Re: [Gretl-users] Something wrong with sample rectriction in panel data
Hi,
With panels I'm almost always using
--balanced together with --restrict and w or w/o --replace
Perhaps this should be the standard in panel data sets and the user has to add
--unbalanced instead?
Btw, it's very helpful that
smpl --res --rep --bal works!
Leon
Am 18.11.2013 um 19:16 schrieb Giuseppe Vittucci
<ignatiusreilly75(a)yahoo.it>:
Dear,
sample restriction does not seem to work well in panel data...
I have recently installed gretl 1.9.13 on my laptop.
Here are the issues:
1) when you restrict the sample, gretl continues to put the indication
"Full range" in the status bar.
Example:
open greene14_1.gdt
smpl year > 1970 --restrict --replace
"Full range" in the status bar does not disappear.
2) the option time-dummies in the panel command does not work as
expected when the sample is restricted and it also messes all the time
dummies.
Example:
open greene14_1.gdt
genr timedum
panel C 0 Q PF LF dt_*
panel C 0 Q PF LF --time-dummies
The previous commands work as expected and the last two estimates are
equal as they should be.
Instead, if you restrict the sample, the two estimates are different:
smpl year > 1972 --restrict --replace
panel C 0 Q PF LF dt_*
panel C 0 Q PF LF --time-dummies
The former is correct, whereas the latter includes less time dummies...
Moreover, it rewrites the time dummies and completely messes them...
Giuseppe
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