Dear gretl developers,
On my MacOS High Sierra 10.13.6, if I "maximize" an output window - be it a
graphic, a script output or a model window - and "close" it
eventually clicking on "x", gretl (2020e-git) crashes; all windows get
closed including gretl's main window. A long and detailed system error
report is also produced (if it can help I can share it with you).
Like Sven mentioned, conference programs like Meet, Teams and Skype have
the option of sharing the "desktop", which sends to the audience the
entire screen of the lecturer as seen by him/her (at least in Window, do
not know about Mac OS)
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I'm currently working with a dataset with quite many variables, and I
find myself repeatedly scrolling like crazy through the variable list in
the dialog windows associated with the View menu (e.g. cross
tabulation). They are ordered by ID I guess which makes it hard to find
what I want (and besides, the id isn't shown). Would it be possible to
offer re-sorting like in the main window?
As an alternative I have tried to type a few letters with the focus
being in the variable list pane. Indeed there's a pop-up text field
which accepts my typing, but then nothing happens when I hit Return (or
Probably the topic of "How small is really small?" has been already
discussed but I'm still a bit confused.
Now, for the following estimation, Stata considers that std errors are 0
and provides no output. Instead, gretl reports quite small values resulting
in very "optimistic" p-values.
Obviously, the missing F statistic and a R2=1 should provoke doubt and
question the validity of the model...though those *** seem confusing :).
In such circumstances, is there a way to make gretl "judge" that std.errors
are actually 0 and omit t tests?
I'm wondering whether it would be an idea to also obtain the Hansen
over-id test after the dpanel command (dynamic Arellano/Blundell-Bond
style GMM estimator). Currently gretl only shows the non-robust Sargan
test. This seems to be a little bit inconsistent considering that by
default robust standard errors are reported.
I am aware that for example Stata's built-in xtdpdsys command does _not_
report that result, either. (Other contributed Stata routines do.) Don't
know why the Stata people decided against it.
So two relatively concrete questions:
Is it possible with the content of the $model bundle after dpanel to
construct the Hansen test? I tend to think no, but maybe it is.
Secondly, is it actually possible to switch off the robust standard
errors in dpanel? Just out of curiosity and for comparison.
Dear gretl developers,
Here's attached a crash report on the 2021a version. The crash occurred
on closing the 'icon view" window with some other gretl windows being also
active (console, script output, function editor). Hope it helps!
Using the GUI, the estimation output is overwritten in the Gretl assemblage
in the Windows taskbar if an alternative specification is chosen, including
estimation results , graphs of model fit and forecast . On the other hand
ARIMA option (and for that matter OLS estimation) retains all model variant
outputs and graphs for inspection and comparison. While I realise the
output, graphs et can be saved, this really is not necessary in the process
of model selection where a visual inspection is more efficient and less
time consuming. Any chance this can be rectified?
Agricultural and Food Economics
Harper Adams University
Shropshire TF10 8NB
Tel 01952 815237
Tel: +44 1952 728153
Mbl +44 7976 538712
University: +44 1952 815235
alt: email: bjrevell(a)harper-adams.ac.uk
I realized that WLS estimation results in gretl are different from those
in the case when observations with weight=0 do exist.
Now, in gretl, the mechanics of the algorithm drops these observations
from the estimation process. And indeed, both Stata and gretl report the
number of observations (ie. observations actually involved in computing)
giving addtional info on dropped observations.
Consequently, gretl doesn't provide postestimation values on these
observations (uhat, yhat)...but Stata does!!! And I struggle to
understand the logic
behind Stata's proceeding and how it affects the estimates...