Ordered Logit: creating predicted values
by Marcin Błażejowski
Hi,
I'd like to estimate Ordered Logit and create discrete predicted values
(inside a sample). Simple script:
<hansl>
set verbose off
open wtp.gdt
list X = 1 2 9 10 11
yvalues = values(depvar)
logit depvar 0 X
cuts = $coeff[$model["nx"]+1:end]
YHAT = ($yhat .<= cuts[1]) * yvalues[1]
loop i=2..nelem(cuts) --quiet
YHAT += (($yhat .> cuts[i-1]) && ($yhat .<= cuts[i])) * yvalues[i]
endloop
YHAT += ($yhat .> cuts[end]) * yvalues[end]
series yhat = YHAT
printf "\ncorrectly predicted: (model) %d vs. (manual) %d\n",
$model["correct"], sum(depvar == yhat)
</hansl>
What am I doing wrong?
--
Marcin Błażejowski
3 years, 7 months
- 2
- 2
Re: Stock-Watson data & scripts
by Cottrell, Allin
On Tue, Aug 16, 2022 at 6:07 AM Summers, Peter <psummers(a)highpoint.edu>
wrote:
> Hi all,
>
>
>
> The Windows executable stock_watson.exe seems to be slightly broken.
> During the installation process, the default target path is c:\Program
> Files\gretl\New Folder. I’ve managed to get things sorted out manually
> (oddly, the scripts seem to install properly), but it’d be nice not to have
> to explain the whole process to my students next week 😉. The second
> edition files (stock_watson_2.exe) work fine.
>
Thanks for the report, Peter. I'll take a look asap.
> A related question: has anyone checked whether any new files need to be
> included to catch up with the 4th edition? If not, I might have a look at
> that this semester.
>
I haven't done so, and I don't think anyone else has. So that would be a
useful step.
Allin
3 years, 7 months
- 2
- 2
Stock-Watson data & scripts
by Summers, Peter
Hi all,
The Windows executable stock_watson.exe seems to be slightly broken. During the installation process, the default target path is c:\Program Files\gretl\New Folder. I’ve managed to get things sorted out manually (oddly, the scripts seem to install properly), but it’d be nice not to have to explain the whole process to my students next week 😉. The second edition files (stock_watson_2.exe) work fine.
A related question: has anyone checked whether any new files need to be included to catch up with the 4th edition? If not, I might have a look at that this semester.
Cheers,
Peter
[signature_229785562]
Dr. Peter M. Summers| Associate Professor of Economics
Chair, Faculty Senate
One University Parkway, High Point, NC 27268
Office: 336-841-9650
Choose to be extraordinary!®
[Facebook logo]<https://www.facebook.com/HighPointU>[Twitter logo]<https://twitter.com/HighPointU>[Instagram logo]<http://instagram.com/highpointu>[LinkedIn logo]<https://www.linkedin.com/school/28206>
3 years, 7 months
- 1
- 0
Series in bundles
by Federico Fiorani
Hello everyone,
I found this strange behaviour of series as values in bundles. Script is
explanatory.
<hansl>
clear
set verbose off
nulldata 10
s1 = index % 2 ? 1 : NA
bundle b = null
b.s = s1
smpl 1 5 --permanent
print s1
eval b.s
series s2 = b.s
</hansl>
<output>
gretl version 2022b
Current session: 2022-08-13 06:01
? clear
? set verbose off
Full data range: 1 - 5 (n = 3)
1.00000 NA 1.00000 NA 1.00000
1.0000
1.0000
1.0000
1.0000
1.0000
0.0000
-3.7922e-270
0.0000
0.0000
1.3134e-311
Incompatible types in assignment: series = matrix
Error executing script: halting
> series s2 = b.s
</output>
Values change at each run and if I use "print" instead of "eval" the
output is
<output>
gretl version 2022b
Current session: 2022-08-13 06:12
? clear
? set verbose off
Full data range: 1 - 5 (n = 3)
1.00000 NA 1.00000 NA 1.00000
variable 1 duplicated in the command list.
Error executing script: halting
> print b.s
</output>
Am I doing something wrong?
Regards
Federico
3 years, 7 months
- 2
- 1
gretl 2022b released
by Allin Cottrell
As usual, see http://gretl.sourceforge.net
Besides the ChangeLog items (below), this release packs a couple of
new features which are not yet "official" but are available for
testing:
- Dedicated script editor (not on macOS yet): see
http://gretl.sourceforge.net/papers/gretl_edit.pdf
- New state space functionality; see
http://gretl.sourceforge.net/papers/ksecrets.pdf
2022-08-09 version 2022b
- new command/keyword "continue" for use in loops
- new option --decr for use with index loops
- new function commute(): pre/post multiplication by the
commutation operator (replaces analogous function in the
extra addon)
- new function sphericorr(): spherical coordinates
representation for correlation matrices
- "garch" command: add the model order scalars (p and q) to
the $model bundle
- "leverage" command: add $result accessor to obtain
leverage, influence and studentized residuals as matrix
- "pergm" and "fractint" commands: use FFT for computing the
spectrum
- "printf" command: add "\r" as a recognized escape sequence
- "smpl" command: add --dates option to resolve potential
ambiguity of obs limits in case of annual and daily data
- "markers" command: add --from-series option
- "store" command: support saving a gretl session file (only
in the GUI program), given the ".gretl" suffix
- "vecm" command: redefine the "order" member of the $system
accessor to give the lag order in levels, consistent with
the vecm documentation
- assert() function: add a "fatal" switch to abort program
execution when an assertion fails
- deseas() function: add the option of saving the X-13ARIMA
specification created by gretl; add option to specify the
ARIMA model; document the verbose option
- qrdecomp() function: support column pivoting, via new
optional third argument
- weekday() and isoweek() functions: generalize to accept
dates in ISO 8601 "basic" format
- rank() and ginv() function: add optional tolerance
argument
- Support direct assignment from string-values series to
array of strings
- script editor: enhancements for Find/Replace dialog
- GUI viewer windows: support Ctrl-plus and Ctrl-minus to
increase/reduce font size
- R support: enable exchange of matrices in binary format
- Fix bug: failure of dbnomics download on Windows when
a very large number of series is specified
- Fix bug: crash on use of the --full option with "restrict"
when applied to the alpha terms in a vecm
- Fix bug: breakage in GUI item "X-13ARIMA analysis"
- Fix bug: crash on trying to stringify() an empty series
- Fix bug: det() should not flag an error when returning NA
- Fix bug: make "set loop_maxiter 0" behave as advertised
- Fix bug: misbehavior when subsampling within a function a
panel dataset that was subsampled prior to calling the
function in question
- Fix bug: the 'end' keyword for indexing into matrices
could fail under certain conditions
- Fix bug: obsnum() producing unwanted results in case of
5- or 6-day daily data
- Fix obscure issue: ensure that libR gets a correct value
for R_HOME when the user has specified the location of
libR.so as a symlink (probably specific to Linux, and
confined to the context of gretl's "foreign language=R")
- Fix GUI bug: the option of showing lagged series in a
selection dialog not always available when it should be
- Fix GUI bug: incorrect behavior of function-call dialog
when defining a new list
- distribution: remove unused file, addons.txt
--
Allin Cottrell
Department of Economics
Wake Forest University
3 years, 7 months
- 2
- 1
Almon Lag option in Univeriate Modelling
by Brian Revell
There appear to be no Analytics and Graphics options in the estimation
results window.
Brian
3 years, 8 months
- 2
- 1
Gretl crashing when booting
by Emanuele Pizzochera
Dear all
Like a month ago, Gretl stopped working on my laptop. As far as I remember, I was simply changing the interface's colors from the preferences menu, when it suddenly crashed.
I tried to uninstall, delete all the related folders, and then reinstall it, but the problem persists: when I launch it, the icon appears in the app bar for something like a second, and then it crashes.
Here is the error message I get after each crash and, at the bottom, the specs of the machine I am using to run it (I have macOS Monterey vs. 12.4).
If someone encountered the same problem (and managed to solve it), I would be very happy to share opinions and, hopefully, solutions.
Many thanks in advance to you all for helping
-------------------------------------
Translated Report (Full Report Below)
-------------------------------------
Process: gretl [26331]
Path: /Applications/Gretl.app/Contents/MacOS/gretl
Identifier: net.sourceforge.gretl
Version: 2022a
Code Type: ARM-64 (Native)
Parent Process: launchd [1]
User ID: 501
Date/Time: 2022-07-29 23:55:01.8850 +0200
OS Version: macOS 12.4 (21F79)
Report Version: 12
Anonymous UUID: 4CBB3830-365A-5C4B-0A15-234F88236632
Sleep/Wake UUID: DDBF2ECF-90D0-4AF4-B0A0-33207B92C3F4
Time Awake Since Boot: 50000 seconds
Time Since Wake: 15246 seconds
System Integrity Protection: enabled
Crashed Thread: 0 Dispatch queue: com.apple.main-thread
Exception Type: EXC_BAD_ACCESS (SIGSEGV)
Exception Codes: KERN_INVALID_ADDRESS at 0xaaaaaaaaaaaaaaaa -> 0xffffaaaaaaaaaaaa (possible pointer authentication failure)
Exception Codes: 0x0000000000000001, 0xaaaaaaaaaaaaaaaa
Exception Note: EXC_CORPSE_NOTIFY
Termination Reason: Namespace SIGNAL, Code 11 Segmentation fault: 11
Terminating Process: exc handler [26331]
VM Region Info: 0xffffaaaaaaaaaaaa is not in any region. Bytes after previous region: 18446544695064177323
REGION TYPE START - END [ VSIZE] PRT/MAX SHRMOD REGION DETAIL
MALLOC_NANO (reserved) 600018000000-600020000000 [128.0M] rw-/rwx SM=NUL ...(unallocated)
--->
UNUSED SPACE AT END
Kernel Triage:
VM - pmap_enter failed with resource shortage
VM - pmap_enter failed with resource shortage
VM - pmap_enter failed with resource shortage
Thread 0 Crashed:: Dispatch queue: com.apple.main-thread
0 libgdk-quartz-2.0.0.dylib 0x1054bc718 _gdk_gc_get_tile + 88
1 libgdk-quartz-2.0.0.dylib 0x1054eb160 gdk_quartz_draw_tiled_pattern + 32
2 libgdk-quartz-2.0.0.dylib 0x1054eb160 gdk_quartz_draw_tiled_pattern + 32
3 CoreGraphics 0x1a3cbeea8 CGPatternDrawInContextDelegate + 60
4 CoreGraphics 0x1a3a4121c build_tile + 2688
5 CoreGraphics 0x1a399d2a0 ripc_GetColor + 2636
6 CoreGraphics 0x1a399c008 ripc_Render + 164
7 CoreGraphics 0x1a3999a60 ripc_DrawRects + 380
8 CoreGraphics 0x1a3a1fd58 CG::DisplayListExecutor::drawRects(CG::DisplayListEntryRects const*) + 480
9 CoreGraphics 0x1a3d3f864 CG::DisplayList::executeEntries(std::__1::__wrap_iter<std::__1::unique_ptr<CG::DisplayListEntry const, std::__1::default_delete<CG::DisplayListEntry const> >*>, std::__1::__wrap_iter<std::__1::unique_ptr<CG::DisplayListEntry const, std::__1::default_delete<CG::DisplayListEntry const> >*>, CGContextDelegate*, CGRenderingState*, CGGStack*, CGRect const*, __CFDictionary const*, bool) + 264
10 CoreGraphics 0x1a3a1f3a0 CG::DisplayList::execute(CGContextDelegate*, CGRenderingState*, CGGStack*, CGRect const*, __CFDictionary const*) + 332
11 CoreGraphics 0x1a3a1f0bc CGDisplayListDrawInContextDelegate + 472
12 AppKit 0x1a117aee4 -[NSView(NSLayerKitGlue) drawLayer:inContext:] + 436
13 QuartzCore 0x1a5355bf4 CABackingStoreUpdate_ + 484
14 QuartzCore 0x1a53b3ee0 invocation function for block in CA::Layer::display_() + 64
15 QuartzCore 0x1a5354bf8 -[CALayer _display] + 1948
16 AppKit 0x1a117ac40 -[_NSBackingLayer display] + 372
17 AppKit 0x1a10f3e48 -[_NSViewBackingLayer display] + 644
18 QuartzCore 0x1a5353c4c CA::Layer::display_if_needed(CA::Transaction*) + 780
19 QuartzCore 0x1a549f728 CA::Context::commit_transaction(CA::Transaction*, double, double*) + 464
20 QuartzCore 0x1a533544c CA::Transaction::commit() + 704
21 AppKit 0x1a118c910 __62+[CATransaction(NSCATransaction) NS_setFlushesWithDisplayLink]_block_invoke + 304
22 AppKit 0x1a18f0c1c ___NSRunLoopObserverCreateWithHandler_block_invoke + 64
23 CoreFoundation 0x19e4bc244 __CFRUNLOOP_IS_CALLING_OUT_TO_AN_OBSERVER_CALLBACK_FUNCTION__ + 36
24 CoreFoundation 0x19e4bc094 __CFRunLoopDoObservers + 592
25 CoreFoundation 0x19e4bb5c8 __CFRunLoopRun + 772
26 CoreFoundation 0x19e4bab24 CFRunLoopRunSpecific + 600
27 HIToolbox 0x1a70f3338 RunCurrentEventLoopInMode + 292
28 HIToolbox 0x1a70f2fc4 ReceiveNextEventCommon + 324
29 HIToolbox 0x1a70f2e68 _BlockUntilNextEventMatchingListInModeWithFilter + 72
30 AppKit 0x1a102178c _DPSNextEvent + 860
31 AppKit 0x1a1020084 -[NSApplication(NSEvent) _nextEventMatchingEventMask:untilDate:inMode:dequeue:] + 1328
32 libgdk-quartz-2.0.0.dylib 0x1054e98fc poll_func + 208
33 libglib-2.0.0.dylib 0x10677e520 g_main_context_iterate + 424
34 libglib-2.0.0.dylib 0x10677e930 g_main_loop_run + 256
35 libgtk-quartz-2.0.0.dylib 0x105936c80 gtk_main + 196
36 gretl 0x104fbd1f4 main + 3792
37 dyld 0x10516508c start + 520
Thread 1:
0 libsystem_pthread.dylib 0x19e3eb078 start_wqthread + 0
Thread 2:
0 libsystem_pthread.dylib 0x19e3eb078 start_wqthread + 0
Thread 3:
0 libsystem_pthread.dylib 0x19e3eb078 start_wqthread + 0
Thread 4:
0 libsystem_pthread.dylib 0x19e3eb078 start_wqthread + 0
Thread 5:
0 libsystem_pthread.dylib 0x19e3eb078 start_wqthread + 0
Thread 0 crashed with ARM Thread State (64-bit):
x0: 0x000000012f0b6710 x1: 0x0000600000746880 x2: 0x000000000000000c x3: 0x0000600000746900
x4: 0x0000600000746900 x5: 0x0000000000000000 x6: 0x000000016aea7600 x7: 0x0000000000000000
x8: 0xaaaaaaaaaaaaaaaa x9: 0x0000000100000000 x10: 0x0000000200011480 x11: 0x000000012e7575b8
x12: 0x0000000100011480 x13: 0x000000004f002000 x14: 0x000000004f000000 x15: 0x00000000ffff7fff
x16: 0x00000002e4a09cd0 x17: 0x00000001f6db9c20 x18: 0x0000000000000000 x19: 0x000000012f0b6710
x20: 0x0000600001668540 x21: 0x000060000164af40 x22: 0x0000600000953400 x23: 0x0000600000746940
x24: 0x0000000000000000 x25: 0x0000000000000000 x26: 0x0000000000000000 x27: 0x000060000005be70
x28: 0x0000600000953330 fp: 0x000000016aea7100 lr: 0x00000001054eb160
sp: 0x000000016aea70f0 pc: 0x00000001054bc718 cpsr: 0x60001000
far: 0xaaaaaaaaaaaaaaaa esr: 0x92000004 (Data Abort) byte read Translation fault
Binary Images:
0x1054ac000 - 0x105523fff libgdk-quartz-2.0.0.dylib (*) <ca931c49-d602-3780-8fc0-42995c534240> /Applications/Gretl.app/Contents/Resources/lib/libgdk-quartz-2.0.0.dylib
0x1a3979000 - 0x1a3f86fff com.apple.CoreGraphics (2.0) <ade21d28-c540-3ae4-bf28-2c6de6f2f79f> /System/Library/Frameworks/CoreGraphics.framework/Versions/A/CoreGraphics
0x1a0fe0000 - 0x1a1e97fff com.apple.AppKit (6.9) <a773dd23-b1c8-3c9b-9175-9a71d210ace0> /System/Library/Frameworks/AppKit.framework/Versions/C/AppKit
0x1a532f000 - 0x1a565cfff com.apple.QuartzCore (1.11) <7a5838a0-104b-3896-9c99-66ee81786497> /System/Library/Frameworks/QuartzCore.framework/Versions/A/QuartzCore
0x19e438000 - 0x19e97efff com.apple.CoreFoundation (6.9) <994db908-11a1-3e43-b7df-25c09d51368a> /System/Library/Frameworks/CoreFoundation.framework/Versions/A/CoreFoundation
0x1a70c1000 - 0x1a73f4fff com.apple.HIToolbox (2.1.1) <f842b96a-54f3-36f3-9b94-b258fae1b7eb> /System/Library/Frameworks/Carbon.framework/Versions/A/Frameworks/HIToolbox.framework/Versions/A/HIToolbox
0x10673c000 - 0x106857fff libglib-2.0.0.dylib (*) <19c88d19-3cd4-3521-ac8d-289200e07473> /Applications/Gretl.app/Contents/Resources/lib/libglib-2.0.0.dylib
0x105858000 - 0x105bbbfff libgtk-quartz-2.0.0.dylib (*) <48d92d3e-55a1-35b4-8af9-46adff9a6256> /Applications/Gretl.app/Contents/Resources/lib/libgtk-quartz-2.0.0.dylib
0x104f54000 - 0x10506ffff net.sourceforge.gretl (*) <61024218-1758-331c-940b-2a264168a576> /Applications/Gretl.app/Contents/MacOS/gretl
0x105160000 - 0x1051bffff dyld (*) <d9c2a46e-8dc4-3950-9d6a-f799e8ccb683> /usr/lib/dyld
0x19e3e9000 - 0x19e3f5fff libsystem_pthread.dylib (*) <42166a2c-89a9-3c38-a215-f028544cea23> /usr/lib/system/libsystem_pthread.dylib
0x0 - 0xffffffffffffffff ??? (*) <00000000-0000-0000-0000-000000000000> ???
External Modification Summary:
Calls made by other processes targeting this process:
task_for_pid: 0
thread_create: 0
thread_set_state: 0
Calls made by this process:
task_for_pid: 0
thread_create: 0
thread_set_state: 0
Calls made by all processes on this machine:
task_for_pid: 0
thread_create: 0
thread_set_state: 0
VM Region Summary:
ReadOnly portion of Libraries: Total=794.9M resident=0K(0%) swapped_out_or_unallocated=794.9M(100%)
Writable regions: Total=1.1G written=0K(0%) resident=0K(0%) swapped_out=0K(0%) unallocated=1.1G(100%)
VIRTUAL REGION
REGION TYPE SIZE COUNT (non-coalesced)
=========== ======= =======
Accelerate framework 384K 3
Activity Tracing 256K 1
CG backing stores 2176K 4
CG image 208K 4
ColorSync 528K 26
CoreAnimation 6784K 2
CoreGraphics 16K 1
CoreServices 16K 1
CoreUI image data 400K 2
Foundation 16K 1
Kernel Alloc Once 32K 1
MALLOC 219.0M 58
MALLOC guard page 192K 11
MALLOC_MEDIUM (reserved) 480.0M 4 reserved VM address space (unallocated)
MALLOC_NANO (reserved) 384.0M 1 reserved VM address space (unallocated)
STACK GUARD 56.1M 6
Stack 10.6M 6
VM_ALLOCATE 432K 12
__AUTH 1773K 149
__AUTH_CONST 9228K 297
__CTF 756 1
__DATA 8796K 312
__DATA_CONST 10.3M 324
__DATA_DIRTY 595K 99
__FONT_DATA 4K 1
__LINKEDIT 582.0M 30
__OBJC_CONST 1231K 121
__OBJC_RO 83.0M 1
__OBJC_RW 3152K 1
__TEXT 212.9M 340
__UNICODE 592K 1
dyld private memory 1024K 1
mapped file 78.5M 16
shared memory 864K 15
=========== ======= =======
TOTAL 2.1G 1853
TOTAL, minus reserved VM space 1.3G 1853
-----------
Full Report
-----------
{"app_name":"gretl","timestamp":"2022-07-29 23:55:01.00 +0200","app_version":"","slice_uuid":"61024218-1758-331c-940b-2a264168a576","build_version":"2022a","platform":1,"bundleID":"net.sourceforge.gretl","share_with_app_devs":0,"is_first_party":0,"bug_type":"309","os_version":"macOS 12.4 (21F79)","incident_id":"57103B2F-207F-4689-A3DD-AF9417C70E9A","name":"gretl"}
{
"uptime" : 50000,
"procLaunch" : "2022-07-29 23:55:01.6339 +0200",
"procRole" : "Foreground",
"version" : 2,
"userID" : 501,
"deployVersion" : 210,
"modelCode" : "MacBookPro17,1",
"procStartAbsTime" : 1206385599460,
"coalitionID" : 22282,
"osVersion" : {
"train" : "macOS 12.4",
"build" : "21F79",
"releaseType" : "User"
},
"captureTime" : "2022-07-29 23:55:01.8850 +0200",
"incident" : "57103B2F-207F-4689-A3DD-AF9417C70E9A",
"bug_type" : "309",
"pid" : 26331,
"procExitAbsTime" : 1206391543173,
"translated" : false,
"cpuType" : "ARM-64",
"procName" : "gretl",
"procPath" : "\/Applications\/Gretl.app\/Contents\/MacOS\/gretl",
"bundleInfo" : {"CFBundleVersion":"2022a","CFBundleIdentifier":"net.sourceforge.gretl"},
"storeInfo" : {"deviceIdentifierForVendor":"E9C7E0E3-B77F-5DBD-9539-B9C76535602B","thirdParty":true},
"parentProc" : "launchd",
"parentPid" : 1,
"coalitionName" : "net.sourceforge.gretl",
"crashReporterKey" : "4CBB3830-365A-5C4B-0A15-234F88236632",
"wakeTime" : 15246,
"sleepWakeUUID" : "DDBF2ECF-90D0-4AF4-B0A0-33207B92C3F4",
"sip" : "enabled",
"vmRegionInfo" : "0xffffaaaaaaaaaaaa is not in any region. Bytes after previous region: 18446544695064177323 \n REGION TYPE START - END [ VSIZE] PRT\/MAX SHRMOD REGION DETAIL\n MALLOC_NANO (reserved) 600018000000-600020000000 [128.0M] rw-\/rwx SM=NUL ...(unallocated)\n---> \n UNUSED SPACE AT END",
"isCorpse" : 1,
"exception" : {"codes":"0x0000000000000001, 0xaaaaaaaaaaaaaaaa","rawCodes":[1,-6148914691236517206],"type":"EXC_BAD_ACCESS","signal":"SIGSEGV","subtype":"KERN_INVALID_ADDRESS at 0xaaaaaaaaaaaaaaaa -> 0xffffaaaaaaaaaaaa (possible pointer authentication failure)"},
"termination" : {"flags":0,"code":11,"namespace":"SIGNAL","indicator":"Segmentation fault: 11","byProc":"exc handler","byPid":26331},
"ktriageinfo" : "VM - pmap_enter failed with resource shortage\nVM - pmap_enter failed with resource shortage\nVM - pmap_enter failed with resource shortage\n",
"vmregioninfo" : "0xffffaaaaaaaaaaaa is not in any region. Bytes after previous region: 18446544695064177323 \n REGION TYPE START - END [ VSIZE] PRT\/MAX SHRMOD REGION DETAIL\n MALLOC_NANO (reserved) 600018000000-600020000000 [128.0M] rw-\/rwx SM=NUL ...(unallocated)\n---> \n UNUSED SPACE AT END",
"extMods" : {"caller":{"thread_create":0,"thread_set_state":0,"task_for_pid":0},"system":{"thread_create":0,"thread_set_state":0,"task_for_pid":0},"targeted":{"thread_create":0,"thread_set_state":0,"task_for_pid":0},"warnings":0},
"faultingThread" : 0,
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3 years, 8 months
- 3
- 6