[Gretl-users] Re: cross-sectional panel data
On Wed, Sep 28, 2022 at 12:30 PM Cottrell, Allin <cottrell(a)wfu.edu> wrote:
You may or may not like this, but I'd say that the best way of handling the data you
describe is to convert the dataset to a matrix, use gretl's matrix manipulation
facilities to rearrange the data in stacked time-series form, then convert back to a
dataset.
Here's hansl code that does the job [...]
Oh, I forgot to say: There's a potential "gotcha" with this approach,
but it's easy to avoid. If the original data contain any missing
values, you should issue the command
set skip_missing off
before doing "matrix X0 = {dataset}". Otherwise the dimensions of X0
will not match the requirements of the subsequent code.
Allin