the new version of BayTool has just been released: just to recap, the package provides Bayesian estimation methods for common econometric models.
The new update adds:
* a GUI;
* probit and tobit models;
* MCMC diagnostics;
* support for MPI.
Stay tuned for future improvements and have fun with the package!
P.S. Any bug report is always appreciated!
at least twice during the last couple of days gretl tells me it doesn't
find any function packages when looking on the server. This seems to be
related to the message on sourceforge.net: "The sourceforge.net website
is temporarily in static offline mode."
Hopefully this situation is going to normalize again, but I wonder if
gretl could somehow detect that the server isn't really working. Perhaps
it would be enough to simply extend the message in gretl's error dialog.
If we have time series data, we can use HAC robust standard errors; however, with panel regression, the robust standard errors are Arellano or PCSE. Is there a way using programming that we can do HAC for panel regression? From what I have read, Arellano isn't as good at dealing with serial correlation. Although I'm aware we can do dynamic panel regression, I'm fighting with lecturers who want students to use Eviews because you can use HAC for panel regression there.
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I would like to report a possible bug in the functions invcdf() and critical().
gretl (2023b, Linux) slows down and crashes (after a while) when I run the commands below.
scalar aa = invcdf(X,1,1)
scalar bb = critical(X,1,0)
If I am not mistaken, the function invcdf(X,1,1) reflects a chi-square
distribution with 1 degree of freedom and then attempts to compute a
value "z" such that
Prob( X <= z) = 1 (because the 3rd argument of the invcdf function is "1").
But then "z" is not a real, number, but infinity.
Alecos Papadopoulos PhD
Dpt of Economics, Athens University of Economics and Business
Foundation for Economic and Industrial Research (IOBE)
On 4/9/2023 11:53, Luca Pedini wrote:
> Hi everybody,
> also confirmed on Mac Os (intel) with the latest snap.
> Best regards,
> *Da: *Sven Schreiber <sven.schreiber(a)fu-berlin.de>
> *Data: *lunedì, 4 settembre 2023 10:44
> *A: *gretl-users(a)gretlml.univpm.it <gretl-users(a)gretlml.univpm.it>
> *Oggetto: *[Gretl-users] Re: Problem with "invcdf()" and "critical()"
> Am 04.09.2023 um 10:33 schrieb f.valentini(a)pm.univpm.it:
> > Dear all,
> > I would like to report a possible bug in the functions invcdf() and
> > gretl (2023b, Linux) slows down and crashes (after a while) when I
> run the commands below.
> > <hansl>
> > scalar aa = invcdf(X,1,1)
> > </hansl>
> Confirmed on Windows with 2023b (couldn't test with the latest snapshot
> right now) - actually I got a freeze and didn't wait for an eventual
> This is potentially a bit of a nasty bug, I guess, since it's a standard
> statistical calculation. I wonder when this crept in.
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