Re: Gretl-users Digest, Vol 173, Issue 11
by George Matysiak
M\ny thanks Allin, appreciated.
On Sat, 19 Jun 2021 at 00:00, <gretl-users-request(a)gretlml.univpm.it> wrote:
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> Today's Topics:
>
> 1. Re: Saving excluded observations from a Random sub-sample
> (Allin Cottrell)
> 2. Re: Saving excluded observations from a Random sub-sample
> (George Matysiak)
>
>
> ----------------------------------------------------------------------
>
> Date: Fri, 18 Jun 2021 13:12:08 -0400 (EDT)
> From: Allin Cottrell <cottrell(a)wfu.edu>
> Subject: [Gretl-users] Re: Saving excluded observations from a Random
> sub-sample
> To: r.lucchetti(a)univpm.it, Gretl list <gretl-users(a)gretlml.univpm.it>
> Message-ID:
> <alpine.LFD.2.20.3.2106181306530.713370(a)myrtle.attlocal.net>
> Content-Type: text/plain; charset=US-ASCII; format=flowed
>
> On Fri, 18 Jun 2021, Riccardo (Jack) Lucchetti wrote:
>
> > On Fri, 18 Jun 2021, George Matysiak wrote:
> >
> >> Having selected a Random sub-sample, is it possible to save the excluded
> >> observations as variables? Thanks.
> >
> > I'm not sure I understand what you mean, but I'll give it a shot anyway:
> if
> > you want to create a dummy variable holding included/excluded
> observations,
> > there is more than one way to do so: a particularly simple one is to
> create a
> > series of 1s when subsampling is in effect and then fill the excluded
> > observation with 0s, as in
> >
> > <hansl>
> > open data7-24
> > smpl 100 --random
> > series selected = 1
> > ols salepric const sqft age city
> > smpl full
> > selected = misszero(selected)
> > </hansl>
> >
> > of course, more sophisticated variants of the above are possible.
>
> Here's a slight variation on Jack's theme.
>
> <hansl>
> open data7-24
> smpl 100 --random
> ols salepric const sqft age city
> series uh = $uhat
> smpl full
> series excluded = missing(uh)
> print uh excluded --byobs
> </hansl>
>
> However, my version gives an exact record of the observations
> excluded by the random sampling only if all the included
> observations were usable by ols.
>
> Allin
>
> ------------------------------
>
> Date: Fri, 18 Jun 2021 22:47:42 +0200
> From: George Matysiak <gmatysiak(a)gmail.com>
> Subject: [Gretl-users] Re: Saving excluded observations from a Random
> sub-sample
> To: gretl-users(a)gretlml.univpm.it
> Message-ID:
> <
> CAEWMk7u3z3LFGUeCxiJ+mpveXRx3GKCGRuG0Uk8rygGJ1-UFqw(a)mail.gmail.com>
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> --000000000000d7954305c5107025
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>
> Thanks for that. To be clear, what I would like to do is save the random
> selected observations and estimate a regression equation. This is my
> training sample. The excluded observations would be my test sample for
> forecasts - how could I save them as the test set? Can it be done with the
> GUI or perhaps it needs a script? Thanks.
>
> --000000000000d7954305c5107025
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> <div dir=3D"ltr"><div class=3D"gmail_default"
> style=3D"font-family:tahoma,s=
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> to do is save the random selected observations and estimate a regression
> eq=
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> t=
> est sample for forecasts - how could I save them as the test set? Can it
> be=
> done with the GUI or perhaps it needs a script? Thanks.<br
> clear=3D"all"><=
> /div><div><div dir=3D"ltr" class=3D"gmail_signature"
> data-smartmail=3D"gmai=
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> End of Gretl-users Digest, Vol 173, Issue 11
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3 years, 9 months
Re: Saving excluded observations from a Random sub-sample
by George Matysiak
Thanks for that. To be clear, what I would like to do is save the random
selected observations and estimate a regression equation. This is my
training sample. The excluded observations would be my test sample for
forecasts - how could I save them as the test set? Can it be done with the
GUI or perhaps it needs a script? Thanks.
3 years, 9 months
issues with the graph
by tpanag＠uom.edu.gr
Dear All,
I have installed gretl on two machines (desktop and laptop).
Graphs in my desktop appear fine.
In my laptop there is an issue with the graphs. The scale of the axis is an issue with numbers being too big and the graph too small.
Is there anything I need to do to fix it?
I have tried the options from the preferences , default graph scale.
I have also tried uninstalling and re installing.
Thanks for the help.
regards
Theo
3 years, 9 months
Panel data fixed effects model differing diagnostic statistics results
by Brian Revell
I have estimated a fixed effects model for 4 entities 15 observations on
each.
In one model (Model 2), the dependent variable has been subject to a prior
logistic transform.
In model 4, I used the Panel logistic regression fixed effect model in
which the dependent variable is transformed within the estimation process.
Both re-assuringly produce the same coefficient estimates. However the
diagnostics on the test of common intercepts are different. In model 4
there is a significant difference at the 7% level, in model 2 it is clearly
non-significant.
Why might these conflicting results arise.?
*Model 2: Fixed-effects, using 60 observations*
Included 4 cross-sectional units
Time-series length = 15
Dependent variable: logit_RER01
coefficient std. error t-ratio p-value
---------------------------------------------------------
const −2.34361 0.168446 −13.91 1.17e-019 ***
EFFORT 0.0121251 0.00258107 4.698 1.80e-05 ***
Mean dependent var −1.585677 S.D. dependent var 0.522564
Sum squared resid 7.732874 S.E. of regression 0.374964
LSDV R-squared 0.520034 Within R-squared 0.286351
LSDV F(4, 55) 14.89787 P-value(F) 2.62e-08
Log-likelihood −23.67039 Akaike criterion 57.34079
Schwarz criterion 67.81251 Hannan-Quinn 61.43685
rho 0.184053 Durbin-Watson 1.345259
Joint test on named regressors -
Test statistic: F(1, 55) = 22.0687
with p-value = P(F(1, 55) > 22.0687) = 1.79828e-005
Test for differing group intercepts -
Null hypothesis: The groups have a common intercept
Test statistic: F(3, 55) = 1.76308
with p-value = P(F(3, 55) > 1.76308) = 0.164948
*Model 4: Fixed-effects logistic, using 60 observations*
*Included 4 cross-sectional units*
Time-series length = 15
Dependent variable: RER01
Robust (HAC) standard errors
yhat =~ E(1 / (1 + exp(-X*b)))
coefficient std. error t-ratio p-value
-------------------------------------------------------
const −2.34361 0.112702 −20.79 0.0002 ***
EFFORT 0.0121251 0.00180297 6.725 0.0067 ***
Statistics based on the transformed data:
Sum squared resid 7.732874 S.E. of regression 0.374964
LSDV R-squared 0.520034 Within R-squared 0.286351
Log-likelihood −23.67039 Akaike criterion 57.34079
Schwarz criterion 67.81251 Hannan-Quinn 61.43685
rho 0.184053 Durbin-Watson 1.345259
Statistics based on the original data:
Mean dependent var 0.181867 S.D. dependent var 0.078366
Sum squared resid 0.195932 S.E. of regression 0.255559
Log-likelihood 96.15616 Akaike criterion −188.3123
Joint test on named regressors -
Test statistic: F(1, 3) = 45.2268
with p-value = P(F(1, 3) > 45.2268) = 0.00671188
Robust test for differing group intercepts -
Null hypothesis: The groups have a common intercept
Test statistic: Welch F(3, 28.2) = 2.51034
with p-value = P(F(3, 28.2) > 2.51034) = 0.0789321
Brian J Revell
Professor Emeritus
Harper Adams University , Shropshire
Current Chair of Defra Economic Advisory Panel
Tel 01952 815237
Tel: +44 1952 728153
Mbl +44 7976 538712
University: +44 1952 815235
alt: email: bjrevell(a)harper-adams.ac.uk
3 years, 9 months
Update of the Hansl-Gretl Sublime editor package
by Artur T.
Hi folks,
as a "byproduct" of my recent presentation on the "hansl-gretl-language"
package for the sublime editor at the conference, I've published a
rather large update.
Also the README got updated and hopefully makes the package's features
more convincing by means of tiny animated videos.
The new features are:
1) Improved completions + annotations for commands, accessors, data
types + keywords (support for functions is on the TODO list)
2) Auto-indentation
You can find the README and source code here:
https://github.com/atecon/Hansl-Gretl-Language
For those who did not attend the gretl conference, here are all slides,
including mine on the package, available:
https://www.gretlconference.org/2021-conference/presentations
Best,
Artur
3 years, 10 months
error loading data directly from Gretl to R
by JOSE FRANCISCO PERLES RIBES
Dear team:
I'm loading some data to R-Studio from Gretl using the Gretl-GUI through
the Tools==>Start GNU R==>as multiple time series,....
Using R 4.0.X there were no problems and the gretldata was appearing on my
R sesion. However, in my first attempt after the upgrade to R.4.1.0 I get
the following error:
R version 4.1.0 (2021-05-18) -- "Camp Pontanezen"
Copyright (C) 2021 The R Foundation for Statistical Computing
Platform: x86_64-w64-mingw32/x64 (64-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
*Error: cannot add binding of 'vnum' to the base environment*
Somebody has a clue on what is happening?
Thanks in advance and sorry for any inconvenience.
José Perles
University of Alicante
Spain
3 years, 10 months
gretl virtual conference, June 3-4
by Allin Cottrell
Apologies if you get this more than once, but we wanted to reach
everyone.
We've posted on this topic before, but here's a follow-up. The 2021
gretl summer (virtual) conference has shaped up quite nicely. We
hope you'll agree if you take a look at the program: see
www.gretlconference.org .
This will take place over Zoom, on June 3 and 4, and our license
restricts us to 100 participants. 40+ people have registered so far,
so if you're interested this would be a good time to go ahead and
sign up (no fee), at the site mentioned above.
For the gretl team,
Allin
3 years, 10 months
