From: gretl-users-request(a)lists.wfu.edu Subject: Gretl-users Digest, Vol 41, Issue 6 To: gretl-users(a)lists.wfu.edu Date: Tue, 8 Jun 2010 12:00:02 -0400 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. Urgent question regarding Panel Regressions- Fixed and Random Effects (Julio Acu?a) 2. * * Urgent question regarding Panel Regressions- Fixed and Random Effect (Julio Acu?a) 3. Re: troubles with shared libraries under cygwin (denis joubert) 4. RES: * * Urgent question regarding Panel Regressions- Fixed and Random Effect (Bruno Thiago Tomio) 5. Re: * * Urgent question regarding Panel Regressions- Fixed and Random Effect (Sven Schreiber) ---------------------------------------------------------------------- Message: 1 Date: Mon, 7 Jun 2010 11:04:22 -0600 From: Julio Acu?a <neocell83(a)hotmail.com&gt; Subject: [Gretl-users] Urgent question regarding Panel Regressions- Fixed and Random Effects To: <gretl-users(a)lists.wfu.edu&gt; Message-ID: <COL112-W17844CCAA47DF737855600A6D50(a)phx.gbl&gt; Content-Type: text/plain; charset="iso-8859-1" _________________________________________________________________ Hotmail: Trusted email with powerful SPAM protection. https://signup.live.com/signup.aspx?id=60969 -------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.wfu.edu/pipermail/gretl-users/attachments/20100607/35360545/... ------------------------------ Message: 2 Date: Mon, 7 Jun 2010 11:12:25 -0600 From: Julio Acu?a <neocell83(a)hotmail.com&gt; Subject: [Gretl-users] * * Urgent question regarding Panel Regressions- Fixed and Random Effect To: <gretl-users(a)lists.wfu.edu&gt; Message-ID: <COL112-W16BAA9EFDB56527BEF04FEA6D50(a)phx.gbl&gt; Content-Type: text/plain; charset="iso-8859-1" Sorry for the last email, dont know what went wrong. Here?s my quesitons: I?m running a panel regression, with 5 different units, 13 observations each for a total of nT=65. 1. When I test for fixed effects, the test results shows no fxed effects presents, thus common intercept. The thing is that with this regression everything is perfect: normally distributed errors, homescedastic erros, highly significant coefficiets, etc. With the above mentioned, according to theory I should be able to just run OLS ( pooled regrssion) because there are no fixed effects, But when I do that I get heterescedastic errors, i fix that but I have to modify my model afterwards. THe questions are: 1. Is panel regression using some kind of robust estimation technique? such as newey west cov matrix? 2. WHen I test for random effects i get the following message: "not enough degrees of freedom", are we using the standard hausman test for random effects? thanks for everyhtihng , salu2!! _________________________________________________________________ Hotmail: Powerful Free email with security by Microsoft. https://signup.live.com/signup.aspx?id=60969 -------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.wfu.edu/pipermail/gretl-users/attachments/20100607/69885b41/... ------------------------------ Message: 3 Date: Mon, 7 Jun 2010 23:46:21 +0200 From: denis joubert <denis.joubert(a)gmail.com&gt; Subject: Re: [Gretl-users] troubles with shared libraries under cygwin To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Message-ID: <AANLkTiklPJiwyquJxhTiQ2ldvJP1M1xegCLJO22ip0Dw(a)mail.gmail.com&gt; Content-Type: text/plain; charset=UTF-8 Hi Allin, I tried to enable gui in order to build shared modules but it doesn't work with the present sources (checkout today). It failed on gui2/gtksourceview and no shared librairies can not be build into plugin (i tried launching make alone in this) and got this message again : "libtool: link: warning: undefined symbols not allowed in i686-pc-cygwin shared libraries" Are you on holiday yet ? hope it is/was good :-) best regards, Denis 2010/6/2 Allin Cottrell <cottrell(a)wfu.edu&gt;: > > On Tue, 1 Jun 2010, denis joubert wrote: > >> the DLL are not compiled under the plugins directory, only .a >> and .la are created. It spoke about undefined references when >> attempting to create shared librairies in the build process. (i >> use --disable-gui ) > > Sorry for the slow-motion responses, but I'm on holiday at > present. I suspect that --disable-gui is the problem here, since a > few of the plugins do in fact depend on GUI code. I'll have to do > some testing of the Windows build. > > Allin Cottrell > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > ------------------------------ Message: 4 Date: Mon, 7 Jun 2010 21:48:38 -0300 From: "Bruno Thiago Tomio" <bttomio(a)al.furb.br&gt; Subject: [Gretl-users] RES: * * Urgent question regarding Panel Regressions- Fixed and Random Effect To: "'Gretl list'" <gretl-users(a)lists.wfu.edu&gt; Message-ID: <81ECE8FD237D4F40A300C8D99EABBDAD@bruno> Content-Type: text/plain; charset="iso-8859-1" Not a full answer, anyway: To run Hausman's test you need to have a number of cross-units higher than a number of variables. Good luck, Bruno Thiago Tomio _____ De: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] Em nome de Julio Acu?a Enviada em: segunda-feira, 7 de junho de 2010 14:12 Para: gretl-users(a)lists.wfu.edu Assunto: [Gretl-users] * * Urgent question regarding Panel Regressions- Fixed and Random Effect Sorry for the last email, dont know what went wrong. Here?s my quesitons: I?m running a panel regression, with 5 different units, 13 observations each for a total of nT=65. 1. When I test for fixed effects, the test results shows no fxed effects presents, thus common intercept. The thing is that with this regression everything is perfect: normally distributed errors, homescedastic erros, highly significant coefficiets, etc. With the above mentioned, according to theory I should be able to just run OLS ( pooled regrssion) because there are no fixed effects, But when I do that I get heterescedastic errors, i fix that but I have to modify my model afterwards. THe questions are: 1. Is panel regression using some kind of robust estimation technique? such as newey west cov matrix? 2. WHen I test for random effects i get the following message: "not enough degrees of freedom", are we using the standard hausman test for random effects? thanks for everyhtihng , salu2!! _____ Hotmail: Powerful Free email with security by Microsoft. Get it now. <https://signup.live.com/signup.aspx?id=60969> -------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.wfu.edu/pipermail/gretl-users/attachments/20100607/7f5a84ca/... ------------------------------ Message: 5 Date: Tue, 08 Jun 2010 10:57:00 +0200 From: Sven Schreiber <svetosch(a)gmx.net&gt; Subject: Re: [Gretl-users] * * Urgent question regarding Panel Regressions- Fixed and Random Effect To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Message-ID: <4C0E05DC.7030808(a)gmx.net&gt; Content-Type: text/plain; charset=ISO-8859-1 Am 07.06.2010 19:12, schrieb Julio Acu?a: > Sorry for the last email, dont know what went wrong. > > Here?s my quesitons: > > I?m running a panel regression, with 5 different units, 13 observations > each for a total of nT=65. > Standard panel methods are for "large N". This is not the case with your data. You still can put unit dummies in a standard regression equation, though, and continue from there. cheers, sven ------------------------------ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users End of Gretl-users Digest, Vol 41, Issue 6 ******************************************