correlation
by Alison Loddick
Hi,
I'm sure this is an easy question for econometricians rather than me as a statistician, but when using non-parametric correlation GRETL gives significance values and only one correlation at a time, but when using parametric correlation, we get a matrix but no significance values. Correlation values are impacted by sample size; therefore, I use significance to give an idea of the relationship.
I also ask this question as when teaching using GRETL, a matrix for non-parametric correlation would be a preferred output that students can put in a document rather than creating one themselves from individual answers.
Thank you
Alison
Alison Loddick
BSc MSc PGCE CStat
Learning Development Tutor (Mathematics and Statistics)
Library and Learning Services
DDI +44 (0)1604 893502
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2 months, 3 weeks
mastodon account
by Artur T.
Dear all,
gretl has a mastodon account now: https://econtwitter.net/@gretl
Username: @gretl@econtwitter.net
Mastodon is part of the fediverse, and an opensource and
community-driven alternative to twitter.
If you're on mastodon: Please follow.
I have also enabled automatic cross-postings from twitter to mastodon
and vice versa.
Our twitter user name is: @gretl_stats
Best,
Artur
P.S.
Self-advertisement: If you're also on mastodon, let's connect! You can
find me under @atecon@mastodon.social
2 months, 3 weeks
min Windows version
by Marcin Błażejowski
Hi,
is Windows 7 Pro supported by current snapshot installer? I'm asking
because I got a massage with info that my (windows) version is not
supported by a program.
Marcin
--
Marcin Błażejowski
2 months, 3 weeks
Johnson-Neyman plots
by Marcelo Duarte
Hello all,
I would like to know if it is possible to do Johnson-Neyman plots for
interactions on Gretl.
If yes, how to do them.
Best regards,
Marcelo
2 months, 3 weeks
Re: Gretl-users Digest, Vol 194, Issue 4
by Marcelo Duarte
>
> On Tue, 7 Mar 2023, Riccardo (Jack) Lucchetti wrote:
>
> > One of the things that would make this easier to do in hansl would be t=
> he=20
> > possibility (now absent, but discussed some time ago in a developer mee=
> ting=20
> > IIRC) to have more than one "band" specification in the gnuplot/plot=20
> > command.
>
> Anyway: if anyone's interested in developing a package for this kind of=20
> plots, here's a rough attempt to a starting point.
>
> <hansl>
> function matrix meff_mat(matrix coef, matrix vcv,
> const series x, scalar n[32])
>
> scalar sdx =3D sd(x)
> x0 =3D min(x) - 0.025*sdx
> x1 =3D max(x) + 0.025*sdx
> matrix X =3D x0 + seq(0, n-1) * ((x1 -x0)/(n-1))
> X =3D 1 ~ X'
> matrix m =3D X * coef
> matrix v =3D sumr(X .* (X*vcv))
> return X[,2] ~ m ~ sqrt(v)
> end function
>
> function void JNplot(const series x, const bundle mod, matrix select,
> scalar n[32])
>
> matrix coef =3D mod.coeff[select]
> matrix V =3D mod.vcv[select, select]
> matrix M =3D meff_mat(coef, V, x)
>
> PLT =3D M[,{2,1}]
> B =3D M[,{2,3}]
>
> plot PLT
> option with-lines
> options band=3DB,1.96 band-style=3Dfill
> end plot --output=3Ddisplay
>
> end function
>
> ### example
>
> set verbose off
> set seed 11080
> nulldata 96
>
> x =3D normal()
> z =3D normal()
> xz =3D x * z
> y =3D 1 + x - z + 0.25*xz + 0.8 * normal()
>
> ols y const x z xz
> sel =3D {2,4}
> JNplot(z, $model, sel)
> </hansl>
>
Thanky so much for your answers.
Currently I'm doing J-N plots on excel, but the time spent and the
probability of errors is very high, so it would be interesting having Gretl
doing the hard work.
This author http://mattgolder.com/interactions provides Stata code for
ploting J-N, both for a simple interaction and for three-way interactions
as well.
Best,
Marcelo
2 months, 3 weeks
