Re: [Gretl-users] Dataset handling in gretl (IDs, labels, standardization)
> (3) Finally, I would like to standardize the regressors (not the dependent variable)
in my dataset, such that each regressor has mean 0 and standard deviation of 1. Is there a
"summary way" to do this e.g. by declaring the dataset to be a matrix, then
operating on this matrix using some matrix operators?
I guess you could do this by using the "meanc" and "sdc" commands.
Or, better try the following script
<hansl>
open australia.gdt
matrix my_std_matrix = {}
loop foreach i PAU..IUS
mymean = mean($i)
mysd = sd($i)
my_std_series = ($i - mymean)/mysd
my_std_matrix = my_std_matrix ~ {my_std_series}
endloop
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