Re: [Gretl-users] Bootstrap option after OLS model in Gretl-Gui

On Wed, 29 May 2013, JOSE FRANCISCO PERLES RIBES wrote: Of the options available in this menu and the information in Gretl guide, > it > seems clear that this procedure is a "residual bootstrap" where the > matrix of > regressors X is treated as fixed. > This is correct. Is there any way by GUI option to do a "bootstrap case" where the > regressors X are treated as "random"?. > Not yet. Is the algorithm you have in mind something like this? <hansl> function void randboot(series y, list X, scalar rep) matrix DATA = { y || X } k = nelem(X) b = zeros(k, rep) loop i=1..rep --quiet Z = resample(DATA) b[,i] = mols(Z[,1], Z[,2:]) end loop cs = (meanc(b') | sdc(b'))' pn = varname(X) modprint cs pn end function open galton.gdt list X = const parent ols child X randboot(child, X, 1000) </hansl> ------------------------------**------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/**servizi/hpp/lucchetti<http://www2.econ.un... ------------------------------**------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users