7:03 p.m.
Thanks for your answer. In my equations the restrictions are non-linear. For
example, can I use the following restriction
restrict varsys
b[1,2]*b[2,2] = 0
end restrict
Best regards.
Alessandro
----Messaggio originale----
Da: gretl-users-request(a)lists.wfu.edu
Data: 14/12/2011 18.00
A: <gretl-users(a)lists.wfu.edu>
Ogg: Gretl-users Digest, Vol 59, Issue 17
Send Gretl-users mailing list submissions to
gretl-users(a)lists.wfu.edu
To subscribe or unsubscribe via the World Wide Web, visit
http://lists.wfu.edu/mailman/listinfo/gretl-users
or, via email, send a message with subject or body 'help' to
gretl-users-request(a)lists.wfu.edu
You can reach the person managing the list at
gretl-users-owner(a)lists.wfu.edu
When replying, please edit your Subject line so it is more specific
than "Re: Contents of Gretl-users digest..."
Today's Topics:
1. Re: Different ols (Sven Schreiber)
2. VAR parameters (alexkakashi(a)libero.it)
3. Re: VAR parameters (Sven Schreiber)
4. Re: Gretl-users Digest, Vol 59, Issue 16 (Annaert Jan)
5. Re: VAR parameters (Allin Cottrell)
6. Re: Different ols (Allin Cottrell)
----------------------------------------------------------------------
Message: 1
Date: Wed, 14 Dec 2011 08:38:06 +0100
From: Sven Schreiber <svetosch(a)gmx.net>
Subject: Re: [Gretl-users] Different ols
To: gretl-users(a)lists.wfu.edu
Message-ID: <4EE8525E.7030606(a)gmx.net>
Content-Type: text/plain; charset=ISO-8859-1
You forgot the constant.
-sven
On 12/14/2011 08:25 AM, clarodina(a)lycos.com wrote:
> Allin Cottrell,
>
> The scatterplot with v1 on y axis and v2 on x axis gives y=17.9+0.0453x
>
> Using ols v1 v2 OR ols v2 v1 gives 0.181744 and 5.49601 coefficient
> which is different
> the scatterplot
>
> And the graph for selecting v1 against v2 fiitted vs obs is different
> from the graph from the scatterplot
>
> Wanted to save the residual against v2 from the scatterplot and have the
> value on the gretl
> How to do using GUI rather the command?
>
> Clarodina
>
>
> ? m6 <- ols v1 v2
>
> m6: OLS, using observations 1950-1954 (T = 5)
> Dependent variable: v1
>
> coefficient std. error t-ratio p-value
> --------------------------------------------------------
> v2 0.181744 0.00306098 59.37 4.82e-07 ***
>
> Mean dependent var 23.84800 S.D. dependent var 0.313321
> Sum squared resid 3.223300 S.E. of regression 0.897678
> R-squared 0.998867 Adjusted R-squared 0.998867
> F(1, 4) 3525.337 P-value(F) 4.82e-07
> Log-likelihood -5.997112 Akaike criterion 13.99422
> Schwarz criterion 13.60366 Hannan-Quinn 12.94599
> rho 0.620803 Durbin-Watson 0.419277
>
> ? m6 <- ols v2 v1
>
> m6: OLS, using observations 1950-1954 (T = 5)
> Dependent variable: v2
>
> coefficient std. error t-ratio p-value
> --------------------------------------------------------
> v1 5.49601 0.0925651 59.37 4.82e-07 ***
>
> Mean dependent var 131.0220 S.D. dependent var 6.532206
> Sum squared resid 97.47384 S.E. of regression 4.936442
> R-squared 0.998867 Adjusted R-squared 0.998867
> F(1, 4) 3525.337 P-value(F) 4.82e-07
> Log-likelihood -14.52006 Akaike criterion 31.04012
> Schwarz criterion 30.64955 Hannan-Quinn 29.99189
> rho 0.635889 Durbin-Watson 0.420088
>
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
------------------------------
Message: 2
Date: Wed, 14 Dec 2011 11:24:31 +0100 (CET)
From: "alexkakashi(a)libero.it" <alexkakashi(a)libero.it>
Subject: [Gretl-users] VAR parameters
To: gretl-users(a)lists.wfu.edu
Message-ID:
<17122838.2794091323858271987.JavaMail.defaultUser@defaultHost>
Content-Type: text/plain;charset="UTF-8"
Hi,
I have the following problem. I should estimate a VAR model in which some
parameters are constrained. How can I restrict some coefficients equal to 0
in
gretl?
Best regards
Alessandro
------------------------------
Message: 3
Date: Wed, 14 Dec 2011 11:28:25 +0100
From: Sven Schreiber <svetosch(a)gmx.net>
Subject: Re: [Gretl-users] VAR parameters
To: gretl-users(a)lists.wfu.edu
Message-ID: <4EE87A49.8000807(a)gmx.net>
Content-Type: text/plain; charset=ISO-8859-1
On 12/14/2011 11:24 AM, alexkakashi(a)libero.it wrote:
> Hi,
> I have the following problem. I should estimate a VAR model in which some
> parameters are constrained. How can I restrict some coefficients equal to 0
in
> gretl?
>
set up a SUR system:
system method=sur
equation ...
equation ...
equation ...
....
end system
The equation specifying syntax is like for a normal equation.
hth,
sven
------------------------------
Message: 4
Date: Wed, 14 Dec 2011 11:35:23 +0000
From: Annaert Jan <jan.annaert(a)ua.ac.be>
Subject: Re: [Gretl-users] Gretl-users Digest, Vol 59, Issue 16
To: "gretl-users(a)lists.wfu.edu" <gretl-users(a)lists.wfu.edu>
Message-ID:
<F194DC2C2D2F4140AC6D295D5AA1F3CB7A789C04(a)xmail31.ad.ua.ac.be>
Content-Type: text/plain; charset="us-ascii"
Don't forget to add the constant in the regression!
Jan
-----Original Message-----
From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.
edu]
On Behalf Of gretl-users-request(a)lists.wfu.edu
Sent: woensdag 14 december 2011 8:26
To: gretl-users(a)lists.wfu.edu
Subject: Gretl-users Digest, Vol 59, Issue 16
Send Gretl-users mailing list submissions to
gretl-users(a)lists.wfu.edu
To subscribe or unsubscribe via the World Wide Web, visit
http://lists.wfu.edu/mailman/listinfo/gretl-users
or, via email, send a message with subject or body 'help' to
gretl-users-request(a)lists.wfu.edu
You can reach the person managing the list at
gretl-users-owner(a)lists.wfu.edu
When replying, please edit your Subject line so it is more specific than "Re:
Contents of Gretl-users digest..."
------------------------------
Message: 5
Date: Wed, 14 Dec 2011 10:28:55 -0500 (EST)
From: Allin Cottrell <cottrell(a)wfu.edu>
Subject: Re: [Gretl-users] VAR parameters
To: Gretl list <gretl-users(a)lists.wfu.edu>
Message-ID: <alpine.LNX.2.00.1112141013340.455(a)waverley.dhcp.wfu.edu>
Content-Type: TEXT/PLAIN; charset=US-ASCII; format=flowed
On Wed, 14 Dec 2011, Sven Schreiber wrote:
> On 12/14/2011 11:24 AM, alexkakashi(a)libero.it wrote:
>> Hi,
>> I have the following problem. I should estimate a VAR model in which some
>> parameters are constrained. How can I restrict some coefficients equal to
0 in
>> gretl?
>
> set up a SUR system:
>
> system method=sur
> equation ...
> equation ...
> equation ...
> ....
> end system
>
> The equation specifying syntax is like for a normal equation.
We should probably enable the "restrict" command for VARs at
some point, but as Sven says you can do this as an SUR system.
Here's a trivial example:
<hansl>
open data9-7
# set up the common regressors
list X = const INCOME(-1 to -4) PRIME(-1 to -4)
varsys <- system
equation INCOME X
equation PRIME X
end system
restrict varsys
b[1,2] - b[2,2] = 0
end restrict
estimate varsys method=SUR
</hansl>
Allin Cottrell
------------------------------
Message: 6
Date: Wed, 14 Dec 2011 10:37:44 -0500 (EST)
From: Allin Cottrell <cottrell(a)wfu.edu>
Subject: Re: [Gretl-users] Different ols
To: Gretl list <gretl-users(a)lists.wfu.edu>
Message-ID: <alpine.LNX.2.00.1112141034110.455(a)waverley.dhcp.wfu.edu>
Content-Type: TEXT/PLAIN; charset=US-ASCII; format=flowed
On Wed, 14 Dec 2011, clarodina(a)lycos.com wrote:
[ nothing readable other than attached HTML ]
Please do not send HTML mail to the gretl list.
But in relation to "Wanted to save the residual against v2
from the scatterplot and have the value on the gretl How to do
using GUI rather the command?":
Use the Save menu in the model window.
--
Allin Cottrell
Department of Economics
Wake Forest University, NC
------------------------------
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
End of Gretl-users Digest, Vol 59, Issue 17
*******************************************