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 years, 10 months
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 years, 10 months
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 years, 10 months
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 years, 10 months
Statistical Matching
by Paolo Chirico
Hi,
I'm preparing a package to apply some statistical matching procedures
using gretl; I would like to make it public by uploading it to the server
I have already created some scripts, which reproduce the same outputs
obtainable using Stata.
Could this create any problems?
Maybe my question is a bit funny, but I don't want to cause problems for
gretl or myself
Soon,
Paolo
--
Paolo Chirico
Università del Piemonte Orientale
Dip. di Giurisprudenza e Scienze Politiche,
Economiche e Sociali (DIGSPES)
Alessandria, Italia
2 years, 10 months
GC2023 - hotel rooms
by Marcin Błażejowski
Hi,
to all who are planning to come to Gdansk this year: Hotel Scandic
Gdansk has just informed me that they are running out of rooms, which is
mainly due to the fact that a number of different conferences (plus
regular tourism) are taking place in Gdansk at that time. So if you want
to stay at Scandic, book your rooms ASAP.
Marcin
--
Marcin Błażejowski
2 years, 10 months
object could not rebuilt
by Δημήτρης Μπριλάκης
I work with gretl v 2023a (32bit) on Win7. So far I had no problem saving and retrieving sessions. Recently, after deleting renaming and saving nls models in sessions. I can not retrieve them. Most of the time I can retrieve up to 3 nls models, while I can retrieve aw many as a have OLS models.I reinstalled the gretl deleting everything but still have the same problem.Thanks in advance
2 years, 10 months
gretl wiki (alternative?)
by Artur T.
Hi all,
You may have heard about the git-repo which is currently a collection of
gretl-related material:
https://github.com/gretl-project/material-on-gretl
At the end of last year the gretl wiki was re-launched (thanks to the
persons responsible!):
https://gretlwiki.econ.univpm.it/index.php/Main_Page
Unfortunately, it has not made much of progress, yet, which is a pitty.
It is open to the community but it looks like the majority is not very
active. But maybe its also too complicated to use -- I can't really say
anything on this, as I haven't tried it, yet.
However, given that there already exists are gretl-project account on
github, we can also make use of the integrated wiki feature there. It's
basically Markdown-based which has a very low entry barrier.
I have created a very first example simply showing what can be done:
https://github.com/gretl-project/material-on-gretl/wiki
You may also add animations ;-)
https://github.com/gretl-project/material-on-gretl/wiki/Time-series
Everybody who has a github account (available for free) can become a
"collaborator" and contribute to the wiki. _It's very simple to use_.
Advantage in my opinion: github is the largest open-source software
community and we have much better reach pushing gretl.
My major question is: What's your opinion on this issue? Is it worth to
go that route?
Artur
2 years, 10 months
error in reading excel data
by Alison Loddick
Hi,
I read in an excel data file today and got the following error
[cid:image001.png@01D97D04.66BC2DD0]
Ive been through the file; the companies were text and the numerical variables were all numbers. I thought I was going mad. I copied it into a new spreadsheet and still had the same error. I still don't know why. Has anyone else had It and can advise? I ended up reading it into SPSS without any problems and saved it, and then read it into GRETL without any problems.
It was a solution but not the answer.
Thank you for any help
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 years, 10 months
