Dear gretl users and experts,
I am shifting part of my (formerly EViews-based) teaching material into
gretl for a newly designed undergraduate course. One of the things I
intended to do was to run a little Monte Carlo study to explain the
concept of simulation.
I used the code from the E-Book by Lee Adkins:
open "c:\Program Files\gretl\data\poe\food.gdt"
set seed 3213798
loop 100 -- progressive
genr u = 88*normal()
genr y1 = 80 + 10*x + u
ols y1 const x
genr b1 = $coeff(const)
genr b2 = $coeff(x)
genr s1 = $stderr(const)
genr s2 = $stderr(x)
# 2.024 is the .025 critical value from the t(38) distribution
genr c1L = b1 - 2.024*s1
genr c1R = b1 + 2.024*s1
genr c2L = b2 - 2.024*s2
genr c2R = b2 + 2.024*s2
genr sigma = $sigma
genr sig2 = sigma*sigma
print b1
print b2
store cicoeff.gdt b1 b2 s1 s2 sig2 c1L c1R c2L c2R
endloop
Unfortunately gretl (newly installed, new version) crashes with an
"internal error" - but I had no chance to see why. The program is shut
down.
Help is very welcome.
Kind regards, Ulrich Fritsche