2:54 p.m.
Hi,
Can a stated preference discrete choice model (especially one with a
None or base alternative) be estimated in Gretl? If so, how?
Thanks,
Walt
________________________
Walter R. Paczkowski, Ph.D.
Data Analytics Corp.
44 Hamilton Lane
Plainsboro, NJ 08536
________________________
(V) 609-936-8999
(F) 609-936-3733
walt(a)dataanalyticscorp.com
www.dataanalyticscorp.com
_____________________________________________________
--
________________________
Walter R. Paczkowski, Ph.D.
Data Analytics Corp.
44 Hamilton Lane
Plainsboro, NJ 08536
________________________
(V) 609-936-8999
(F) 609-936-3733
walt(a)dataanalyticscorp.com
www.dataanalyticscorp.com
8:56 a.m.
Data Analytics Corp. schrieb:
Hi,
Can a stated preference discrete choice model (especially one with a
None or base alternative) be estimated in Gretl? If so, how?
There's ordered logit and probit, and multinomial logit. Some count data
models, too. Check out Model -> Nonlinear Models.
cheers,
sven
11:21 a.m.
Hi Sven,
Thanks for the advice, but the problem for a stated preference discrete
choice model is that estimation depends on the choice sets seen by the
individuals. Say each individual sees a choice set with three
alternatives. The estimation routine needs to know the three and which
of the three was selected. STATA allows this. I don't see that here.
Thanks,
Walt
________________________
Walter R. Paczkowski, Ph.D.
Data Analytics Corp.
44 Hamilton Lane
Plainsboro, NJ 08536
________________________
(V) 609-936-8999
(F) 609-936-3733
walt(a)dataanalyticscorp.com
www.dataanalyticscorp.com
_____________________________________________________
On 5/17/2010 4:56 AM, Sven Schreiber wrote:
Data Analytics Corp. schrieb:
> Hi,
>
> Can a stated preference discrete choice model (especially one with a
> None or base alternative) be estimated in Gretl? If so, how?
>
>
There's ordered logit and probit, and multinomial logit. Some count data
models, too. Check out Model -> Nonlinear Models.
cheers,
sven
--
________________________
Walter R. Paczkowski, Ph.D.
Data Analytics Corp.
44 Hamilton Lane
Plainsboro, NJ 08536
________________________
(V) 609-936-8999
(F) 609-936-3733
walt(a)dataanalyticscorp.com
www.dataanalyticscorp.com
12:29 p.m.
Data Analytics Corp. schrieb:
Hi Sven,
Thanks for the advice, but the problem for a stated preference discrete
choice model is that estimation depends on the choice sets seen by the
individuals. Say each individual sees a choice set with three
alternatives. The estimation routine needs to know the three and which
of the three was selected. STATA allows this. I don't see that here.
Well if the three alternatives are different from one observation to the
next (why are they always three then, though?), this is beyond me,
sorry. Probably not doable in gretl (apart from programming it up
yourself with gretl's scripting language, of course...).
good luck,
sven
12:54 p.m.
Yes, that's the problem. The three observations for one choice set
differ by an experimental design. Maybe this would be something that
should be added to gretl since many economists work with this type of
problem.
On 5/17/2010 8:29 AM, Sven Schreiber wrote:
Data Analytics Corp. schrieb:
> Hi Sven,
>
> Thanks for the advice, but the problem for a stated preference discrete
> choice model is that estimation depends on the choice sets seen by the
> individuals. Say each individual sees a choice set with three
> alternatives. The estimation routine needs to know the three and which
> of the three was selected. STATA allows this. I don't see that here.
>
>
Well if the three alternatives are different from one observation to the
next (why are they always three then, though?), this is beyond me,
sorry. Probably not doable in gretl (apart from programming it up
yourself with gretl's scripting language, of course...).
good luck,
sven
--
________________________
Walter R. Paczkowski, Ph.D.
Data Analytics Corp.
44 Hamilton Lane
Plainsboro, NJ 08536
________________________
(V) 609-936-8999
(F) 609-936-3733
walt(a)dataanalyticscorp.com
www.dataanalyticscorp.com
7:26 p.m.
New subject: gretl and GIG problems
What heppend in Gretl 1.9.0 on relation to GIG
http://www.shakty.org/code/sw.php?section=gig
I'm getting this error and before all worked all right:
? matrix results=gjrFit(rr1,1,1,null,null,1,2)
Proceeding with GJR by Glosten estimation.
Data error
error in function aparchFilter
tmp_ae = tmp_ae - filter( e, gvec)
error in function aparch
end mle
error in function garchmle
ret = aparch(depVar, meanRegressors, varRegressors, lagOrders,
garchInit, target, distrType, verbose, vcv)
error in function gjrFit
matrix ret = garchmle(depVar, alphaLag, betaLag, 3, null, 0, null,
meanRegressors, varRegressors, verbose, vcvtype)
thanks,
Davor
7:51 p.m.
New subject: gretl and GIG problems
On Mon, 17 May 2010, Davor Horvatic wrote:
What heppend in Gretl 1.9.0 on relation to GIG
http://www.shakty.org/code/sw.php?section=gig
I'm getting this error and before all worked all right:
? matrix results=gjrFit(rr1,1,1,null,null,1,2)
Proceeding with GJR by Glosten estimation.
Data error
error in function aparchFilter
> tmp_ae = tmp_ae - filter( e, gvec)
error in function aparch
> end mle
error in function garchmle
> ret = aparch(depVar, meanRegressors, varRegressors, lagOrders,
garchInit, target, distrType, verbose, vcv)
error in function gjrFit
> matrix ret = garchmle(depVar, alphaLag, betaLag, 3, null, 0, null,
meanRegressors, varRegressors, verbose, vcvtype)
Could you send me your script and your dataset? The sooner I'm able to
replicate the problem, the better.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
1:57 p.m.
New subject: problems with genr
Dear GRETLer's !
I have currently a problem using genr, here is a bit of gretl reply on a script:
======================================================
gretl version 1.8.7
Current session: 2010-05-18 15:52
? genr AAch_75-89 = Ach_75_81 + Ach_82_89
No formula supplied in genr
Error executing script: halting
genr AAch_75-89 = Ach_75_81 + Ach_82_89
======================================================
I dont see what is wrong with it, really. It seems that gretl cant create my
variable that is the sum of two dummies created from a 10 modalities discrete
variable.
May be there is a space problem ?
advice welcome on this problem !
see ya
cheers
Franck
2:15 p.m.
New subject: problems with genr
El mar, 18-05-2010 a las 15:57 +0200, Franck Nadaud escribió:
Dear GRETLer's !
I have currently a problem using genr, here is a bit of gretl reply on a script:
======================================================
gretl version 1.8.7
Current session: 2010-05-18 15:52
? genr AAch_75-89 = Ach_75_81 + Ach_82_89
No formula supplied in genr
Error executing script: halting
> genr AAch_75-89 = Ach_75_81 + Ach_82_89
======================================================
I dont see what is wrong with it, really. It seems that gretl cant create my
variable that is the sum of two dummies created from a 10 modalities discrete
variable.
May be there is a space problem ?
advice welcome on this problem !
see ya
cheers
Franck
The problem is with the dash '-' It is a character not accepted in the
name of a variable.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.ea3.ehu.es
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8 comments
6 participants
participants (6)
-
Data Analytics Corp. -
Davor Horvatic -
Franck Nadaud -
Ignacio Diaz-Emparanza -
Riccardo (Jack) Lucchetti -
Sven Schreiber