[Gretl-users] the aggregate() function

There was some interest expressed here lately in the business of "aggregating" some variable of interest "by" the distinct values of some (discrete) variable -- e.g. finding mean income by gender or race. In response to this, we added the aggregate() function (it's in CVS and the snapshots for Windows and OS X). Now I've extended the functionality of aggregate(); the new stuff is not yet documented in the Function Reference but I'd like to explain what we've got and invite comments. First, in the current doc, the "x" and "byvar" parameters must be (single) series, but now they can be either single series or named lists of series. If you give "x" as a series you get extra columns to the right, holding the aggregated values of each of the members of x. If you give "y" as a series you get a multi-level "by". The number of rows in the output matrix is then the number of combinations of the distinct values of the "byvar" variables. Second, we've added a column to the output matrix (between the "byvar" values and the aggregated "x" columns) showing the count of observations associated with each (combination of) "byvar" values. It seems to me this would be useful, but what do you think? Third, when we allow more than one "by" variable a new policy question comes up: what do we do about combinations of by-values that are not actually found in the dataset (count = 0)? Either we skip such combinations, or we explicitly show a count of zero, and fill out the aggregated-x columns with NaN (not-a-number). I'm inclined to think it might be helpful to show the zeros explicitly, and so that's what we do right now, but again I'd like to hear what people think. Example script using the new functionality: <hansl> open pizza4.gdt series ages = age<=20 ? 0 : (age>20 && age <=40) ? 1 : 2 list Y = female college ages list X = pizza income matrix m = aggregate(X, Y, mean) print m </hansl> (BTW you can find pizza4.gdt via google) Allin Cottrell