Re: [Gretl-users] sub-sampling panel data to time series
On Thu, 17 Dec 2009, Yuniarto Hadiwibowo wrote:
I am trying to run restrict command on time series from panel
sub-sample, but I got the message "Can't do: the current data
set is different from the one on which the reference model was
estimated dataset is subsampled, model is not."
Thanks for the report. There was a bug here, which is exposed by
the following script:
open greene14_1.gdt
logs C Q PF
loop i=1..6 --quiet
smpl unit=i --restrict
ols l_C 0 l_Q l_PF LF
restrict
b2 = 1
end restrict
smpl --full
endloop
The "restrict" command above gave the same error message that you
saw, but the message is clearly wrong: the dataset greene14_1 has
no missing values, and the ols command is in the same sub-sampled
"space" as the following restrict command (namely a time series
pertaining to a single firm).
The problem was this: the fact that the dataset was sub-sampled
was not being recorded on the model produced by the ols command.
This was specific to models estimated within loops, and it's now
fixed in CVS. There will be a new Windows snapshot with the fix
applied tomorrow.
Allin Cottrell