query regarding random effect tobit regression
by mandeep kaur
dear sir/madam
I am a research scholar at Guru Nanak Dev University, Amritsar (India). I
am using Gretl for applying random effect tobit model. But as I run this
model "*Invalid Option __opg" *appeared. I want help to run random effect
tobit regression. Hoping for your early reply.
With regards
Mandeep Kaur
Senior Research Fellow
Guru Nanak Dev University
Amritsar
5 years, 2 months
Re: query regarding random effect tobit regression
by Riccardo (Jack) Lucchetti
On Fri, 12 Feb 2021, ESTEVEZ NUÑEZ JUAN CARLOS wrote:
> Sorry if noise, but can't be a typo?
> --opg instead of __opg
Yes, I'm sure it is.
-------------------------------------------------------
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
-------------------------------------------------------
5 years, 2 months
state space negative standard deviation
by Filipe Costa
Dear community,
I was trying to estimate state space models and I came to the point where I have negative coefficients for standard deviation parameters. Eviews, for example, requires these parameters to be specified as var=exp(c), eventually to avoid this. Is there a very simple way in the code to avoid these negative sigmas?
Here follows the arma.gdt example from the manual with a subtle adaptation near the end made by me to lead to a negative sigma coefficient:
<hansl>
function void arma11_via_kalman (series y)
/* parameter initialization */
scalar phi = 0
scalar theta = 0
scalar sigma = 0.1
/* state-space model setup */
matrix H = {1; theta}
matrix F = {phi, 0; 1, 0}
matrix Q = {sigma^2, 0; 0, 0}
bundle kb = ksetup(y, H, F, Q)
/* maximum likelihood estimation */
mle logl = ERR ? NA : kb.llt
kb.obsymat[2] = theta
kb.statemat[1,1] = phi
kb.statevar[1,1] = sigma^2
ERR = kfilter(&kb)
params phi theta sigma
end mle --hessian
end function
# ------------------------ main ---------------------------
open arma.gdt # open the "arma" example dataset
z = log(abs(y))
arma11_via_kalman(z) # estimate an arma(1,1) model
</hansl>
Many thanks.
Regards,
Filipe Costa
5 years, 2 months
more documentation of the aggregate() function?
by Sven Schreiber
Hi,
the built-in aggregate() function is --I'm sure-- a very powerful tool
to summarize and analyze data efficiently. However, I think it's also
quite difficult to grasp. I'm reading its function reference right now.
To be concrete, from what I understand the column with the counts will
be somewhere in the middle of the returned matrix. But the position of
that column is not so easy to derive. It somehow must have to do with
the combinatorial possibilities of the list members passed in as the
second argument.
(Of course this applies only to the case of passing lists rather than
individual series.)
Perhaps the documentation could be more explicit about the index numbers
there, providing a concrete formula?
Or I wouldn't mind an alternative interface, either. For example,
perhaps accept an optional fourth argument as a pointer to a matrix, and
this gets filled with the counts. That way it wouldn't be necessary to
juggle position indices around.
just an idea, thanks
sven
5 years, 2 months
map data
by Stefano Fachin
hello
I just discovered the website https://gadm.org/ <https://gadm.org/>
which hosts shape files for just about ALL countries in the world,
including things like North Marshall Islands, for large countries at 3
disaggregation levels (if you prefer you can download the world's shape
file from here)
<https://biogeo.ucdavis.edu/data/gadm3.6/gadm36_shp.zip>. I tried Italy
and it worked ok. I guess it'd good to mention it in the new geoplot
documentation
bye
Stefani
--
_________________________________________________________________________
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/
--
________________________________________________________
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5 years, 2 months
Season Plot
by Brian Revell
I have tried to install this package - but keep getting the error message -
season_plot: dependency string_utils was not found
Any suggestions where i might find it would be appreciated.
Brian
Brian J Revell
Professor Emeritus
Agricultural and Food Economics
Harper Adams University
Newport
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
5 years, 3 months
advice on function package: to share or not to share
by Artur Bala
Hi all,
Sometimes ago I developed a script, and eventually a function package, that replicates a built-in Stata command for outliers-corrected estimation (rreg) (basically iterative WLS).
Well, digging further in the literature (and forums) I discover that the method behind this Stata command, though widely used, becomes ineffective under certain assumptions (eg. clusters of outliers) and new more effective estimation procedures are currently available in the literature (and also implemented in some user-provided Stata commands).
Sure I don’t regret the hours spent on “my” function but Iwonder if it’s still worthy to share it with the community since I know that it does not fit to all situations.
Any advice on what to do?
Thanks,
Artur
Ps. For the sake of transparency I mentioned in the help text that this is “one among many methods of correction” and also quoted the references to more comprehensive methods for the user to check (if he/she wants)
Sent from my iPhone
5 years, 3 months
feature request: alphbetical ordering of variables for the "View" menu tools
by Sven Schreiber
Hi,
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
Tab).
thanks
sven
5 years, 3 months
