1:41 p.m.
Citerar Allin Cottrell <cottrell(a)wfu.edu>:
> * Add a menu entry for creating cross tabulation tables, for
> cross tabulation of one variable against the other
This is available via the "xtab" command, which is now accessible
using a new GUI menu item, "/View/Cross Tabulation". Note that
this works only for discrete variables. It won't automatically
bin continuous variables for you. On the other hand it's not
difficult to bin variables yourself using "genr".
Thanks, it looks nice. Would it be possible to add a checkbox for also showing
the row or column percentages for each row or column, respectively, together
with the frequency count, as for example SPSS does?
> * Add the possibility to calculate bootstrapped confidence
> intervals for OLS estimates.
That's possible already, though you have to do it manually (no
GUI). One of the functions in "genr" is resample(). See section
5 of chapter 5 of the User's Guide, "Resampling and
bootstrapping". May be worth adding to the GUI.
A GUI for this would be really great and useful.
> * For OLS output, also show the ANOVA table (or add a check box
> where the user can choose to show the ANOVA table in the output)
I agree with Jack that this is redundant, but since redundancy can
sometimes serve a pedagogical purpose, I've done this: When you
estimate a model via the GUI, in the model window there's a menu
titled "Analysis" (with covariance matrix etc.). I've added an
"ANOVA" entry to that menu, which displays the table. This item
is available only for models that are estimated via OLS, and that
include a constant.
Thanks a lot. I know that it is redundant, but my students are used to getting
an ANOVA table with the output, as for example SPSS and MINITAB produces.
However, I noticed that the ANOVA table produced by gretl is not complete: The
general form of the ANOVA table my students are used to are as follows:
Source of Sums of Degrees of Mean F P-value
Variation squares freedom squares
Regression Regression k Regression Regression MS/ P
SS MS Residual MS
Residual Residual n-k-1 Residual
SS MS
Total Total SS n-1
As for exampel this one produced by SPSS:
http://www.utexas.edu/its/rc/tutorials/stat/spss/spss2/images/Reg5.gif
and this one produced by MINITAB:
http://www.indiana.edu/~statmath/stat/minitab/win/ANOVA.gif
> For the augmented Augmented Dickey-Fuller test, regarding the
> "testing-down algorithm" for choosing lag length...
Your suggestions on this are useful, but will take a bit longer to
implement.
> After estimating a model and choosing "Tests > Collinearity"
> from the output window, the variance infation factors (VIF) are
> given. Suggestion: Also show the value of the determinant of
> X'X...
Done: In this window we now show these characteristics of X'X:
one-norm, determinant, and reciprocal condition number (the last
is actually a better guide than the determinant).
Could you also include the value of the X'X matrix when it is in correlation
form? In that case the determinant of X'X is 0<=|X'X|<=1, which I think is
useful because if |X'X|=1 the regressors are orthogonal, while if |X'X|=0 there
is an exact linear dependence among the regressors. Thus it is a measure of the
degree of multicollinearity that is easy for the students to interpret and
understand, which is useful for pedagogical purposes.
> Some suggestions for cosmetic changes:
> * Move the "Augmented Dickey-Fuller test" and "KPSS test" into a
> new submenu entry "Variable > Unit root test", as follows:
> "Variable > Unit root test > Augmented Dickey-Fuller test" and
> "Variable > Unit root test > KPSS test"
We're thinking of adding the DF-GLS test before long. If/when we
do that it make sense to add another menu layer as you suggest.
> * When adding Logs of selected varaibles call it ln_x or log_x
> instead of l_x, in line with the use of sq_x. It makes it easier
> to see what the variable is.
The trouble with longer prefixes is that you tend to run out of
space, if people are using long variable names close to the
15-character maximum. There's also a backward compatibility
issue, for example scripts may be in use that rely on the "l_x"
pattern for auto-generated logs.
Would it be hard to increase the 15-charcter maximum?
> * In the outputs decimals (,) are used as separators (e.g.,
> 3,14), but for input one have to use a full stop (.) as
> separator (e.g., 3.14). This is somwehat unintuitive, and should
> be changed so that the same is used for output and input.
As others have said, we debated this issue at some length before.
The outcome was this:
1. Use of the locale decimal separator for output is there, but
can be turned off under Preferences.
2. Numbers given in scripts _must_ use '.' as decimal separator.
Jack and I argued that the alternative is just too complex and
error-prone.
3. When numbers are entered via gui dialog boxes, the expectation
for the decimal separator is in agreement with the choice made
under point 1. (And if this is not the case in some instances,
it's a bug.)
> Some other suggestions for new features: Add menu entries for
> calculating
> *1-sample sign test
> *1-sample Wilcoxon signed rank test
> *2-sample Wilcoxon rank sum test
Not very high priority (for me), but could be added at some point.
Thanks for giving it som thoughts, anyway.
Regards and thanks for a great software,
Andreas