Re: [Gretl-users] dummify with list and script output window
On Sun, 30 Dec 2012, Allin Cottrell wrote:
With regard to dummify, I'm not sure that accepting a list
argument
is a great idea, since a (single) series argument already produces a
list result. Producing a "list of lists" seems to me on the verge of
being out of control.
Partially OT: I'm asking myself if we should go back to an idea that we
briefly considered when we introduced operators for lists, and ended up
being put on hold.
The idea is to use the "*" operator for a specialised version of the
Cartesian product, commony known among applied economists as "interaction"
variables. To be more explicit: suppose you have two lists, X and
Y, with the only requirement that X should contain discrete variables
only. Then, the construct "X*Y" would perform what is accomplished through
the following script.
<hansl>
open keane.gdt
list X = choice status
list Y = wage educ
loop foreach j X --quiet
matrix v = values($j)
scalar n = rows(v)
loop foreach i Y --quiet
loop for k=1..n --quiet
xi = v[k]
sprintf vname "$i_$j_%d", xi
series @vname = ($j == xi)*$i
end loop
end loop
end loop
</hansl>
Note that the dummify command/function would be a special case of this
for "Y=const". I have the feeling that people working with micro data
would love this.
Thoughts?
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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