7:46 p.m.
Dear all, Does gretl have anything to compute Hausman and Taylor's estimator?
as in Greene, 7-th, 11.8.1 11.8.1; stata: xthtaylor; R: pht{plm} Oleh
7:51 p.m.
A while ago, I had to deal with this:
http://lists.wfu.edu/pipermail/gretl-users/2013-September/009199.html
Fortunately, Allin had a package at this time as you will see there.
Best
Artur
Am 9. Dezember 2015 20:46:01 MEZ, schrieb oleg_komashko(a)ukr.net:
Dear all, Does gretl have anything to compute Hausman and
Taylor's
estimator?
as in Greene, 7-th, 11.8.1 11.8.1; stata: xthtaylor; R: pht{plm} Oleh
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8:04 p.m.
On Wed, 9 Dec 2015, Artur Tarassow wrote:
A while ago, I had to deal with this:
http://lists.wfu.edu/pipermail/gretl-users/2013-September/009199.html
Fortunately, Allin had a package at this time as you will see there.
Allin's package is in fact an add-on, which is automatically installed
together with gretl: Model>Panel>Panel IV Model.
-------------------------------------------------------
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
-------------------------------------------------------
8:08 p.m.
Very nice, I wasn't aware of this!
Artur
Am 9. Dezember 2015 21:04:05 MEZ, schrieb "Riccardo (Jack) Lucchetti"
<r.lucchetti(a)univpm.it>:
On Wed, 9 Dec 2015, Artur Tarassow wrote:
> A while ago, I had to deal with this:
> http://lists.wfu.edu/pipermail/gretl-users/2013-September/009199.html
>
> Fortunately, Allin had a package at this time as you will see there.
Allin's package is in fact an add-on, which is automatically installed
together with gretl: Model>Panel>Panel IV Model.
-------------------------------------------------------
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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8:11 p.m.
Am 09.12.2015 um 21:08 schrieb Artur Tarassow:
Very nice, I wasn't aware of this!
Artur
Am 9. Dezember 2015 21:04:05 MEZ, schrieb "Riccardo (Jack) Lucchetti"
<r.lucchetti(a)univpm.it>:
On Wed, 9 Dec 2015, Artur Tarassow wrote:
A while ago, I had to deal with this:
http://lists.wfu.edu/pipermail/gretl-users/2013-September/009199.html
Fortunately, Allin had a package at this time as you will see there.
Allin's package is in fact an add-on, which is automatically installed
together with gretl: Model>Panel>Panel IV Model.
There's no mention of the names "Hausman" or "Taylor" to be seen
in
there, so no wonder people are not aware of it...
cheers,
sven
8:26 p.m.
1) Thanks, package.zip outputs the same as other soft
2) It seems not to documented in ivpanel: help tells about 3 options: 1: fixed, 2:
between, 3: G2SLS - as I could see iv analogue of random effects Where is HT in there?
Oleh
9 грудня 2015, 22:11:29, від "Sven Schreiber" < svetosch(a)gmx.net >:
Am 09.12.2015 um 21:08 schrieb Artur Tarassow:
Very nice, I wasn't aware of this!
Artur
Am 9. Dezember 2015 21:04:05 MEZ, schrieb "Riccardo (Jack) Lucchetti"
< r.lucchetti(a)univpm.it >:
On Wed, 9 Dec 2015, Artur Tarassow wrote:
A while ago, I had to deal with this:
http://lists.wfu.edu/pipermail/gretl-users/2013-September/009199.html
Fortunately, Allin had a package at this time as you will see there.
Allin's package is in fact an add-on, which is automatically installed
together with gretl: Model>Panel>Panel IV Model.
There's no mention of the names "Hausman" or "Taylor" to be seen
in
there, so no wonder people are not aware of it...
cheers,
sven
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Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
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9:37 p.m.
On Wed, 9 Dec 2015, oleg_komashko(a)ukr.net wrote:
It seems not to documented in ivpanel: help tells about 3 options:
1: fixed, 2: between, 3: G2SLS - as I could see iv analogue of
random effects Where is HT in there?
It's not included. It probably should be, but Hausman-Taylor didn't
yet make it into the ivpanel package.
In the meantime I've uploaded a slightly updated version of my
stand-alone Hausman-Taylor package, which never actually got
published, to the server; right now it's in staging at:
http://ricardo.ecn.wfu.edu/gretl/staging_fnfiles/hausman_taylor.zip
At some point it, or an improved version of same, should be rolled
into ivpanel.
Allin
9:49 p.m.
Thank you, Allin The matter was as follows. It is in Hill Griffith Lim, the main book I
use in my course. And it's absent (if I don't make a mistake) in Lee Adkins gretl
book. Today I had killed a whole day with Greene 11.8.1 before reproducing HGL example,
since Greene doesn't say how to treat constants and about df correction. If I
didn't asked I'd make a redundant package. Lee coauthored Using stata with HGL and
included xhtaylor there. That's why I think it should get official status as soon as
possible. Oleh
9 грудня 2015, 23:36:41, від "Allin Cottrell" < cottrell(a)wfu.edu >:
On Wed, 9 Dec 2015, oleg_komashko(a)ukr.net wrote:
It seems not to documented in ivpanel: help tells about 3 options:
1: fixed, 2: between, 3: G2SLS - as I could see iv analogue of
random effects Where is HT in there?
It's not included. It probably should be, but Hausman-Taylor didn't
yet make it into the ivpanel package.
In the meantime I've uploaded a slightly updated version of my
stand-alone Hausman-Taylor package, which never actually got
published, to the server; right now it's in staging at:
http://ricardo.ecn.wfu.edu/gretl/staging_fnfiles/hausman_taylor.zip
At some point it, or an improved version of same, should be rolled
into ivpanel.
Allin
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7 comments
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participants (5)
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Allin Cottrell -
Artur Tarassow -
oleg_komashko＠ukr.net -
Riccardo (Jack) Lucchetti -
Sven Schreiber