Re: [Gretl-users] some problems... Thanks!

On Tue, 1 Sep 2015, oleg_komashko(a)ukr.net wrote: > 1)Gretl have a nice option to output confidence intervals for ols, > hsk and the like Is there a possibility to do it via a script? Since you have $coeff, $stderr, $df and critical(), yes. > 2)It's very easy to add a function to my Waldtest package finding > confidence intervals for nonlinear functions of parameters Will it > be useful? Could be. > 3) Is it possible to modify heckit command so as it output full > covariance matrix. This is need for mfx Here what's now in CVS. After heckit estimation you now have an accessor named $model (this is also true for single-equation models of all sorts). This gives you a bundle, which contains the regular accessors such as coeff but also some extra stuff, and one of the extra things for heckit is a matrix named full_vcv. The heckit full_vcv has entries for each parameter in the main equation, each parameter in the selection equation, then sigma and rho. Unlike the regular $vcv it does not include an entry for lambda, which is a derived magnitude, not subject to direct ML estimation. (I should say, right now this is only for ML heckit). Illustration: heckit ... bundle b = $model # what's in the bundle? print b matrix V = b.full_vcv k = rows(V) scalar se_sigma = sqrt(V[k-1,k-1]) scalar se_rho = sqrt(V[k,k]) The standard errors produced in this way agree with Stata. > 4) Is it possible to extract fixed effects stats from felogit. > Again, with mfx in mind Maybe Jack can answer that. Allin _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users