[Gretl-users] Re: Store simple data from a model
Ok, thanks for the quick reply. Just another question related to these models. Let's
say I run several models in one session and save them in this way:
Model1 <- ols y 0 x1
Model2 <- ols y 0 x2
I can retrieve the models with the code:
Model1.show
Model2.show
But a question I have is the following: can I by then retrieve the coefficients and
standard errors of the regressions using the console? The variables $coeff and $stderr
store info just for the last model run, so can't use them after running everything. If
not the best is then to create scalars just after each model to store the variables to
then retrieve them. Is there other way?
> On 28/09/2020 15:15 Allin Cottrell <cottrell(a)wfu.edu> wrote:
>
>
> On Mon, 28 Sep 2020, Filipe Costa wrote:
>
> > Dear Gretl users,
> >
> > I was trying to retrieve some data from an estimated model but I'm not sure
that's possible.
> >
> > An example:
> >
> > <hansl>
> > open australia.gdt
> >
> > # simple ols model
> > ols E 0 PAU PUS
> >
> > # scalars for the coefficients
> > coef1 = $coeff[1]
> > coef2 = $coeff[2]
> >
> > # scalars for the standard errors
> > stderr1 = $stderr[1]
> > stderr2 = $stderr[2]
> > </hansl>
> >
> > Is it possible to retrieve data for the test statistic and p-value
> > for the independent variables like I do for the coefficient and
> > standard error estimations?
>
> Not as such, but it's straightforward to reconstruct those values
> given $coeff and $stderr.
>
> tstat1 = coef1 / stderr1
> # P-value for two tailed test
> pval1 = 2 * pvalue(t, $df, abs(tstat1))
>
> Allin
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