Am 28.09.2022 um 14:00 schrieb atecon: Section 4.5 of the gretl manual also deals with the 'stack' function. But in this case I don't think it's straightforward, Artur, it's not a case that is directly covered. At least that's how it seems to me. My suggested way until someone comes up with a better idea would be to split the file by column blocks such that each resulting new file would only contain a single variable (ROE, Var2, Var3, etc.). Once the individual variables have been read into gretl, merging them should not be a problem. cheers sven

On Wed, Sep 28, 2022 at 7:38 AM Alison Loddick < Alison.Loddick(a)northampton.ac.uk&gt; wrote: companies, so my data variables look like Var2_year 2, Var2_year 3, Var2_year 4, Var3_year 1, Var3_year 2, Var3_year 3, Var3_year 4, Etc. work. As Sven has said, this case is more awkward than the (more common) case for which gretl's stack() function is designed. You may or may not like this, but I'd say that the best way of handling the data you describe is to convert the dataset to a matrix, use gretl's matrix manipulation facilities to rearrange the data in stacked time-series form, then convert back to a dataset. Here's hansl code that does the job, taking as input a toy version of the setup you describe (attached as loddick.csv). You'll have to adjust one or two things for your real case (names of the variables, and the dimensions T and N). You can of course delete the verbose feedback on the script's progress via "printf". <hansl> open loddick.csv N = $nobs # number of companies T = 3 # number of years nvars = 4 # number of variables (excluding company names) strings conames = strvals(coname) # the company names series delete coname # convert the dataset into a matrix matrix X0 = {dataset} # add a matrix to hold the rearranged data NT = N * T matrix X1 = zeros(NT, nvars) r0 = 0 loop i=1..N printf "original row %d\n", i col = 1 loop j=1..nvars printf " variable %d\n", j loop t=1..T printf " observation %d\n", t X1[r0+t,j] = X0[i,col] col++ endloop endloop r0 += T endloop # add the names of the variables to X1 cnameset(X1, "ROE V2 V3 V4") # construct an "empty" panel dataset nulldata NT --preserve setobs T 1:1 --stacked-time-series # populate with the content of matrix X1 list L = mat2list(X1) # turn the "index" variable into company names rename index company company = $unit stringify(company, conames) # take a look the data print -o # save the modified data store loddick.gdt </hansl> Allin

Thank you. I wonder if changing the data format will make it easier - as I will have to teach students with limited ability. I can't change the format much, but I could make it longer with each variable underneath each other and years as columns. Is that what Gretl understands as stacked cross-sectional? I did try the process in the manual, but I kept getting only one year of data when I put it into the panel structure Alison Alison Loddick BSc MSc PGCE CStat Learning Development Tutor (Mathematics and Statistics) Library and Learning Services DDI +44 (0)1604 893502 [https://static.hobsons.co.uk/northampton/usermedia/Staff%20News/2017/New%...] northampton.ac.uk University of Northampton, Waterside Campus, University Road, Northampton, NN1 5PH United Kingdom From: Cottrell, Allin <cottrell(a)wfu.edu&gt; Sent: 28 September 2022 17:46 To: Gretl list <gretl-users(a)gretlml.univpm.it&gt; Subject: [Gretl-users] Re: cross-sectional panel data [CAUTION - EXTERNAL EMAIL] Please ensure you do not reply, click links, or open attachments unless you have verified the sender and know the content is safe. On Wed, Sep 28, 2022 at 12:30 PM Cottrell, Allin <cottrell@wfu.edu<mailto:cottrell@wfu.edu>> wrote: Oh, I forgot to say: There's a potential "gotcha" with this approach, but it's easy to avoid. If the original data contain any missing values, you should issue the command set skip_missing off before doing "matrix X0 = {dataset}". Otherwise the dimensions of X0 will not match the requirements of the subsequent code. Allin _______________________________________________ Gretl-users mailing list -- gretl-users@gretlml.univpm.it<mailto:gretl-users@gretlml.univpm.it> To unsubscribe send an email to gretl-users-leave@gretlml.univpm.it<mailto:gretl-users-leave@gretlml.univpm.it> Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/&... University of Northampton: Transforming Lives and Inspiring Change www.northampton.ac.uk This e-mail is private and may be confidential and is for the intended recipient only. If you are not the intended recipient you are strictly prohibited from using, printing, copying, distributing or disseminating this e-mail or any information contained in it. We virus scan all E-mails leaving The University of Northampton but no warranty is given that this E-mail and any attachments are virus free. You should undertake your own virus checking. The right to monitor E-mail communications through our networks is reserved by us. Disclaimer The information contained in this communication from the sender is confidential. It is intended solely for use by the recipient and others authorized to receive it. If you are not the recipient, you are hereby notified that any disclosure, copying, distribution or taking action in relation of the contents of this information is strictly prohibited and may be unlawful. This email has been scanned for viruses and malware, and may have been automatically archived by Mimecast, a leader in email security and cyber resilience. Mimecast integrates email defenses with brand protection, security awareness training, web security, compliance and other essential capabilities. Mimecast helps protect large and small organizations from malicious activity, human error and technology failure; and to lead the movement toward building a more resilient world. To find out more, visit our website.

Thanks, Allin, Really what I want is to convert wide data to long. Which SPSS can do. As I don't want to teach the students two packages, I think I will teach them how to manipulate the data in excel first and then read it in. Alison Alison Loddick BSc MSc PGCE CStat Learning Development Tutor (Mathematics and Statistics) Library and Learning Services DDI +44 (0)1604 893502 [https://static.hobsons.co.uk/northampton/usermedia/Staff%20News/2017/New%...] northampton.ac.uk University of Northampton, Waterside Campus, University Road, Northampton, NN1 5PH United Kingdom From: Allin Cottrell <cottrell(a)wfu.edu&gt; Sent: 28 September 2022 21:29 To: Gretl list <gretl-users(a)gretlml.univpm.it&gt; Subject: [Gretl-users] Re: cross-sectional panel data [CAUTION - EXTERNAL EMAIL] Please ensure you do not reply, click links, or open attachments unless you have verified the sender and know the content is safe. On Wed, 28 Sep 2022, Alison Loddick wrote: If teaching advanced data manipulation is not on your agenda, my recommendation would be to create a proper gretl panel dataset (gdt file) using the method I showed, and share that with your students. The method discussed in the manual is designed to handle a somewhat simpler case, where the organization of the original source data is closer to, though not equal to, what gretl wants. Frankly, the format you're talking about is pretty weird and I'd be surprised if any econometric software could make sense of it without a good deal of work. In case there's any doubt, what gretl wants from a panel dataset is a column for each variable and a block of T rows, in temporal order, for each of the N units or "individuals". Considered as a matrix it will be NT x v, where v is the number of variables. This is the "natural" generalization of cross-sectional data (N x v) and time-series data (T x v). Allin _______________________________________________ Gretl-users mailing list -- gretl-users@gretlml.univpm.it<mailto:gretl-users@gretlml.univpm.it> To unsubscribe send an email to gretl-users-leave@gretlml.univpm.it<mailto:gretl-users-leave@gretlml.univpm.it> Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/&... University of Northampton: Transforming Lives and Inspiring Change www.northampton.ac.uk This e-mail is private and may be confidential and is for the intended recipient only. If you are not the intended recipient you are strictly prohibited from using, printing, copying, distributing or disseminating this e-mail or any information contained in it. We virus scan all E-mails leaving The University of Northampton but no warranty is given that this E-mail and any attachments are virus free. You should undertake your own virus checking. The right to monitor E-mail communications through our networks is reserved by us. Disclaimer The information contained in this communication from the sender is confidential. It is intended solely for use by the recipient and others authorized to receive it. If you are not the recipient, you are hereby notified that any disclosure, copying, distribution or taking action in relation of the contents of this information is strictly prohibited and may be unlawful. This email has been scanned for viruses and malware, and may have been automatically archived by Mimecast, a leader in email security and cyber resilience. Mimecast integrates email defenses with brand protection, security awareness training, web security, compliance and other essential capabilities. Mimecast helps protect large and small organizations from malicious activity, human error and technology failure; and to lead the movement toward building a more resilient world. To find out more, visit our website.

On Wed, 28 Sep 2022, Cottrell, Allin wrote: It's a matter of taste, I know, but some people may find a little variation of Allin's script more readable: the loop <hansl> NT = N * T matrix X1 = zeros(NT, nvars) r0 = 0 loop i=1..N printf "original row %d\n", i col = 1 loop j=1..nvars printf " variable %d\n", j loop t=1..T printf " observation %d\n", t X1[r0+t,j] = X0[i,col] col++ endloop endloop r0 += T endloop </hansl> could be replaced with more compact (although probably not as transparent) syntax as follows: <hansl> matrix X1 = {} # loop over the rows of the original dataset and reshape them # as needed loop i=1..N printf "original row %d\n", i X1 = X1 | mshape(X0[i,], T, nvars) endloop </hansl> ------------------------------------------------------- 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 -------------------------------------------------------

On Fri, Sep 30, 2022 at 11:47 AM Cottrell, Allin <cottrell(a)wfu.edu&gt; wrote: Oops, I misstated that, The row vector in question is of length nvars*T, not N*t (nvars = number of variables, N = number of units in the panel dataset). Allin