Hi Mr Cottrell,
I'm a newly Gretl-addicted user. Since I discovered Gretl a few months
ago, I gave up developing my rudimentary Visual Basic statistical
software and geared up for C programming. Meanwhile, my point today is
about Gretl's correlation matrix.
1. The "Correlation matrix " menu and the "corr" command don't
yield the
same output if less than 4 variables are selected. The later's output
doesn't display the number of observations used neither the "5% critical
value (two-tailed)".
2. While computing a correlation matrix (through the menu path or the
command line) does the number of observations (n) and the 5% critical
value that Gretl prints out really make any sense since Gretl's pairwise
correlation depends on variables' missing values? Virtually, every
pairwise correlation coefficient may have been drawn on different
observations, with different 5% critical values.
3. From a regression analysis point of view I think that it would be
more interesting to have, by default, a casewise matrix correlation
instead of Gretl's pairwise matrix correlation, that uses the same
observations throughout the variables selected by deleting all
observations having at most one missing value.
4. One can always use the pairwise correlation (that can be an option to
add) but if it's the case it should be noted the number of observations
used for each correlation coefficient and the coresponding 5% critical
value.
Thank you for having offered us a very great Gretl!
Arthur