4:50 p.m.
Sven, thanks for the reply. Your suggestions do not work - I still get the
March 2016 files.
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On 20 July 2016 at 17:00, <gretl-users-request(a)lists.wfu.edu> wrote:
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Today's Topics:
1. Re: User Guide Versionand other documentation and Gretl 2016c
(Sven Schreiber)
2. Re: F-test: Fixed Effects vs Pooled OLS (Sven Schreiber)
3. Re: F-test: Fixed Effects vs Pooled OLS (Bruno Gobeil)
----------------------------------------------------------------------
Message: 1
Date: Wed, 20 Jul 2016 16:27:05 +0200
From: Sven Schreiber <svetosch(a)gmx.net>
To: gretl-users(a)lists.wfu.edu
Subject: Re: [Gretl-users] User Guide Versionand other documentation
and Gretl 2016c
Message-ID: <f581fb81-6b98-a1ea-2ea7-16167705c9ac(a)gmx.net>
Content-Type: text/plain; charset=windows-1252; format=flowed
Am 16.07.2016 um 23:41 schrieb George Matysiak:
> Having installed Gretl 2016c I notice that the User Guide is dated March
> 2016, as is the Command Reference, Hansl Primer and Package Function
> Guide. Are the latest versions not automatically installed on a Gretl
> upodate? Thanks.
>
Sorry for the non-response, apparently it's vacation time. I presume
you're using Windows. If you uninstall the old gretl version first, then
it should be the latest pdf versions. If you're as lazy as I am and
simply install the new version over the old one then not necessarily.
You could manually delete the pdfs and then gretl will (try to) download
the current versions when you select the corresponding menu items.
cheers,
sven
------------------------------
Message: 2
Date: Wed, 20 Jul 2016 16:35:33 +0200
From: Sven Schreiber <svetosch(a)gmx.net>
To: gretl-users(a)lists.wfu.edu
Subject: Re: [Gretl-users] F-test: Fixed Effects vs Pooled OLS
Message-ID: <4ce96501-77fa-eb0b-ce9c-da970cd4a2d0(a)gmx.net>
Content-Type: text/plain; charset=windows-1252; format=flowed
Am 20.07.2016 um 15:28 schrieb Bruno Gobeil:
> Hello!
>
>
>
> I would like to better understand the rational for using the following
> formula for determining the denominator degrees of freedom for the
> F-test: n(t-1)-(k-1); where n is the number of regions, t the number of
> years, k the number of parameters, including the constant. I thought
> that the use of the de-meaned data approach compared to LSDV approach
> for the fixed effects model would lead to a higher number of denominator
> degrees of freedom, as suggested in the Gretl Guide, with the following
> formula: nt-k.
>
If I understand your question correctly, then here is my answer: LSDV
and de-meaned data fixed effects ("within" estimation) are equivalent
for testing purposes. To put it differently, de-meaning is also a
statistical estimation procedure, because you do not know the expected
population values a priori and hence you have to estimate them via the
arithmetic means. Hence you cannot gain d.o.f. by the within/de-meaned
estimator.
This is not gretl-specific, of course.
hth,
sven
------------------------------
Message: 3
Date: Wed, 20 Jul 2016 14:41:00 +0000
From: Bruno Gobeil <bruno.gobeil(a)dunsky.com>
To: Gretl list <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] F-test: Fixed Effects vs Pooled OLS
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Content-Type: text/plain; charset="iso-8859-1"
Thanks very much for your quick response. It is much appreciated.
Regards,
Bruno Gobeil
Senior Consultant | Consultant principal
DUNSKY ENERGY CONSULTING | DUNSKY EXPERTISE EN ?NERGIE
[t] 514.504.9030??*26?? [f] 514.289.2665?? [e] bruno.gobeil(a)dunsky.com
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-----Original Message-----
From: gretl-users-bounces(a)lists.wfu.edu [mailto:
gretl-users-bounces(a)lists.wfu.edu] On Behalf Of Sven Schreiber
Sent: July 20, 2016 10:36 AM
To: gretl-users(a)lists.wfu.edu
Subject: Re: [Gretl-users] F-test: Fixed Effects vs Pooled OLS
Am 20.07.2016 um 15:28 schrieb Bruno Gobeil:
> Hello!
>
>
>
> I would like to better understand the rational for using the following
> formula for determining the denominator degrees of freedom for the
> F-test: n(t-1)-(k-1); where n is the number of regions, t the number
> of years, k the number of parameters, including the constant. I
> thought that the use of the de-meaned data approach compared to LSDV
> approach for the fixed effects model would lead to a higher number of
> denominator degrees of freedom, as suggested in the Gretl Guide, with
> the following
> formula: nt-k.
>
If I understand your question correctly, then here is my answer: LSDV and
de-meaned data fixed effects ("within" estimation) are equivalent for
testing purposes. To put it differently, de-meaning is also a statistical
estimation procedure, because you do not know the expected population
values a priori and hence you have to estimate them via the arithmetic
means. Hence you cannot gain d.o.f. by the within/de-meaned estimator.
This is not gretl-specific, of course.
hth,
sven
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End of Gretl-users Digest, Vol 114, Issue 8
*******************************************
5:55 p.m.
New subject: Gretl-users Digest, Vol 114, Issue 8
Am 20.07.2016 um 18:50 schrieb George Matysiak:
Sven, thanks for the reply. Your suggestions do not work - I still
get
the March 2016 files.
Well if you really deleted the old files manually it sounds very
improbable to me that gretl would download them again. So I guess the
old files must still be lying around on your hard disk somewhere where
gretl is looking for them. Unfortunately right now I'm not sure exactly
what those locations could be.
In any case, if you need to look at the new files they are also here:
https://sourceforge.net/projects/gretl/files/manual/
cheers,
sven
6:21 p.m.
New subject: Gretl-users Digest, Vol 114, Issue 8
On Wed, 20 Jul 2016, George Matysiak wrote:
Sven, thanks for the reply. Your suggestions do not work - I still
get the March 2016 files.
Ah, I think I know what may be happening here. Have you at some
point selected A4-format documentation? (Under
/Tools/Preferences/General there's an item "PDF manual preference"
where you can select US letter paper or A4 paper.)
Here's the thing: each release package includes current versions of
the Gretl User's Guide and the Gretl Command Reference (PDF files)
in US letter format. But if you want the A4 versions they are
downloaded on demand. And in this respect there's a gap in our
updating logic: if you have once downloaded (for example) the A4
User's Guide, then it will be found on your system thereafter and
will not be downloaded again, even if it goes out of date.
Uninstalling gretl won't help: the old A4 PDF files will not get
deleted since they were not part of the initial gretl installation.
We need to figure out a proper fix for this, but in the meantime
here are two possible work-arounds:
1. Select US letter format under Preferences, and you'll see the new
PDF files that were installed with gretl 2016c.
2. Manually delete the old PDF files under the "doc" folder in your
gretl installation. Then when you go to consult them the new
versions will get downloaded from sourceforge.
On the other hand, if the Preferences/General dialog is NOT showing
A4 as your preferred PDF format, then I don't know what's happening.
I have verified that the 2016c release files on sourceforge contain
the Guide and Reference as of July 6, 2016.
Allin Cottrell
2836
days inactive
2836
days old
2 comments
3 participants
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Allin Cottrell -
George Matysiak -
Sven Schreiber