Thanks very much for rapidly fixing the problem regarding some of the
diagnostic tests from a saved model based on a different sub-sample.
The new reformat options for the model table also looks very nice. Is
it just me or is gretl slowly but surely becoming the best tool for
doing econometrics?
Cheers
A. Talha Yalta
On Sat, Sep 12, 2009 at 3:40 AM, Allin Cottrell <cottrell(a)wfu.edu> wrote:
On Fri, 11 Sep 2009, Allin Cottrell wrote:
> On Fri, 11 Sep 2009, Talha Yalta wrote:
>
> > 1)- When I open a saved model (OLS) based on a sub-sample, I see that,
> > when running various tests, the original subsample is not always
> > remebered...
I think this should all be OK now (in CVS and the various
snapshots).
For the record, here's the issue: you estimate model A, then
change the data sample, then run a diagnostic test of some kind on
model A. This is not a situation that would arise in a sane gretl
script, but it might well arise in the context of a saved session,
so we have to deal with it correctly.
For a long time now, we have dealt with it correctly if the sample
on which model A was estimated and the current sample differ in
certain specific ways, viz.
* The current sample is a non-contiguous subset of the full set of
observations, but the model was estimated on the full dataset, or
vice versa.
* The current sample and the sample on which the model was
estimated are different non-contiguous subsets of the full
dataset.
In these cases diagnostic tests are disabled.
But that leaves the case where the sample on which the model was
estimated and the current sample range differ only in respect of
where the "start" and "end" markers for the sample are situated.
In this case we ought to be able to reset the current sample range
temporarily to match that associated with the model, run the test,
then put the start and end back where they were.
We have done this correctly for many of the diagnostic tests that
gretl offers, but, as Talha noticed, not for all. I think we've
now plugged that gap. Please let me know if you see any cases that
seem to violate this requirement.
Allin
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