[Gretl-users] Re: Gretl: correlations
On Fri, 31 May 2024, Sven Schreiber wrote:
Am 30.05.2024 um 19:28 schrieb g s:
>
> My data set has some missing values for some variables. When I do
> correlation, using the drop down menus (view and then correlation
> matrix), I notice that gretl reports a correlation matrix
> excluding all cases with any missing values for any of the
> variables.
I don't think that's correct. Notice that in the dialog window
there's a tick box saying "ensure uniform sample". And the results
differ depending on whether you tick the box or not.
Right, we calculate each pairwise correlation on the maximum
available number of observations for the two series unless that box
is ticked -- which corresponds to giving the --uniform option with
the "corr" command.
However, at the top of the result printout there's the line
"using
obs x to y", insinuating that the same sample applies to all, even
if the tick box wasn't active. So that seems to be misleading, and
I guess that printout could be improved (or perhaps omitted).
Agreed. What's shown on the printout, with regard to the sample(s)
actually used, should be clearer. We'll see what we can do about
that.
Allin Cottrell