On Sat, 14 Jan 2012, AGUSTÍN ALONSO RODRÍGUEZ wrote:
Dear Sirs:
I am teaching a course in econometrics using Gretl, and I would like to
receive an example on how to calculate the regressogram in Gretl.
One of my favourite tools in teaching the ideas of conditional mean and
conditional variance etcetera is the factorized boxplot. Not quite the
same thing as the regressogram, but not very different either. See if you
like it:
<hansl>
open data7-12.gdt
# discretize x variable
x = round(length/6)*6
discrete x
boxplot price x --factorized --output=display
</hansl>
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti