Re: [Gretl-users] Panel Data, print out estimated betas

Thank you Allin for the code. After running the code the output looks like this now: gretl version 1.8.7 Current session: 2010-03-11 21:09 ? scalar numofunits = max($unit) Generated scalar numofunits = 612 ? matrix betas = {} Generated matrix betas ? loop for i=1..numofunits loop: i = 1 ? smpl $unit=i --restrict Full data set: 110160 observations Current sample: 180 observations ? ols Aktie const Leitregion CDAX --quiet ? b1 = $coeff[2] ? b2 = $coeff[3] ? betas |= { b1, b2 } ? smpl --full Full data range: 1:001 - 612:180 (n = 110160) loop: i = 2 ... loop: i = 16 ? smpl $unit=i --restrict Full data set: 110160 observations Current sample: 180 observations ? ols Aktie const Leitregion CDAX --quiet Missing values encountered Unfortunately it stops here and I don't know why. Is it a problem with missing values? Does Gretl has to know somehow how to work with missing values? -----Ursprüngliche Nachricht----- Von: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] Im Auftrag von Allin Cottrell Gesendet: Donnerstag, 11. März 2010 16:24 An: Gretl list Betreff: Re: [Gretl-users] Panel Data, print out estimated betas On Wed, 10 Mar 2010, [iso-8859-1] Peter Blömeke wrote: Here's a tested example of doing the sort of thing you want, as interpreted by Sven. I'm using one of the panel datasets supplied with gretl which has 6 cross-sectional units. The script runs two regressions for each unit and stores the slope coefficients, producing a 6 x 2 matrix once all is done. <script> open greene14_1.gdt logs C Q PF scalar numofunits = max($unit) matrix betas = {} loop for i=1..numofunits smpl $unit=i --restrict ols l_C 0 l_Q --quiet b1 = $coeff[2] ols l_C 0 l_PF --quiet b2 = $coeff[2] betas |= { b1, b2 } smpl full endloop print betas </script> Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users