On Sun, 28 Dec 2014, Sven Schreiber wrote:
Am 28.12.2014 um 20:37 schrieb Allin Cottrell:
>> Arrays of strings are not the right tool for the job here; you should use
>> lists. Suppose your "explainedVars" are all put in a list named Y and
>> "explanatoryVars" in a list named X. Then this would do the analysis:
>> loop foreach i Y -q
>> loop foreach j X -q
>> list reglist = Y[i] 0 X[j]
>> ols reglist
(Minor point: I have to say, putting both the LHS _and_ the RHS into one
single list for the ols command feels a little like an abuse of the
syntax and I'm surprised gretl's not complaining about wrong number of
arguments or something similar.)
Internally, all of gretl's basic estimation commands accept a single
list argument for the regression specification. For the user doc we
split this into "dependent variable" plus "independent variables"
but supplying a single named list is OK.
> The use of the variable "reglist" in the inner loop
above ought to
> be unnecessary, but up till now it has been required due to a little
> bug in the interpreter. That's now fixed in CVS and snapshots, so
> one can simply do
> ols Y[i] 0 X[j]
This is interesting, I didn't know that indexing into a list like this
is possible. It doesn't seem to be documented, or is it?
It hasn't been available for very long. I'll have to check whether
it's actually documented.
According to what I've learned about the 'loop foreach'
would have done the following instead, which feels more natural to me:
ols $i 0 $j
That will work, though it uses string substitution, which is
basically evil. (Note to self: I need to write an explanation of why
I really don't like string substitution and would like to get rid of
it if at all possible).