1:53 p.m.
Hi Allin, Jack, and Peter,
I just sorted the mroz dataset by GUI, and the screenshot follows.
BTY, as you might be able to see, email message from your responses gets garbled when I
gets them, particularly the scripts that you’ve provided. Any reason why?
Fred
Date: Fri, 31 May 2019 09:21:08 +0200 (CEST)
From: "Riccardo (Jack) Lucchetti" <r.lucchetti(a)univpm.it
<mailto:r.lucchetti@univpm.it>>
Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack)
Lucchetti) & (Allin Cottrell)
To: Gretl list <gretl-users(a)gretlml.univpm.it
<mailto:gretl-users@gretlml.univpm.it>>
Message-ID: <alpine.DEB.2.21.1905310911480.16858(a)ec-4.econ.univpm.it
<mailto:alpine.DEB.2.21.1905310911480.16858@ec-4.econ.univpm.it>>
Content-Type: multipart/mixed;
boundary="-842988409-1736161747-1559287268=:16858"
This message is in MIME format. The first part should be readable text,
while the remaining parts are likely unreadable without MIME-aware tools.
---842988409-1736161747-1559287268=:16858
Content-Type: text/plain; charset=utf-8; format=flowed
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On Fri, 31 May 2019, Fred Engst wrote:
> #5: The sorting issue is only true in the famous mroz dataset that is=20
> used by both Wooldridge=E2=80=99s =E2=80=9CIntroductory Econometrics A =
Modern Approach"=20
> textbook and HIll-Grifit-Lim=E2=80=99s =E2=80=9CPrinciples of Econometr=
ics" textbook.
>
> However, I=E2=80=99ve just confirmed, only the one =E2=80=9Cmroz.gdt" d=
ownloaded from=20
> Wooldridge=E2=80=99s datalink=20
> https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.g=
<https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.g=>
z/download=20
> <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.=
<https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.=>
gz/download>=20
> seems to have this problem, sorting by wage or lwage have the same=20
> results. The one downloaded from POE=E2=80=99s don=E2=80=99t.
Uhm, funny. I can't reproduce this. This is what I just tried (after=20
downloading the dataset form sourceforge and storing the gdt file into a=20
temporary dir):
<hansl>
set verbose off
open /tmp/mroz.gdt --quiet
series orig_order =3D time
scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 =
)
printf "check: %d (unsorted: should be 0)\n", check
dataset sortby wage
scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 =
)
printf "check: %d (sorted by wage: should be 1)\n", check
dataset sortby lwage
scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 =
)
printf "check: %d (sorted by lwage: should be 1)\n", check
dataset sortby orig_order
scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 =
)
printf "check: %d (back to original: should be 0)\n", check
</hansl>
Could you please try this script?
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Universit=C3=A0 Politecnica delle Marche
(formerly known as Universit=C3=A0 di Ancona)
r.lucchetti(a)univpm.it <mailto:r.lucchetti@univpm.it>
http://www2.econ.univpm.it/servizi/hpp/lucchetti
<http://www2.econ.univpm.it/servizi/hpp/lucchetti>
-------------------------------------------------------
---842988409-1736161747-1559287268=:16858--
------------------------------
Date: Fri, 31 May 2019 09:17:59 +0100 (BST)
From: Allin Cottrell <cottrell(a)wfu.edu <mailto:cottrell@wfu.edu>>
Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack)
Lucchetti) & (Allin Cottrell)
To: Gretl list <gretl-users(a)gretlml.univpm.it
<mailto:gretl-users@gretlml.univpm.it>>
Message-ID: <alpine.LNX.2.21.1905310912210.955(a)waverley.localdomain
<mailto:alpine.LNX.2.21.1905310912210.955@waverley.localdomain>>
Content-Type: multipart/mixed;
boundary="8323329-1932899831-1559290680=:955"
This message is in MIME format. The first part should be readable text,
while the remaining parts are likely unreadable without MIME-aware tools.
--8323329-1932899831-1559290680=:955
Content-Type: text/plain; charset=utf-8; format=flowed
Content-Transfer-Encoding: quoted-printable
On Fri, 31 May 2019, Fred Engst wrote:
> #5: The sorting issue is only true in the famous mroz dataset that=20
> is used by both Wooldridge=E2=80=99s =E2=80=9CIntroductory Econometrics=
A Modern=20
> Approach" textbook and HIll-Grifit-Lim=E2=80=99s =E2=80=9CPrinciples of=
=20
> Econometrics" textbook. However, I=E2=80=99ve just confirmed, only the =
one=20
> =E2=80=9Cmroz.gdt" downloaded from Wooldridge=E2=80=99s datalink [...]
> seems to have this problem, sorting by wage or lwage have the same=20
> results. The one downloaded from POE=E2=80=99s don=E2=80=99t.
What do the bad results look like?
We probably also need to know, how exactly are you sorting? There are=20
three ways of doing this in gretl:
1) Using the sort() function, as in
series wage_sorted =3D sort(wage)
2) Using the "dataset" command with the "sortby" parameter.
3) In the GUI, by displaying a series and using the sort icon.
Allin
--8323329-1932899831-1559290680=:955--
------------------------------
Date: Fri, 31 May 2019 09:34:27 +0100 (BST)
From: Allin Cottrell <cottrell(a)wfu.edu <mailto:cottrell@wfu.edu>>
Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack)
Lucchetti) & (Allin Cottrell)
To: r.lucchetti(a)univpm.it <mailto:r.lucchetti@univpm.it>, Gretl list
<gretl-users(a)gretlml.univpm.it <mailto:gretl-users@gretlml.univpm.it>>
Message-ID: <alpine.LNX.2.21.1905310930490.955(a)waverley.localdomain
<mailto:alpine.LNX.2.21.1905310930490.955@waverley.localdomain>>
Content-Type: multipart/mixed;
boundary="8323329-177749420-1559291668=:955"
This message is in MIME format. The first part should be readable text,
while the remaining parts are likely unreadable without MIME-aware tools.
--8323329-177749420-1559291668=:955
Content-Type: text/plain; charset=utf-8; format=flowed
Content-Transfer-Encoding: quoted-printable
On Fri, 31 May 2019, Riccardo (Jack) Lucchetti wrote:
> On Fri, 31 May 2019, Fred Engst wrote:
>
>> #5: The sorting issue is only true in the famous mroz dataset that is =
used=20
>> by both Wooldridge=E2=80=99s =E2=80=9CIntroductory Econometrics A Mode=
rn Approach" textbook=20
>> and HIll-Grifit-Lim=E2=80=99s =E2=80=9CPrinciples of Econometrics" tex=
tbook.
>> =20
>> However, I=E2=80=99ve just confirmed, only the one =E2=80=9Cmroz.gdt" =
downloaded from=20
>> Wooldridge=E2=80=99s datalink=20
>> https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.=
<https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.=>
gz/download=20
>> <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar=
<https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar=>
.gz/download>=20
>> seems to have this problem, sorting by wage or lwage have the same res=
ults.=20
>> The one downloaded from POE=E2=80=99s don=E2=80=99t.
>
> Uhm, funny. I can't reproduce this. This is what I just tried (after=20
> downloading the dataset form sourceforge and storing the gdt file into =
a=20
> temporary dir):
>
> <hansl>
> set verbose off
> open /tmp/mroz.gdt --quiet
>
> series orig_order =3D time
> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D
=
0 )
> printf "check: %d (unsorted: should be 0)\n", check
>
> dataset sortby wage
> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D
=
0 )
> printf "check: %d (sorted by wage: should be 1)\n", check
>
> dataset sortby lwage
> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D
=
0 )
> printf "check: %d (sorted by lwage: should be 1)\n", check
>
> dataset sortby orig_order
> scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D
=
0 )
> printf "check: %d (back to original: should be 0)\n", check
> </hansl>
>
> Could you please try this script?
Good idea. Here's another little test script in the same spirit but=20
using sort():
<hansl>
open /usr/local/share/gretl/data/wooldridge/mroz.gdt
ols lwage 0 log(wage) --simple
series swage =3D sort(wage)
series slwage =3D sort(lwage)
# regression results should be the same as first time
ols slwage 0 log(swage) --simple
# should get two zeros below
eval min(swage - swage(-1))
eval min(slwage - slwage(-1))
</hansl>
Allin
--8323329-177749420-1559291668=:955--
------------------------------
Date: Fri, 31 May 2019 19:40:13 +0000
From: "Summers, Peter" <psummers(a)highpoint.edu
<mailto:psummers@highpoint.edu>>
Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack)
Lucchetti) & (Allin Cottrell)
To: 'Gretl list' <gretl-users(a)gretlml.univpm.it
<mailto:gretl-users@gretlml.univpm.it>>
Message-ID:
<6A97640E2DDBB94BBE02DE6E658B320C7E140BE4(a)TOL.highpoint.edu
<mailto:6A97640E2DDBB94BBE02DE6E658B320C7E140BE4@tol.highpoint.edu>>
Content-Type: text/plain; charset="utf-8"
> -----Original Message-----
>> On Fri, 31 May 2019, Fred Engst wrote:
>>
>>> #5: The sorting issue is only true in the famous mroz dataset that is
>>> used by both Wooldridge’s “Introductory Econometrics A Modern
>>> Approach" textbook and HIll-Grifit-Lim’s “Principles of
Econometrics"
> textbook.
>>>
>>> However, I’ve just confirmed, only the one “mroz.gdt" downloaded from
>>> Wooldridge’s datalink
>>> https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar
<https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar>
>>> .gz/download
>>> <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.ta
<https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.ta>
>>> r.gz/download> seems to have this problem, sorting by wage or lwage
>>> have the same results.
>>> The one downloaded from POE’s don’t.
>>
>> Uhm, funny. I can't reproduce this. This is what I just tried (after
>> downloading the dataset form sourceforge and storing the gdt file into
>> a temporary dir):
>>
>> <hansl>
>> set verbose off
>> open /tmp/mroz.gdt --quiet
>>
>> series orig_order = time
>> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0
)
>> printf "check: %d (unsorted: should be 0)\n", check
>>
>> dataset sortby wage
>> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0
)
>> printf "check: %d (sorted by wage: should be 1)\n", check
>>
>> dataset sortby lwage
>> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0
)
>> printf "check: %d (sorted by lwage: should be 1)\n", check
>>
>> dataset sortby orig_order
>> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0
)
>> printf "check: %d (back to original: should be 0)\n", check
</hansl>
>>
>> Could you please try this script?
>
> Good idea. Here's another little test script in the same spirit but using
sort():
>
> <hansl>
> open /usr/local/share/gretl/data/wooldridge/mroz.gdt
> ols lwage 0 log(wage) --simple
> series swage = sort(wage)
> series slwage = sort(lwage)
> # regression results should be the same as first time ols slwage 0 log(swage) -
> -simple # should get two zeros below eval min(swage - swage(-1)) eval
> min(slwage - slwage(-1)) </hansl>
>
I can confirm that something unexpected's going on:
If I run Jack's script on the Wooldridge version of mroz.gdt, I get "check =
0" in all 4 cases. Allin's script on the same data set gives identical regression
results in the 2 cases, and the "eval" statements return 0's as expected.
Running the same 2 scripts on the Hill et al version of mroz, I get the expected results
from Jack's script, but different regression results from Allin's. Both eval
statements still return 0's though:
gretl version 2019c-git
Current session: 2019-05-31 15:38
#open mroz.gdt
? ols lwage 0 log(wage) --simple
OLS, using observations 1-428
Dependent variable: lwage
coefficient std. error t-ratio p-value
-------------------------------------------------------
const 0.000000 0.000000 NA NA
l_wage 1.00000 0.000000 NA NA
SSR = 0, R-squared = 1.000000
Warning: generated missing values
? series swage = sort(wage)
? series slwage = sort(lwage)
# regression results should be the same as first time
? ols slwage 0 log(swage) --simple # should get two zeros below
OLS, using observations 326-428 (n = 103)
Dependent variable: slwage
coefficient std. error t-ratio p-value
---------------------------------------------------------
const 1.92669 0.0317078 60.76 2.41e-081 ***
l_swage 0.411814 0.0496341 8.297 4.90e-013 ***
SSR = 8.63157, R-squared = 0.405323
Warning: generated missing values
? eval min(swage - swage(-1))
0
? eval min(slwage - slwage(-1))
0
I hope this helps,
Peter
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