[Gretl-users] Re: Gretl-users Digest, Vol 194, Issue 4

On Tue, 7 Mar 2023, Riccardo (Jack) Lucchetti wrote: > One of the things that would make this easier to do in hansl would be t= he=20 > possibility (now absent, but discussed some time ago in a developer mee= ting=20 > IIRC) to have more than one "band" specification in the gnuplot/plot=20 > command. Anyway: if anyone's interested in developing a package for this kind of=20 plots, here's a rough attempt to a starting point. <hansl> function matrix meff_mat(matrix coef, matrix vcv, const series x, scalar n[32]) scalar sdx =3D sd(x) x0 =3D min(x) - 0.025*sdx x1 =3D max(x) + 0.025*sdx matrix X =3D x0 + seq(0, n-1) * ((x1 -x0)/(n-1)) X =3D 1 ~ X' matrix m =3D X * coef matrix v =3D sumr(X .* (X*vcv)) return X[,2] ~ m ~ sqrt(v) end function function void JNplot(const series x, const bundle mod, matrix select, scalar n[32]) matrix coef =3D mod.coeff[select] matrix V =3D mod.vcv[select, select] matrix M =3D meff_mat(coef, V, x) PLT =3D M[,{2,1}] B =3D M[,{2,3}] plot PLT option with-lines options band=3DB,1.96 band-style=3Dfill end plot --output=3Ddisplay end function ### example set verbose off set seed 11080 nulldata 96 x =3D normal() z =3D normal() xz =3D x * z y =3D 1 + x - z + 0.25*xz + 0.8 * normal() ols y const x z xz sel =3D {2,4} JNplot(z, $model, sel) </hansl>