Re: [Gretl-users] Suggestions for new features and some changes in gretl
On Sun, 4 Feb 2007, Andreas Karlsson wrote:
During the last months I have taught a course in Applied
econometrics, where the students have written four exam papers
analysing real economic data using gretl 1.6.0.
After my and my students experiences with using gretl for this
course, I have the following suggestions for new features in
gretl:
Thanks for the suggestions! People have already given some
responses to your points, but here's a summary and update.
* Add a menu entry for creating cross tabulation tables, for
cross tabulation of one variable against the other
This is available via the "xtab" command, which is now accessible
using a new GUI menu item, "/View/Cross Tabulation". Note that
this works only for discrete variables. It won't automatically
bin continuous variables for you. On the other hand it's not
difficult to bin variables yourself using "genr".
* Add the possibility to calculate bootstrapped confidence
intervals for OLS estimates.
That's possible already, though you have to do it manually (no
GUI). One of the functions in "genr" is resample(). See section
5 of chapter 5 of the User's Guide, "Resampling and
bootstrapping". May be worth adding to the GUI.
* For OLS output, also show the ANOVA table (or add a check box
where the user can choose to show the ANOVA table in the output)
I agree with Jack that this is redundant, but since redundancy can
sometimes serve a pedagogical purpose, I've done this: When you
estimate a model via the GUI, in the model window there's a menu
titled "Analysis" (with covariance matrix etc.). I've added an
"ANOVA" entry to that menu, which displays the table. This item
is available only for models that are estimated via OLS, and that
include a constant.
For the augmented Augmented Dickey-Fuller test, regarding the
"testing-down algorithm" for choosing lag length...
Your suggestions on this are useful, but will take a bit longer to
implement.
After estimating a model and choosing "Tests >
Collinearity"
from the output window, the variance infation factors (VIF) are
given. Suggestion: Also show the value of the determinant of
X'X...
Done: In this window we now show these characteristics of X'X:
one-norm, determinant, and reciprocal condition number (the last
is actually a better guide than the determinant).
Some suggestions for cosmetic changes:
* Move the "Augmented Dickey-Fuller test" and "KPSS
test" into a
new submenu entry "Variable > Unit root test", as follows:
"Variable > Unit root test > Augmented Dickey-Fuller test" and
"Variable > Unit root test > KPSS test"
We're thinking of adding the DF-GLS test before long. If/when we
do that it make sense to add another menu layer as you suggest.
* When adding Logs of selected varaibles call it ln_x or log_x
instead of l_x, in line with the use of sq_x. It makes it easier
to see what the variable is.
The trouble with longer prefixes is that you tend to run out of
space, if people are using long variable names close to the
15-character maximum. There's also a backward compatibility
issue, for example scripts may be in use that rely on the "l_x"
pattern for auto-generated logs.
* In the outputs decimals (,) are used as separators (e.g.,
3,14), but for input one have to use a full stop (.) as
separator (e.g., 3.14). This is somwehat unintuitive, and should
be changed so that the same is used for output and input.
As others have said, we debated this issue at some length before.
The outcome was this:
1. Use of the locale decimal separator for output is there, but
can be turned off under Preferences.
2. Numbers given in scripts _must_ use '.' as decimal separator.
Jack and I argued that the alternative is just too complex and
error-prone.
3. When numbers are entered via gui dialog boxes, the expectation
for the decimal separator is in agreement with the choice made
under point 1. (And if this is not the case in some instances,
it's a bug.)
Some other suggestions for new features: Add menu entries for
calculating
*1-sample sign test
*1-sample Wilcoxon signed rank test
*2-sample Wilcoxon rank sum test
Not very high priority (for me), but could be added at some point.
Allin.