsorted: should be 0)\n", check
>
> dataset sortby wage
> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 =
> )
> printf "check: %d (sorted by wage: should be 1)\n", check
>
> dataset sortby lwage
> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 =
> )
> printf "check: %d (sorted by lwage: should be 1)\n", check
>
> dataset sortby orig_order
> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 =
> )
> printf "check: %d (back to original: should be 0)\n", check
> </hansl>
>
> Could you please try this script?
>
> -------------------------------------------------------
> Riccardo (Jack) Lucchetti
> Dipartimento di Scienze Economiche e Sociali (DiSES)
>
> Universit=C3=A0 Politecnica delle Marche
> (formerly known as Universit=C3=A0 di Ancona)
>
> r.lucchetti(a)univpm.it <mailto:r.lucchetti@univpm.it>
> http://www2.econ.univpm.it/servizi/hpp/lucchetti <http://www2.econ.univpm.it/servizi/hpp/lucchetti>
> -------------------------------------------------------
> ---842988409-1736161747-1559287268=:16858--
>
> ------------------------------
>
> Date: Fri, 31 May 2019 09:17:59 +0100 (BST)
> From: Allin Cottrell <cottrell(a)wfu.edu <mailto:cottrell@wfu.edu>>
> Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack)
> Lucchetti) & (Allin Cottrell)
> To: Gretl list <gretl-users(a)gretlml.univpm.it <mailto:gretl-users@gretlml.univpm.it>>
> Message-ID: <alpine.LNX.2.21.1905310912210.955(a)waverley.localdomain <mailto:alpine.LNX.2.21.1905310912210.955@waverley.localdomain>>
> Content-Type: multipart/mixed;
> boundary="8323329-1932899831-1559290680=:955"
>
> This message is in MIME format. The first part should be readable text,
> while the remaining parts are likely unreadable without MIME-aware tools.
>
> --8323329-1932899831-1559290680=:955
> Content-Type: text/plain; charset=utf-8; format=flowed
> Content-Transfer-Encoding: quoted-printable
>
> On Fri, 31 May 2019, Fred Engst wrote:
>
>> #5: The sorting issue is only true in the famous mroz dataset that=20
>> is used by both Wooldridge=E2=80=99s =E2=80=9CIntroductory Econometrics=
> A Modern=20
>> Approach" textbook and HIll-Grifit-Lim=E2=80=99s =E2=80=9CPrinciples of=
> =20
>> Econometrics" textbook. However, I=E2=80=99ve just confirmed, only the =
> one=20
>> =E2=80=9Cmroz.gdt" downloaded from Wooldridge=E2=80=99s datalink [...]
>> seems to have this problem, sorting by wage or lwage have the same=20
>> results. The one downloaded from POE=E2=80=99s don=E2=80=99t.
>
> What do the bad results look like?
>
> We probably also need to know, how exactly are you sorting? There are=20
> three ways of doing this in gretl:
>
> 1) Using the sort() function, as in
>
> series wage_sorted =3D sort(wage)
>
> 2) Using the "dataset" command with the "sortby" parameter.
>
> 3) In the GUI, by displaying a series and using the sort icon.
>
> Allin
> --8323329-1932899831-1559290680=:955--
>
> ------------------------------
>
> Date: Fri, 31 May 2019 09:34:27 +0100 (BST)
> From: Allin Cottrell <cottrell(a)wfu.edu <mailto:cottrell@wfu.edu>>
> Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack)
> Lucchetti) & (Allin Cottrell)
> To: r.lucchetti(a)univpm.it <mailto:r.lucchetti@univpm.it>, Gretl list <gretl-users(a)gretlml.univpm.it <mailto:gretl-users@gretlml.univpm.it>>
> Message-ID: <alpine.LNX.2.21.1905310930490.955(a)waverley.localdomain <mailto:alpine.LNX.2.21.1905310930490.955@waverley.localdomain>>
> Content-Type: multipart/mixed;
> boundary="8323329-177749420-1559291668=:955"
>
> This message is in MIME format. The first part should be readable text,
> while the remaining parts are likely unreadable without MIME-aware tools.
>
> --8323329-177749420-1559291668=:955
> Content-Type: text/plain; charset=utf-8; format=flowed
> Content-Transfer-Encoding: quoted-printable
>
> On Fri, 31 May 2019, Riccardo (Jack) Lucchetti wrote:
>
>> On Fri, 31 May 2019, Fred Engst wrote:
>>
>>> #5: The sorting issue is only true in the famous mroz dataset that is =
> used=20
>>> by both Wooldridge=E2=80=99s =E2=80=9CIntroductory Econometrics A Mode=
> rn Approach" textbook=20
>>> and HIll-Grifit-Lim=E2=80=99s =E2=80=9CPrinciples of Econometrics" tex=
> tbook.
>>> =20
>>> However, I=E2=80=99ve just confirmed, only the one =E2=80=9Cmroz.gdt" =
> downloaded from=20
>>> Wooldridge=E2=80=99s datalink=20
>>> https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.= <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.=>
> gz/download=20
>>> <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar= <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar=>
> .gz/download>=20
>>> seems to have this problem, sorting by wage or lwage have the same res=
> ults.=20
>>> The one downloaded from POE=E2=80=99s don=E2=80=99t.
>>
>> Uhm, funny. I can't reproduce this. This is what I just tried (after=20
>> downloading the dataset form sourceforge and storing the gdt file into =
> a=20
>> temporary dir):
>>
>> <hansl>
>> set verbose off
>> open /tmp/mroz.gdt --quiet
>>
>> series orig_order =3D time
>> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D =
> 0 )
>> printf "check: %d (unsorted: should be 0)\n", check
>>
>> dataset sortby wage
>> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D =
> 0 )
>> printf "check: %d (sorted by wage: should be 1)\n", check
>>
>> dataset sortby lwage
>> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D =
> 0 )
>> printf "check: %d (sorted by lwage: should be 1)\n", check
>>
>> dataset sortby orig_order
>> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D =
> 0 )
>> printf "check: %d (back to original: should be 0)\n", check
>> </hansl>
>>
>> Could you please try this script?
>
> Good idea. Here's another little test script in the same spirit but=20
> using sort():
>
> <hansl>
> open /usr/local/share/gretl/data/wooldridge/mroz.gdt
> ols lwage 0 log(wage) --simple
> series swage =3D sort(wage)
> series slwage =3D sort(lwage)
> # regression results should be the same as first time
> ols slwage 0 log(swage) --simple
> # should get two zeros below
> eval min(swage - swage(-1))
> eval min(slwage - slwage(-1))
> </hansl>
>
> Allin
> --8323329-177749420-1559291668=:955--
>
> ------------------------------
>
> Date: Fri, 31 May 2019 19:40:13 +0000
> From: "Summers, Peter" <psummers(a)highpoint.edu <mailto:psummers@highpoint.edu>>
> Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack)
> Lucchetti) & (Allin Cottrell)
> To: 'Gretl list' <gretl-users(a)gretlml.univpm.it <mailto:gretl-users@gretlml.univpm.it>>
> Message-ID:
> <6A97640E2DDBB94BBE02DE6E658B320C7E140BE4(a)TOL.highpoint.edu <mailto:6A97640E2DDBB94BBE02DE6E658B320C7E140BE4@tol.highpoint.edu>>
> Content-Type: text/plain; charset="utf-8"
>
>> -----Original Message-----
>>> On Fri, 31 May 2019, Fred Engst wrote:
>>>
>>>> #5: The sorting issue is only true in the famous mroz dataset that is
>>>> used by both Wooldridge’s “Introductory Econometrics A Modern
>>>> Approach" textbook and HIll-Grifit-Lim’s “Principles of Econometrics"
>> textbook.
>>>>
>>>> However, I’ve just confirmed, only the one “mroz.gdt" downloaded from
>>>> Wooldridge’s datalink
>>>> https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar>
>>>> .gz/download
>>>> <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.ta <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.ta>
>>>> r.gz/download> seems to have this problem, sorting by wage or lwage
>>>> have the same results.
>>>> The one downloaded from POE’s don’t.
>>>
>>> Uhm, funny. I can't reproduce this. This is what I just tried (after
>>> downloading the dataset form sourceforge and storing the gdt file into
>>> a temporary dir):
>>>
>>> <hansl>
>>> set verbose off
>>> open /tmp/mroz.gdt --quiet
>>>
>>> series orig_order = time
>>> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
>>> printf "check: %d (unsorted: should be 0)\n", check
>>>
>>> dataset sortby wage
>>> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
>>> printf "check: %d (sorted by wage: should be 1)\n", check
>>>
>>> dataset sortby lwage
>>> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
>>> printf "check: %d (sorted by lwage: should be 1)\n", check
>>>
>>> dataset sortby orig_order
>>> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
>>> printf "check: %d (back to original: should be 0)\n", check </hansl>
>>>
>>> Could you please try this script?
>>
>> Good idea. Here's another little test script in the same spirit but using sort():
>>
>> <hansl>
>> open /usr/local/share/gretl/data/wooldridge/mroz.gdt
>> ols lwage 0 log(wage) --simple
>> series swage = sort(wage)
>> series slwage = sort(lwage)
>> # regression results should be the same as first time ols slwage 0 log(swage) -
>> -simple # should get two zeros below eval min(swage - swage(-1)) eval
>> min(slwage - slwage(-1)) </hansl>
>>
>
> I can confirm that something unexpected's going on:
>
> If I run Jack's script on the Wooldridge version of mroz.gdt, I get "check = 0" in all 4 cases. Allin's script on the same data set gives identical regression results in the 2 cases, and the "eval" statements return 0's as expected.
>
> Running the same 2 scripts on the Hill et al version of mroz, I get the expected results from Jack's script, but different regression results from Allin's. Both eval statements still return 0's though:
>
> gretl version 2019c-git
> Current session: 2019-05-31 15:38
>
> #open mroz.gdt
> ? ols lwage 0 log(wage) --simple
>
> OLS, using observations 1-428
> Dependent variable: lwage
>
> coefficient std. error t-ratio p-value
> -------------------------------------------------------
> const 0.000000 0.000000 NA NA
> l_wage 1.00000 0.000000 NA NA
>
> SSR = 0, R-squared = 1.000000
>
> Warning: generated missing values
> ? series swage = sort(wage)
> ? series slwage = sort(lwage)
> # regression results should be the same as first time
> ? ols slwage 0 log(swage) --simple # should get two zeros below
>
> OLS, using observations 326-428 (n = 103)
> Dependent variable: slwage
>
> coefficient std. error t-ratio p-value
> ---------------------------------------------------------
> const 1.92669 0.0317078 60.76 2.41e-081 ***
> l_swage 0.411814 0.0496341 8.297 4.90e-013 ***
>
> SSR = 8.63157, R-squared = 0.405323
>
> Warning: generated missing values
> ? eval min(swage - swage(-1))
> 0
> ? eval min(slwage - slwage(-1))
> 0
>
> I hope this helps,
> Peter
>
> ------------------------------
>
> Subject: Digest Footer
>
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> ------------------------------
>
> End of Gretl-users Digest, Vol 148, Issue 22
> ********************************************
5 years, 6 months
- 1
- 0
Re: More minor bugs or errors (Riccardo (Jack) Lucchetti) & (Allin Cottrell)
by Fred Engst
Thanks both Jack & Allin!
# 2: now I know why it didn’t work (where I live gretl can’t access the website without a VPN) and have corrected it.
#3 & 6: I can live with this. It all has to do with long names. A partial solution is perhaps to add a note field in model icon so that the user can provide a more descriptive information about each model. This will be helpful for someone like me who has a poor memory of the models that I have created and for what purpose, etc. However, this is not a high priority item, just a thought.
#5: The sorting issue is only true in the famous mroz dataset that is used by both Wooldridge’s “Introductory Econometrics A Modern Approach" textbook and HIll-Grifit-Lim’s “Principles of Econometrics" textbook.
However, I’ve just confirmed, only the one “mroz.gdt" downloaded from Wooldridge’s datalink https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.gz/... <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.gz/...> seems to have this problem, sorting by wage or lwage have the same results. The one downloaded from POE’s don’t.
#7: I can live with this also. I’ll just have to piece multiple models manually.
I will try to accumulate more work for you later. :)
Thanks again for this great project!
Fred
5 years, 6 months
- 4
- 6