On Tue, 7 Sep 2010, Edsel L. Beja, Jr. wrote:
I need help on executing the "interval regression" option
on Gretl. In
particular, how do I "create" the lower bound variable and upper bound
variable? (The manual does not give details.)
It is assumed that the bound variables are available as data. For
example if the dependent variable is individuals' income, you
don't have a point figure for each income but you do have a
bracket.
If the bounds are not available as data but you have relevant data
from which bounds might be constructed, gretl has a rich set of
functions for computing transformations. Look at the genr command
and the gretl function reference under the Help menu.
Allin Cottrell