OLS Results mis-match
by Ramki S
Hi,
I tried to run simple OLS but the results are not matching. The SPSS results are matching with text book results.
SPSS results:
Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) 1158559.201 360592.720 3.213 .002
Q 2026114.340 61806.945 .907 32.781 .000
PF 1.225 .104 .339 11.814 .000
LF -3065753.131 696327.318 -.136 -4.403 .000
a Dependent Variable: C
GRETL:
Model 2: OLS, using observations 1-90
Dependent variable: C
Omitted due to exact collinearity: LF
coefficient std. error t-ratio p-value
-----------------------------------------------------------------
const 1.58686e+06 154259 10.29 1.05e-016 ***
Q −32683.7 2587.90 −12.63 2.23e-021 ***
PF 2.16835 0.205182 10.57 2.83e-017 ***
Mean dependent var 1122524 S.D. dependent var 1192075
Sum squared resid 3.44e+13 S.E. of regression 628752.4
R-squared 0.728055 Adjusted R-squared 0.721803
F(2, 87) 116.4586 P-value(F) 2.51e-25
Log-likelihood −1327.813 Akaike criterion 2661.626
Schwarz criterion 2669.126 Hannan-Quinn 2664.651
https://www.dropbox.com/scl/fi/ndhl6sauxeeuufzl2wa6x/gujarati_Table16_1_a...
5 months, 3 weeks
Add cross sectional mean is giving time series mean
by Ramki S
I loaded this data into gretl and told that this is time series stacked data. I wanted to create Y_barj varibale. but the result is different. I expected that 4, 6, 8 are the means for clusters. Did I do anything wrong here.
unit year y
1 1 2
1 2 4
1 3 6
2 1 3
2 2 6
2 3 9
3 1 4
3 2 8
3 3 12
xm_y
1:1 3
1:2 6
1:3 9
2:1 3
2:2 6
2:3 9
3:1 3
3:2 6
3:3 9
5 months, 3 weeks
Suggestion for stacked cross section terminology for
by Ramki S
Many of my students got confusion regarding this terminology used by gretl for importing data. Stacked time series and Stacked cross sections. Can you provide a brief description about the organization of the data like below or any other suitable name or example? The help is ok, but these options are easy to understand.
Why grouped by? This is a very famous verb in dplyr R package.
Stacked time series (grouped by Units)
Stacked cross sections (grouped by Time)
5 months, 3 weeks