Hi all,
a user brought to my attention the following slight glitch: assuming you
have the "Wooldridge" dataset collection installed, the following script
<hansl>
open fertil3.gdt
setobs 1 1913
ols gfr time tsq gfr_1
</hansl>
produces an ols printout where gretl displays the DW statistic instead of
Durbin's h, as it should (since the lagged dependent variable is among the
regressors).
This is no gretl bug: it's a consequence of the fact that the
"fertil3.gdt" dataset does not contain the proper calendar information
and, more importantly, the lagged variables are stored in the dataset but
are not marked as such. A slight modification of the above script that
deals with this problem could be
<hansl>
open fertil3.gdt
setobs 1 1913
delete gfr_*
ols gfr const time gfr(-1)
</hansl>
where the lags of "gfr" are cleaned first and then regenerated on the fly
as needed.
Nevertheless, it would be nice if gretl shipped a version of this dataset
in which this issue is fixed. Is there anyone who uses regularly the
Wooldridge example files who could spend an hour compiling a list of the
data files that need fixing?
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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