[Gretl-users] Re: ols: using expressions with indepvars
Am 23.07.2020 um 11:28 schrieb Riccardo (Jack) Lucchetti:
On Thu, 23 Jul 2020, fmorkel(a)yahoo.de wrote:
> Hi,
>
> apparently, the ols command does not accept expressions for rhs
> variables, e.g.
> ols a 0 b+c
> Am I missing something
No, you're not, although _some_ expressions are allowed. Example:
<hansl>
open AWM18.gdt
ols log(PCR) 0 log(YER)
</hansl>
> and if not, are there any plans to change this?
Not as of now. But I guess this is something that we may want to revisit
for version 2020d (2020c is going to be released shortly).
Well, isn't the problem that when you create such expressions
on-the-fly, then there doesn't exist any name or label for that regressor?
log() is obviously treated as an exception and the prefix "l_" is added
automatically, presumably because it's so common (and easy), but what's
the name that you would assign in general for printout and so forth?
I'm a big fan of conciseness, but even I would say it's not a big
problem to add the line:
series bplusc = b + c
before the ols command.
cheers
sven