Allin Cottrell <span dir="ltr">&lt;<a href="mailto:cottrell@wfu.edu" target="_blank">cottrell@wfu.edu</a>&gt;</span> replied:<div><br><div class="gmail_quote"><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div class="im">You can get that quite easily if you want it. Example:</div>
<br>
open greene14_1.gdt<br>
logs C Q PF<br>
list X = l_Q l_PF LF<br>
panel l_C 0 X --fixed<br>
series ai = $ahat<br>
# correlation matrix of ai and regressors<br>
corr ai X<br>
matrix b = $coeff[2:]<br>
series Xb = {X}*b<br>
# correlation reported by Stata<br>
corr ai Xb<br>
<br>
The last correlation is the one that is reported by Stata as<br>
corr(u_i, Xb). I&#39;m not aware of programs that print the first<br>
correlation matrix.</blockquote><div><br></div><div>Thank you for this: it did indeed work for the example you gave (including Jack&#39;s later correction).&nbsp;</div><div><br></div><div>However, when I ran this for my own (unbalanced) panel dataset (N=47, T-36, NT=823), -gretl- choked:</div>
<div><br></div><div>---------------------------------------------------------------------------------------------------------------------------------------------------------------------</div><div><div>? logs lavggdp pop</div>
<div>Listing 67 variables:</div><div>&nbsp; 0) const &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;1) country &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;2) year &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp;</div><div>&nbsp; 3) score &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;4) max &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;5) adjscore &nbsp; &nbsp; &nbsp; &nbsp;&nbsp;</div><div>&nbsp; 6) order &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;7) first &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;8) size &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp;</div>
<div>&nbsp; 9) visits &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;10) language &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;11) host &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp;</div><div>&nbsp;12) border_countrie &nbsp; 13) links &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 14) eu &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp;</div><div>&nbsp;15) nato &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;16) icc &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 17) kyoto &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div>
<div>&nbsp;18) fh_pr &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 19) fh_cl &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 20) fhscore &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div><div>&nbsp;21) iraq1 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 22) iraq2 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 23) polindex &nbsp; &nbsp; &nbsp; &nbsp;&nbsp;</div><div>&nbsp;24) lagwbgdp &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;25) lagungdp &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;26) lavggdp &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div>
<div>&nbsp;27) pop &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 28) l_lavggdp &nbsp; &nbsp; &nbsp; &nbsp; 29) l_pop &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div><div>&nbsp;30) dt_1 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;31) dt_2 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;32) dt_3 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp;</div><div>&nbsp;33) dt_4 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;34) dt_5 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;35) dt_6 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp;</div>
<div>&nbsp;36) dt_7 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;37) dt_8 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;38) dt_9 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp;</div><div>&nbsp;39) dt_10 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 40) dt_11 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 41) dt_12 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div><div>&nbsp;42) dt_13 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 43) dt_14 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 44) dt_15 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div>
<div>&nbsp;45) dt_16 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 46) dt_17 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 47) dt_18 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div><div>&nbsp;48) dt_19 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 49) dt_20 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 50) dt_21 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div><div>&nbsp;51) dt_22 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 52) dt_23 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 53) dt_24 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div>
<div>&nbsp;54) dt_25 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 55) dt_26 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 56) dt_27 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div><div>&nbsp;57) dt_28 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 58) dt_29 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 59) dt_30 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div><div>&nbsp;60) dt_31 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 61) dt_32 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 62) dt_33 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div>
<div>&nbsp;63) dt_34 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 64) dt_35 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 65) dt_36 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div><div>&nbsp;66) dt_37 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</div><div><br></div><div>Warning: generated missing values</div><div>? list X = order first visits language host links fhscore l_lavggdp l_pop dt_2-dt_36</div>
<div>Generated list X</div><div>? panel adjscore 0 X --robust</div><div><br></div><div>Model 4: Fixed-effects, using 823 observations</div><div>Included 47 cross-sectional units</div><div>Time-series length: minimum 1, maximum 37</div>
<div>Dependent variable: adjscore</div><div>Robust (HAC) standard errors</div><div>Omitted due to exact collinearity: dt_37</div><div><br></div><div>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; coefficient &nbsp; std. error &nbsp; &nbsp;t-ratio &nbsp; &nbsp;p-value&nbsp;</div><div>
&nbsp; -----------------------------------------------------------</div><div>&nbsp; const &nbsp; &nbsp; &nbsp; &minus;275.214 &nbsp; &nbsp; &nbsp;1101.01 &nbsp; &nbsp; &nbsp; &minus;0.2500 &nbsp; &nbsp;0.8027 &nbsp;</div><div>&nbsp; order &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;1.08344 &nbsp; &nbsp; &nbsp; 0.259419 &nbsp; &nbsp;4.176 &nbsp; &nbsp; 3.32e-05 ***</div><div>&nbsp; first &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;8.12990 &nbsp; &nbsp; &nbsp;14.4472 &nbsp; &nbsp; &nbsp;0.5627 &nbsp; &nbsp;0.5738 &nbsp;</div>
<div>&nbsp; visits &nbsp; &nbsp; &nbsp; &nbsp;&minus;4.30177 &nbsp; &nbsp; &nbsp; 0.973728 &nbsp; &minus;4.418 &nbsp; &nbsp; 1.15e-05 ***</div><div>&nbsp; language &nbsp; &nbsp; &minus;18.4580 &nbsp; &nbsp; &nbsp; &nbsp;6.61705 &nbsp; &nbsp;&minus;2.789 &nbsp; &nbsp; 0.0054 &nbsp; ***</div><div>&nbsp; host &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;15.3185 &nbsp; &nbsp; &nbsp; &nbsp;8.62230 &nbsp; &nbsp; 1.777 &nbsp; &nbsp; 0.0760 &nbsp; *</div>
<div>&nbsp; links &nbsp; &nbsp; &nbsp; &nbsp; 11.3360 &nbsp; &nbsp; &nbsp; &nbsp;2.38579 &nbsp; &nbsp; 4.751 &nbsp; &nbsp; 2.43e-06 ***</div><div>&nbsp; fhscore &nbsp; &nbsp; &nbsp; &nbsp;4.84832 &nbsp; &nbsp; &nbsp; 4.56374 &nbsp; &nbsp; 1.062 &nbsp; &nbsp; 0.2884 &nbsp;</div><div>&nbsp; l_lavggdp &nbsp; &nbsp;&minus;14.6571 &nbsp; &nbsp; &nbsp; 10.3819 &nbsp; &nbsp; &minus;1.412 &nbsp; &nbsp; 0.1584 &nbsp;</div><div>
&nbsp; l_pop &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;5.48696 &nbsp; &nbsp; &nbsp;66.0810 &nbsp; &nbsp; &nbsp;0.08303 &nbsp; 0.9338 &nbsp;</div><div>&nbsp; dt_1 &nbsp; &nbsp; &nbsp; &nbsp; 119.389 &nbsp; &nbsp; &nbsp; &nbsp;41.8247 &nbsp; &nbsp; &nbsp;2.855 &nbsp; &nbsp; 0.0044 &nbsp; ***</div><div>&nbsp; dt_2 &nbsp; &nbsp; &nbsp; &nbsp; 132.488 &nbsp; &nbsp; &nbsp; &nbsp;40.3803 &nbsp; &nbsp; &nbsp;3.281 &nbsp; &nbsp; 0.0011 &nbsp; ***</div><div>
&nbsp; dt_3 &nbsp; &nbsp; &nbsp; &nbsp; 141.034 &nbsp; &nbsp; &nbsp; &nbsp;40.5656 &nbsp; &nbsp; &nbsp;3.477 &nbsp; &nbsp; 0.0005 &nbsp; ***</div><div>&nbsp; dt_4 &nbsp; &nbsp; &nbsp; &nbsp; 123.957 &nbsp; &nbsp; &nbsp; &nbsp;35.0240 &nbsp; &nbsp; &nbsp;3.539 &nbsp; &nbsp; 0.0004 &nbsp; ***</div><div>&nbsp; dt_5 &nbsp; &nbsp; &nbsp; &nbsp; 143.473 &nbsp; &nbsp; &nbsp; &nbsp;36.8987 &nbsp; &nbsp; &nbsp;3.888 &nbsp; &nbsp; 0.0001 &nbsp; ***</div>
<div>&nbsp; dt_6 &nbsp; &nbsp; &nbsp; &nbsp; 154.050 &nbsp; &nbsp; &nbsp; &nbsp;34.4538 &nbsp; &nbsp; &nbsp;4.471 &nbsp; &nbsp; 9.01e-06 ***</div><div>&nbsp; dt_7 &nbsp; &nbsp; &nbsp; &nbsp; 145.373 &nbsp; &nbsp; &nbsp; &nbsp;33.1778 &nbsp; &nbsp; &nbsp;4.382 &nbsp; &nbsp; 1.35e-05 ***</div><div>&nbsp; dt_8 &nbsp; &nbsp; &nbsp; &nbsp; 179.338 &nbsp; &nbsp; &nbsp; &nbsp;35.8883 &nbsp; &nbsp; &nbsp;4.997 &nbsp; &nbsp; 7.29e-07 ***</div>
<div>&nbsp; dt_9 &nbsp; &nbsp; &nbsp; &nbsp; 150.118 &nbsp; &nbsp; &nbsp; &nbsp;31.1913 &nbsp; &nbsp; &nbsp;4.813 &nbsp; &nbsp; 1.81e-06 ***</div><div>&nbsp; dt_10 &nbsp; &nbsp; &nbsp; &nbsp;165.977 &nbsp; &nbsp; &nbsp; &nbsp;29.3945 &nbsp; &nbsp; &nbsp;5.647 &nbsp; &nbsp; 2.34e-08 ***</div><div>&nbsp; dt_11 &nbsp; &nbsp; &nbsp; &nbsp;169.547 &nbsp; &nbsp; &nbsp; &nbsp;32.2387 &nbsp; &nbsp; &nbsp;5.259 &nbsp; &nbsp; 1.90e-07 ***</div>
<div>&nbsp; dt_12 &nbsp; &nbsp; &nbsp; &nbsp;164.780 &nbsp; &nbsp; &nbsp; &nbsp;32.7179 &nbsp; &nbsp; &nbsp;5.036 &nbsp; &nbsp; 5.98e-07 ***</div><div>&nbsp; dt_13 &nbsp; &nbsp; &nbsp; &nbsp;143.035 &nbsp; &nbsp; &nbsp; &nbsp;27.0339 &nbsp; &nbsp; &nbsp;5.291 &nbsp; &nbsp; 1.61e-07 ***</div><div>&nbsp; dt_14 &nbsp; &nbsp; &nbsp; &nbsp;162.187 &nbsp; &nbsp; &nbsp; &nbsp;27.7669 &nbsp; &nbsp; &nbsp;5.841 &nbsp; &nbsp; 7.81e-09 ***</div>
<div>&nbsp; dt_15 &nbsp; &nbsp; &nbsp; &nbsp;154.748 &nbsp; &nbsp; &nbsp; &nbsp;23.8133 &nbsp; &nbsp; &nbsp;6.498 &nbsp; &nbsp; 1.50e-10 ***</div><div>&nbsp; dt_16 &nbsp; &nbsp; &nbsp; &nbsp;159.761 &nbsp; &nbsp; &nbsp; &nbsp;22.4501 &nbsp; &nbsp; &nbsp;7.116 &nbsp; &nbsp; 2.65e-12 ***</div><div>&nbsp; dt_17 &nbsp; &nbsp; &nbsp; &nbsp;165.958 &nbsp; &nbsp; &nbsp; &nbsp;24.1232 &nbsp; &nbsp; &nbsp;6.880 &nbsp; &nbsp; 1.29e-11 ***</div>
<div>&nbsp; dt_18 &nbsp; &nbsp; &nbsp; &nbsp;156.266 &nbsp; &nbsp; &nbsp; &nbsp;19.6676 &nbsp; &nbsp; &nbsp;7.945 &nbsp; &nbsp; 7.33e-15 ***</div><div>&nbsp; dt_19 &nbsp; &nbsp; &nbsp; &nbsp;135.978 &nbsp; &nbsp; &nbsp; &nbsp;22.1994 &nbsp; &nbsp; &nbsp;6.125 &nbsp; &nbsp; 1.48e-09 ***</div><div>&nbsp; dt_20 &nbsp; &nbsp; &nbsp; &nbsp;149.205 &nbsp; &nbsp; &nbsp; &nbsp;19.2219 &nbsp; &nbsp; &nbsp;7.762 &nbsp; &nbsp; 2.82e-14 ***</div>
<div>&nbsp; dt_21 &nbsp; &nbsp; &nbsp; &nbsp;177.119 &nbsp; &nbsp; &nbsp; &nbsp;19.9124 &nbsp; &nbsp; &nbsp;8.895 &nbsp; &nbsp; 4.54e-18 ***</div><div>&nbsp; dt_22 &nbsp; &nbsp; &nbsp; &nbsp;187.884 &nbsp; &nbsp; &nbsp; &nbsp;18.3915 &nbsp; &nbsp; 10.22 &nbsp; &nbsp; &nbsp;5.42e-23 ***</div><div>&nbsp; dt_23 &nbsp; &nbsp; &nbsp; &nbsp;157.278 &nbsp; &nbsp; &nbsp; &nbsp;17.5641 &nbsp; &nbsp; &nbsp;8.955 &nbsp; &nbsp; 2.79e-18 ***</div>
<div>&nbsp; dt_24 &nbsp; &nbsp; &nbsp; &nbsp;167.432 &nbsp; &nbsp; &nbsp; &nbsp;14.2153 &nbsp; &nbsp; 11.78 &nbsp; &nbsp; &nbsp;1.92e-29 ***</div><div>&nbsp; dt_25 &nbsp; &nbsp; &nbsp; &nbsp;188.551 &nbsp; &nbsp; &nbsp; &nbsp;16.9743 &nbsp; &nbsp; 11.11 &nbsp; &nbsp; &nbsp;1.34e-26 ***</div><div>&nbsp; dt_26 &nbsp; &nbsp; &nbsp; &nbsp;185.966 &nbsp; &nbsp; &nbsp; &nbsp;15.8267 &nbsp; &nbsp; 11.75 &nbsp; &nbsp; &nbsp;2.54e-29 ***</div>
<div>&nbsp; dt_27 &nbsp; &nbsp; &nbsp; &nbsp;184.989 &nbsp; &nbsp; &nbsp; &nbsp;17.7171 &nbsp; &nbsp; 10.44 &nbsp; &nbsp; &nbsp;6.97e-24 ***</div><div>&nbsp; dt_28 &nbsp; &nbsp; &nbsp; &nbsp;178.747 &nbsp; &nbsp; &nbsp; &nbsp;15.4103 &nbsp; &nbsp; 11.60 &nbsp; &nbsp; &nbsp;1.13e-28 ***</div><div>&nbsp; dt_29 &nbsp; &nbsp; &nbsp; &nbsp;154.438 &nbsp; &nbsp; &nbsp; &nbsp;18.2544 &nbsp; &nbsp; &nbsp;8.460 &nbsp; &nbsp; 1.45e-16 ***</div>
<div>&nbsp; dt_30 &nbsp; &nbsp; &nbsp; &nbsp; 57.9160 &nbsp; &nbsp; &nbsp; 19.2844 &nbsp; &nbsp; &nbsp;3.003 &nbsp; &nbsp; 0.0028 &nbsp; ***</div><div>&nbsp; dt_31 &nbsp; &nbsp; &nbsp; &nbsp; 25.7587 &nbsp; &nbsp; &nbsp; 18.6302 &nbsp; &nbsp; &nbsp;1.383 &nbsp; &nbsp; 0.1672 &nbsp;</div><div>&nbsp; dt_32 &nbsp; &nbsp; &nbsp; &nbsp; 45.6746 &nbsp; &nbsp; &nbsp; 18.4930 &nbsp; &nbsp; &nbsp;2.470 &nbsp; &nbsp; 0.0137 &nbsp; **</div>
<div>&nbsp; dt_33 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;3.04816 &nbsp; &nbsp; &nbsp;16.8308 &nbsp; &nbsp; &nbsp;0.1811 &nbsp; &nbsp;0.8563 &nbsp;</div><div>&nbsp; dt_34 &nbsp; &nbsp; &nbsp; &nbsp; &minus;5.74523 &nbsp; &nbsp; &nbsp;15.7867 &nbsp; &nbsp; &minus;0.3639 &nbsp; &nbsp;0.7160 &nbsp;</div><div>&nbsp; dt_35 &nbsp; &nbsp; &nbsp; &nbsp; 13.7708 &nbsp; &nbsp; &nbsp; 18.4558 &nbsp; &nbsp; &nbsp;0.7461 &nbsp; &nbsp;0.4558 &nbsp;</div><div>
&nbsp; dt_36 &nbsp; &nbsp; &nbsp; &nbsp; 42.4965 &nbsp; &nbsp; &nbsp; 14.1809 &nbsp; &nbsp; &nbsp;2.997 &nbsp; &nbsp; 0.0028 &nbsp; ***</div><div><br></div><div>Mean dependent var &nbsp;&minus;236.0365 &nbsp; S.D. dependent var &nbsp; 98.53478</div><div>Sum squared resid &nbsp; &nbsp; 1796860 &nbsp; S.E. of regression &nbsp; 49.57908</div>
<div>R-squared &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;0.774854 &nbsp; Adjusted R-squared &nbsp; 0.746827</div><div>F(91, 731) &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 27.64603 &nbsp; P-value(F) &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 2.3e-182</div><div>Log-likelihood &nbsp; &nbsp; &nbsp;&minus;4331.643 &nbsp; Akaike criterion &nbsp; &nbsp; 8847.287</div><div>
Schwarz criterion &nbsp; &nbsp;9280.879 &nbsp; Hannan-Quinn &nbsp; &nbsp; &nbsp; &nbsp; 9013.630</div><div>rho &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &minus;0.029294 &nbsp; Durbin-Watson &nbsp; &nbsp; &nbsp; &nbsp;1.923296</div><div><br></div><div>Test for differing group intercepts -</div><div>&nbsp; Null hypothesis: The groups have a common intercept</div>
<div>&nbsp; Test statistic: F(46, 731) = 3.12977</div><div>&nbsp; with p-value = P(F(46, 731) &gt; 3.12977) = 1.00693e-10</div><div><br></div><div>? series ai = $ahat</div><div>Generated series ai (ID 67)</div><div>? corr ai X</div>
<div><br></div><div>Correlation Coefficients, using the observations 1:01 - 47:37</div><div>(missing values were skipped)</div><div><br></div><div>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; ai &nbsp; &nbsp; &nbsp; &nbsp; order &nbsp; &nbsp; &nbsp; &nbsp; first &nbsp; &nbsp; &nbsp; &nbsp;visits &nbsp; &nbsp; &nbsp;language</div>
<div>&nbsp; &nbsp; &nbsp; &nbsp; 1.0000 &nbsp; &nbsp; &nbsp; -0.1228 &nbsp; &nbsp; &nbsp; -0.2883 &nbsp; &nbsp; &nbsp; &nbsp;0.7048 &nbsp; &nbsp; &nbsp; &nbsp;0.3867 &nbsp;ai</div><div>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 1.0000 &nbsp; &nbsp; &nbsp; &nbsp;0.0955 &nbsp; &nbsp; &nbsp; -0.0049 &nbsp; &nbsp; &nbsp; -0.1280 &nbsp;order</div><div>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 1.0000 &nbsp; &nbsp; &nbsp; -0.2844 &nbsp; &nbsp; &nbsp; -0.0242 &nbsp;first</div>
<div>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 1.0000 &nbsp; &nbsp; &nbsp; &nbsp;0.0600 &nbsp;visits</div><div>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 1.0000 &nbsp;language</div><div><br></div><div>[...]</div><div><br></div>
<div>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp;dt_36 &nbsp; &nbsp; &nbsp; &nbsp; dt_37</div><div><br></div><div>[...]</div><div><br></div><div>&nbsp; &nbsp; &nbsp; &nbsp;-0.0278 &nbsp; &nbsp; &nbsp; -0.0278 &nbsp;dt_33</div><div>&nbsp; &nbsp; &nbsp; &nbsp;-0.0278 &nbsp; &nbsp; &nbsp; -0.0278 &nbsp;dt_34</div><div>&nbsp; &nbsp; &nbsp; &nbsp;-0.0278 &nbsp; &nbsp; &nbsp; -0.0278 &nbsp;dt_35</div>
<div>&nbsp; &nbsp; &nbsp; &nbsp; 1.0000 &nbsp; &nbsp; &nbsp; -0.0278 &nbsp;dt_36</div><div>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 1.0000 &nbsp;dt_37</div><div><br></div><div>? series Xb = lincomb(X, $coeff[2:])</div><div>Data error</div><div>? matrix b = $coeff[2:]</div><div>Generated matrix b</div>
<div>? series Xb = {X}*b</div><div>Matrices not conformable for operation</div></div><div>---------------------------------------------------------------------------------------------------------------------------------------------------------------------</div>
<div><br></div><div>Difficult to know how to fix this - my data is what it is!&nbsp;</div><div><br></div><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">&nbsp;</blockquote><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div class="im">
&gt; Also, no information is given on the standard deviations of<br>
&gt; these FE error components which are used to compute \rho<br>
&gt; (which is shown): any reason as to why?<br>
<br>
</div>In the gretl output &quot;rho&quot; is the first-order autocorrelation<br>
of the residuals. Perhaps you&#39;re thinking of the random<br>
effects model, for which we have to calculate the within and<br>
between error variances (to get what gretl calls &quot;theta&quot;, the<br>
quasi-demeaning coefficient). In that case we do print both<br>
variances.<br></blockquote><div><br></div><div>Sorry, but I don&#39;t see reference to a &#39;quasi-demeaning coeffiecent&#39; anywhere in the results, and any reference to &#39;theta&#39; in the manual is in the context of ARMA models, Kalman filters and matrices; I also looked at the command reference as well - also nothing.</div>
<div>&nbsp;</div></div>Clive Nicholas (<a href="http://clivenicholas.posterous.com" target="_blank">clivenicholas.posterous.com</a>)<br><br>[Please DO NOT mail me personally here, but at &lt;<a href="mailto:clivenicholas@hotmail.com" target="_blank">clivenicholas@hotmail.com</a>&gt;. Please respond to contributions I make in a list thread here. Thanks!]<br>
<br>&quot;My colleagues in the social sciences talk a great deal about methodology. I prefer to call it style.&quot; -- Freeman J. Dyson
</div>