Sven, thanks for the reply. Your suggestions do not work - I still get the March 2016 files.

On 20 July 2016 at 17:00, <gretl-users-request@lists.wfu.edu> wrote:

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Today's Topics:

1. Re: User Guide Versionand other documentation and Gretl 2016c

(Sven Schreiber)

2. Re: F-test: Fixed Effects vs Pooled OLS (Sven Schreiber)

3. Re: F-test: Fixed Effects vs Pooled OLS (Bruno Gobeil)

----------------------------------------------------------------------

Message: 1

Date: Wed, 20 Jul 2016 16:27:05 +0200

From: Sven Schreiber <svetosch@gmx.net>

To: gretl-users@lists.wfu.edu

Subject: Re: [Gretl-users] User Guide Versionand other documentation

and Gretl 2016c

Message-ID: <f581fb81-6b98-a1ea-2ea7-16167705c9ac@gmx.net>

Content-Type: text/plain; charset=windows-1252; format=flowed

Am 16.07.2016 um 23:41 schrieb George Matysiak:

> Having installed Gretl 2016c I notice that the User Guide is dated March

> 2016, as is the Command Reference, Hansl Primer and Package Function

> Guide. Are the latest versions not automatically installed on a Gretl

> upodate? Thanks.

>

Sorry for the non-response, apparently it's vacation time. I presume

you're using Windows. If you uninstall the old gretl version first, then

it should be the latest pdf versions. If you're as lazy as I am and

simply install the new version over the old one then not necessarily.

You could manually delete the pdfs and then gretl will (try to) download

the current versions when you select the corresponding menu items.

cheers,

sven

------------------------------

Message: 2

Date: Wed, 20 Jul 2016 16:35:33 +0200

From: Sven Schreiber <svetosch@gmx.net>

To: gretl-users@lists.wfu.edu

Subject: Re: [Gretl-users] F-test: Fixed Effects vs Pooled OLS

Message-ID: <4ce96501-77fa-eb0b-ce9c-da970cd4a2d0@gmx.net>

Content-Type: text/plain; charset=windows-1252; format=flowed

Am 20.07.2016 um 15:28 schrieb Bruno Gobeil:

> Hello!

>

>

>

> I would like to better understand the rational for using the following

> formula for determining the denominator degrees of freedom for the

> F-test: n(t-1)-(k-1); where n is the number of regions, t the number of

> years, k the number of parameters, including the constant. I thought

> that the use of the de-meaned data approach compared to LSDV approach

> for the fixed effects model would lead to a higher number of denominator

> degrees of freedom, as suggested in the Gretl Guide, with the following

> formula: nt-k.

>

If I understand your question correctly, then here is my answer: LSDV

and de-meaned data fixed effects ("within" estimation) are equivalent

for testing purposes. To put it differently, de-meaning is also a

statistical estimation procedure, because you do not know the expected

population values a priori and hence you have to estimate them via the

arithmetic means. Hence you cannot gain d.o.f. by the within/de-meaned

estimator.

This is not gretl-specific, of course.

hth,

sven

------------------------------

Message: 3

Date: Wed, 20 Jul 2016 14:41:00 +0000

From: Bruno Gobeil <bruno.gobeil@dunsky.com>

To: Gretl list <gretl-users@lists.wfu.edu>

Subject: Re: [Gretl-users] F-test: Fixed Effects vs Pooled OLS

Message-ID:

<BLUPR0401MB1713A32523F2BE9B4BE69955EB080@BLUPR0401MB1713.namprd04.prod.outlook.com>

Content-Type: text/plain; charset="iso-8859-1"

Thanks very much for your quick response. It is much appreciated.

Regards,

Bruno Gobeil

Senior Consultant | Consultant principal

DUNSKY ENERGY CONSULTING | DUNSKY EXPERTISE EN ?NERGIE

[t] 514.504.9030??*26?? [f] 514.289.2665?? [e] bruno.gobeil@dunsky.com

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-----Original Message-----

From: gretl-users-bounces@lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] On Behalf Of Sven Schreiber

Sent: July 20, 2016 10:36 AM

To: gretl-users@lists.wfu.edu

Subject: Re: [Gretl-users] F-test: Fixed Effects vs Pooled OLS

Am 20.07.2016 um 15:28 schrieb Bruno Gobeil:

> Hello!

>

>

>

> I would like to better understand the rational for using the following

> formula for determining the denominator degrees of freedom for the

> F-test: n(t-1)-(k-1); where n is the number of regions, t the number

> of years, k the number of parameters, including the constant. I

> thought that the use of the de-meaned data approach compared to LSDV

> approach for the fixed effects model would lead to a higher number of

> denominator degrees of freedom, as suggested in the Gretl Guide, with

> the following

> formula: nt-k.

>

If I understand your question correctly, then here is my answer: LSDV and de-meaned data fixed effects ("within" estimation) are equivalent for testing purposes. To put it differently, de-meaning is also a statistical estimation procedure, because you do not know the expected population values a priori and hence you have to estimate them via the arithmetic means. Hence you cannot gain d.o.f. by the within/de-meaned estimator.

This is not gretl-specific, of course.

hth,

sven

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