[Gretl-users] Re: Seeking Guidance for Innovative Gretl Project: Environmental and Engineering Parameter Estimation
On 08/12/2023 14:52, Meridiana GeoTopo wrote:
Hello Gretl Enthusiasts!
I hope this message finds you well. I am reaching out to this
knowledgeable community as I embark on a unique project that involves
utilizing Gretl for the estimation of environmental and engineering
parameters. While I've already dived into Gretl for this purpose, the
project's diversity from traditional econometrics poses a few challenges.
Welcome to the community!
Specifically, I am looking to run regression models where I can
create
custom formulas and expressions. To give you a glimpse, my requirements
involve working with a Cartesian coordinate system, something like y = a
+ d(sine(b)), as I heavily rely on spatial data in my study and also
structural health.
Some clarification is needed here. If (as I believe form the context) a
and b are parameters and d is an observable series, then all you need is
OLS plus the application of the delta method in order to recover the
estimate of b and its standard error. Otherwise, if b is an observable
series, then sin(b) is an observable series too, and a distinction must
be made according to what the "d()" expression means. If it means "a
parameter called d multiplied by something", then OLS suffices, again.
Otherwise, if it means "the function d() applied to something", where
this function continuous and differentiable, then what you need is NLS.
All these methods are provided by gretl, so feel free to ask for guidance.
I could also use TLS and GLS models - can I run them in gretl and if
so
where can I find examples of implementations?
The TLS model as such is not implemented in gretl natively, since it's
very seldom used (if ever) in econometrics. However, we do have a
function for performing the SVD and it shouldn't be difficult to write a
script to perfom TLS estimation. As for GLS, it really depends on what
you need (GLS is a very generic term that could be applied to many
different things). If what you need is the special case known in
econometrics as "weighted least squares", then yes, we do have a "wls"
command.
Later we will attach soil, air, temperature, rain etc to the model
but
these will follow a linear model approach easily.
As a newcomer to Gretl, I am seeking honest assistance, guidance, and
insights from the experienced members of this group. If anyone could
spare a moment to share your expertise, provide script help, or guide me
on using the GUI to achieve these objectives, I would greatly appreciate it.
Your support will not only contribute significantly to the success of my
project but will also help me enhance my understanding of Gretl in a
practical context. I am eager to learn and absorb insights from the
Gretl community.
Thank you in advance for your time and assistance. I look forward to the
valuable input from this esteemed group.
Feel free to ask!
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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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