Date: Fri, 31 May 2019 09:21:08 +0200 (CEST) From: "Riccardo (Jack) Lucchetti" <r.lucchetti(a)univpm.it <mailto:r.lucchetti@univpm.it>> Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack) Lucchetti) & (Allin Cottrell) To: Gretl list <gretl-users(a)gretlml.univpm.it <mailto:gretl-users@gretlml.univpm.it>> Message-ID: <alpine.DEB.2.21.1905310911480.16858(a)ec-4.econ.univpm.it <mailto:alpine.DEB.2.21.1905310911480.16858@ec-4.econ.univpm.it>> Content-Type: multipart/mixed; boundary="-842988409-1736161747-1559287268=:16858" This message is in MIME format. The first part should be readable text, while the remaining parts are likely unreadable without MIME-aware tools. ---842988409-1736161747-1559287268=:16858 Content-Type: text/plain; charset=utf-8; format=flowed Content-Transfer-Encoding: quoted-printable On Fri, 31 May 2019, Fred Engst wrote: > #5: The sorting issue is only true in the famous mroz dataset that is=20 > used by both Wooldridge=E2=80=99s =E2=80=9CIntroductory Econometrics A = Modern Approach"=20 > textbook and HIll-Grifit-Lim=E2=80=99s =E2=80=9CPrinciples of Econometr= ics" textbook. > > However, I=E2=80=99ve just confirmed, only the one =E2=80=9Cmroz.gdt" d= ownloaded from=20 > Wooldridge=E2=80=99s datalink=20 > https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.g= <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.g=> z/download=20 > <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.= <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.=> gz/download>=20 > seems to have this problem, sorting by wage or lwage have the same=20 > results. The one downloaded from POE=E2=80=99s don=E2=80=99t. Uhm, funny. I can't reproduce this. This is what I just tried (after=20 downloading the dataset form sourceforge and storing the gdt file into a=20 temporary dir): <hansl> set verbose off open /tmp/mroz.gdt --quiet series orig_order =3D time scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 = ) printf "check: %d (unsorted: should be 0)\n", check dataset sortby wage scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 = ) printf "check: %d (sorted by wage: should be 1)\n", check dataset sortby lwage scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 = ) printf "check: %d (sorted by lwage: should be 1)\n", check dataset sortby orig_order scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D 0 = ) printf "check: %d (back to original: should be 0)\n", check </hansl> Could you please try this script? ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Universit=C3=A0 Politecnica delle Marche (formerly known as Universit=C3=A0 di Ancona) r.lucchetti(a)univpm.it <mailto:r.lucchetti@univpm.it> http://www2.econ.univpm.it/servizi/hpp/lucchetti <http://www2.econ.univpm.it/servizi/hpp/lucchetti> ------------------------------------------------------- ---842988409-1736161747-1559287268=:16858-- ------------------------------ Date: Fri, 31 May 2019 09:17:59 +0100 (BST) From: Allin Cottrell <cottrell(a)wfu.edu <mailto:cottrell@wfu.edu>> Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack) Lucchetti) & (Allin Cottrell) To: Gretl list <gretl-users(a)gretlml.univpm.it <mailto:gretl-users@gretlml.univpm.it>> Message-ID: <alpine.LNX.2.21.1905310912210.955(a)waverley.localdomain <mailto:alpine.LNX.2.21.1905310912210.955@waverley.localdomain>> Content-Type: multipart/mixed; boundary="8323329-1932899831-1559290680=:955" This message is in MIME format. The first part should be readable text, while the remaining parts are likely unreadable without MIME-aware tools. --8323329-1932899831-1559290680=:955 Content-Type: text/plain; charset=utf-8; format=flowed Content-Transfer-Encoding: quoted-printable On Fri, 31 May 2019, Fred Engst wrote: > #5: The sorting issue is only true in the famous mroz dataset that=20 > is used by both Wooldridge=E2=80=99s =E2=80=9CIntroductory Econometrics= A Modern=20 > Approach" textbook and HIll-Grifit-Lim=E2=80=99s =E2=80=9CPrinciples of= =20 > Econometrics" textbook. However, I=E2=80=99ve just confirmed, only the = one=20 > =E2=80=9Cmroz.gdt" downloaded from Wooldridge=E2=80=99s datalink [...] > seems to have this problem, sorting by wage or lwage have the same=20 > results. The one downloaded from POE=E2=80=99s don=E2=80=99t. What do the bad results look like? We probably also need to know, how exactly are you sorting? There are=20 three ways of doing this in gretl: 1) Using the sort() function, as in series wage_sorted =3D sort(wage) 2) Using the "dataset" command with the "sortby" parameter. 3) In the GUI, by displaying a series and using the sort icon. Allin --8323329-1932899831-1559290680=:955-- ------------------------------ Date: Fri, 31 May 2019 09:34:27 +0100 (BST) From: Allin Cottrell <cottrell(a)wfu.edu <mailto:cottrell@wfu.edu>> Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack) Lucchetti) & (Allin Cottrell) To: r.lucchetti(a)univpm.it <mailto:r.lucchetti@univpm.it>, Gretl list <gretl-users(a)gretlml.univpm.it <mailto:gretl-users@gretlml.univpm.it>> Message-ID: <alpine.LNX.2.21.1905310930490.955(a)waverley.localdomain <mailto:alpine.LNX.2.21.1905310930490.955@waverley.localdomain>> Content-Type: multipart/mixed; boundary="8323329-177749420-1559291668=:955" This message is in MIME format. The first part should be readable text, while the remaining parts are likely unreadable without MIME-aware tools. --8323329-177749420-1559291668=:955 Content-Type: text/plain; charset=utf-8; format=flowed Content-Transfer-Encoding: quoted-printable On Fri, 31 May 2019, Riccardo (Jack) Lucchetti wrote: > On Fri, 31 May 2019, Fred Engst wrote: > >> #5: The sorting issue is only true in the famous mroz dataset that is = used=20 >> by both Wooldridge=E2=80=99s =E2=80=9CIntroductory Econometrics A Mode= rn Approach" textbook=20 >> and HIll-Grifit-Lim=E2=80=99s =E2=80=9CPrinciples of Econometrics" tex= tbook. >> =20 >> However, I=E2=80=99ve just confirmed, only the one =E2=80=9Cmroz.gdt" = downloaded from=20 >> Wooldridge=E2=80=99s datalink=20 >> https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.= <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.=> gz/download=20 >> <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar= <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar=> .gz/download>=20 >> seems to have this problem, sorting by wage or lwage have the same res= ults.=20 >> The one downloaded from POE=E2=80=99s don=E2=80=99t. > > Uhm, funny. I can't reproduce this. This is what I just tried (after=20 > downloading the dataset form sourceforge and storing the gdt file into = a=20 > temporary dir): > > <hansl> > set verbose off > open /tmp/mroz.gdt --quiet > > series orig_order =3D time > scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D = 0 ) > printf "check: %d (unsorted: should be 0)\n", check > > dataset sortby wage > scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D = 0 ) > printf "check: %d (sorted by wage: should be 1)\n", check > > dataset sortby lwage > scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D = 0 ) > printf "check: %d (sorted by lwage: should be 1)\n", check > > dataset sortby orig_order > scalar check =3D ( min(diff(wage)) >=3D 0 ) && ( min(diff(lwage)) >=3D = 0 ) > printf "check: %d (back to original: should be 0)\n", check > </hansl> > > Could you please try this script? Good idea. Here's another little test script in the same spirit but=20 using sort(): <hansl> open /usr/local/share/gretl/data/wooldridge/mroz.gdt ols lwage 0 log(wage) --simple series swage =3D sort(wage) series slwage =3D sort(lwage) # regression results should be the same as first time ols slwage 0 log(swage) --simple # should get two zeros below eval min(swage - swage(-1)) eval min(slwage - slwage(-1)) </hansl> Allin --8323329-177749420-1559291668=:955-- ------------------------------ Date: Fri, 31 May 2019 19:40:13 +0000 From: "Summers, Peter" <psummers(a)highpoint.edu <mailto:psummers@highpoint.edu>> Subject: [Gretl-users] Re: More minor bugs or errors (Riccardo (Jack) Lucchetti) & (Allin Cottrell) To: 'Gretl list' <gretl-users(a)gretlml.univpm.it <mailto:gretl-users@gretlml.univpm.it>> Message-ID: <6A97640E2DDBB94BBE02DE6E658B320C7E140BE4(a)TOL.highpoint.edu <mailto:6A97640E2DDBB94BBE02DE6E658B320C7E140BE4@tol.highpoint.edu>> Content-Type: text/plain; charset="utf-8" > -----Original Message----- >> On Fri, 31 May 2019, Fred Engst wrote: >> >>> #5: The sorting issue is only true in the famous mroz dataset that is >>> used by both Wooldridge’s “Introductory Econometrics A Modern >>> Approach" textbook and HIll-Grifit-Lim’s “Principles of Econometrics" > textbook. >>> >>> However, I’ve just confirmed, only the one “mroz.gdt" downloaded from >>> Wooldridge’s datalink >>> https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar> >>> .gz/download >>> <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.ta <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.ta> >>> r.gz/download> seems to have this problem, sorting by wage or lwage >>> have the same results. >>> The one downloaded from POE’s don’t. >> >> Uhm, funny. I can't reproduce this. This is what I just tried (after >> downloading the dataset form sourceforge and storing the gdt file into >> a temporary dir): >> >> <hansl> >> set verbose off >> open /tmp/mroz.gdt --quiet >> >> series orig_order = time >> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 ) >> printf "check: %d (unsorted: should be 0)\n", check >> >> dataset sortby wage >> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 ) >> printf "check: %d (sorted by wage: should be 1)\n", check >> >> dataset sortby lwage >> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 ) >> printf "check: %d (sorted by lwage: should be 1)\n", check >> >> dataset sortby orig_order >> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 ) >> printf "check: %d (back to original: should be 0)\n", check </hansl> >> >> Could you please try this script? > > Good idea. Here's another little test script in the same spirit but using sort(): > > <hansl> > open /usr/local/share/gretl/data/wooldridge/mroz.gdt > ols lwage 0 log(wage) --simple > series swage = sort(wage) > series slwage = sort(lwage) > # regression results should be the same as first time ols slwage 0 log(swage) - > -simple # should get two zeros below eval min(swage - swage(-1)) eval > min(slwage - slwage(-1)) </hansl> > I can confirm that something unexpected's going on: If I run Jack's script on the Wooldridge version of mroz.gdt, I get "check = 0" in all 4 cases. Allin's script on the same data set gives identical regression results in the 2 cases, and the "eval" statements return 0's as expected. Running the same 2 scripts on the Hill et al version of mroz, I get the expected results from Jack's script, but different regression results from Allin's. Both eval statements still return 0's though: gretl version 2019c-git Current session: 2019-05-31 15:38 #open mroz.gdt ? ols lwage 0 log(wage) --simple OLS, using observations 1-428 Dependent variable: lwage coefficient std. error t-ratio p-value ------------------------------------------------------- const 0.000000 0.000000 NA NA l_wage 1.00000 0.000000 NA NA SSR = 0, R-squared = 1.000000 Warning: generated missing values ? series swage = sort(wage) ? series slwage = sort(lwage) # regression results should be the same as first time ? ols slwage 0 log(swage) --simple # should get two zeros below OLS, using observations 326-428 (n = 103) Dependent variable: slwage coefficient std. error t-ratio p-value --------------------------------------------------------- const 1.92669 0.0317078 60.76 2.41e-081 *** l_swage 0.411814 0.0496341 8.297 4.90e-013 *** SSR = 8.63157, R-squared = 0.405323 Warning: generated missing values ? eval min(swage - swage(-1)) 0 ? eval min(slwage - slwage(-1)) 0 I hope this helps, Peter ------------------------------ Subject: Digest Footer _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it <mailto:gretl-users@gretlml.univpm.it> To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it <mailto:gretl-users-leave@gretlml.univpm.it> Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ <https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/> ------------------------------ End of Gretl-users Digest, Vol 148, Issue 22 ********************************************