Re: [Gretl-users] Monte Carlo loop and restrcited sample
On Mon, 24 Oct 2005, maite wrote:
I was trying to generate samples of 50 observations in a Monte
Carlo loop and then just use the first 25 to estimate by OLS. I
wrote these instructions:
nulldata 50
genr x=100*uniform()
loop 1000
genr eps=3*normal()
genr y=5+2*x+eps
smpl (obs<26) --restrict
ols y const x
genr bhat=coeff(x)
store test.gdt bhat
endloop
But, when I run the program and open the test.gdt data file, I
only get 1 observation of the variable bhat, instead of the 1000 I
was supposed to get. I have tried a thousand different things and
I do not get right. Any hint?
For the behavior you want, you need to give the "--progressive"
option to the loop command:
loop 1000 --progressive
Then you will get 1000 values of bhat in test.gdt.
Allin Cottrell
--
Allin Cottrell
Department of Economics
Wake Forest University, NC