GC2023 - payment deadline
by Marcin Błażejowski
Hi,
to all who are planning to come to Gdansk this year: a little reminder
that May 26, 2023 is the conference payment deadline.
Marcin
--
Marcin Błażejowski
5 days, 20 hours
critical values in Gretl
by Paolo Chirico
Hi,
I know how to calculate critical values by GUI, but I can't find the
correspondent command?
Is there a way to calculate them without creating an /ad hoc/ function?
Thanks
Paolo
--
Paolo Chirico
RU e Prof.Agg. di Statistica Economica
Università del Piemonte Orientale
Dip. di Giurisprudenza e Scienze Politiche,
Economiche e Sociali (DIGSPES)
Alessandria, Italia
1 week
Non lines and arrows options in some languages
by Cristián Arturo Ducoing Ruiz
Hi,
I changed the language in Gretl to Spanish to teach a course. I realized
that in the editor window (GUI) for graphs there are no lines and arrows
options. I tested the same in Catalan and Galician. This is on purpose or a
bug?
Thanks
--
Atte.
Cristián Arturo Ducoing Ruiz
1 week, 6 days
REMOVAL of the ridge package
by Artur T.
Dear User-list Members,
I am writing to inform you that the “ridge” package is going to be
removed from our package server today. This package was written by Sven
and me but got superseded by the “regls” addon written by Allin.
This includes the ridge estimator including cross-validation for
hyper-parameter optimization and will soon include a matrix-based
version as well.
The archived "ridge" package and its source code can still be found on
Github at https://github.com/atecon/ridge; simply navigate to the src
folder for access to its gfn file.
We hope this information helps! Thank you for being part of our user
list community and please don't hesitate reach out if you have any other
questions or concerns regarding this update or anything else related!
Best,
Artur
2 weeks
Problem compiling gretl
by Artur T.
Hi all,
with latest Ubuntu 23.04 I experience a problem trying to compile gretl.
When executing
<>
.././configure \
--enable-build-doc \
--enable-build-addons \
--enable-quiet-build \
--enable-openmp
</>
I obtain the error
<ERROR>
LaTeX Font Warning: Font shape `TS1/aer/m/n' undefined
(Font) using `TS1/cmr/m/n' instead
</>
Apparently some font (shape) is not available on the system.
I already have installed the packages
1. texlive-fonts-recommended
2. cm-super
but this does not help.
Does anybody have hint what to do? On google I cannot find anything useful.
Thanks
Artur
2 weeks, 1 day
Re: R: Re: StrucBreak package (drawback)
by Riccardo (Jack) Lucchetti
On Fri, 12 May 2023, GIULIO PALOMBA wrote:
> My spontaneous reaction would be to disallow dummy variables such as
> this for the set of variables with breaking coefficients (Z), but I'm
> open to counter-arguments.
I disagree. The problem is not related to dummy variables _per se_; the
problem comes from the possibility that the Z matrix may not be full-rank
in a given subset.
I've tried a quick fix, but unfortunately, it's not general enough. I'll
be unable to get any more work done over the weekend; I'll see what I can
do next week, unless somebody beats me to it ;)
-------------------------------------------------------
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
-------------------------------------------------------
2 weeks, 2 days
Removal of the "pmbb" package
by Artur T.
Dear all,
I regret to inform you that the gretl package "pmbb" for doing Moving
Blocks Bootstrap (MBB) for linear panels has been removed from the
package server.
This is due to a potential bug in the package. We can't say when we find
time to work at it to fix the bug.
In the meantime, if you would like access to its source code, please
visit https://github.com/atecon/pmbb . We would be grateful if anyone
could assist us in detecting any errors present in its source code so we
can return this package back into circulation quickly and safely!
Thank you very much for your understanding and support.
Best,
Artur
2 weeks, 3 days
Re: StrucBreak package (drawback)
by Sven Schreiber
Am 12.05.2023 um 13:26 schrieb GIULIO PALOMBA:
> Dear all,
> I would like to report a problem with the "StrucBreak" package.
> If I insert a dummy variable as a regressor, collinearity arises in
> (at least) one regime, and the estimation fails.
Thanks for the report, Giulio. First of all, this case needs to be
handled instead of running into problems internally, of course.
My spontaneous reaction would be to disallow dummy variables such as
this for the set of variables with breaking coefficients (Z), but I'm
open to counter-arguments. Also, it's not entirely clear where to draw
the line and how to define the criterion which variables are acceptable.
Do you remember what was happening in your original Ox code?
Apart from that, I also tried to put the dummy into the non-breaking set
X, where it would make more sense I think. But not surprisingly, I got
the same error, so again, this needs fixing.
thanks
sven
2 weeks, 3 days
StrucBreak package (drawback)
by GIULIO PALOMBA
Dear all,
I would like to report a problem with the "StrucBreak" package.
If I insert a dummy variable as a regressor, collinearity arises in (at least) one regime, and the estimation fails.
I attach the following script to fix the problem.
#---------------------------------------------------------
set verbose off
include StrucBreak.gfn
nulldata 60
setobs 4 2005:1
series y = normal()
series d = obs > 30 ? 0 : normal() > 1
list Z = const d
bundle m = SB_Setup(y, Z)
SB_Global(&m)
#---------------------------------------------------------
Cheers
Giulio
2 weeks, 3 days
