1:31 a.m.
Thanks both Jack & Allin!
# 2: now I know why it didn’t work (where I live gretl can’t access the website without a
VPN) and have corrected it.
#3 & 6: I can live with this. It all has to do with long names. A partial solution is
perhaps to add a note field in model icon so that the user can provide a more descriptive
information about each model. This will be helpful for someone like me who has a poor
memory of the models that I have created and for what purpose, etc. However, this is not a
high priority item, just a thought.
#5: The sorting issue is only true in the famous mroz dataset that is used by both
Wooldridge’s “Introductory Econometrics A Modern Approach" textbook and
HIll-Grifit-Lim’s “Principles of Econometrics" textbook.
However, I’ve just confirmed, only the one “mroz.gdt" downloaded from Wooldridge’s
datalink https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.gz/...
<https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.gz/...
seems to have this problem, sorting by wage or lwage have the same results. The one
downloaded from POE’s don’t.
#7: I can live with this also. I’ll just have to piece multiple models manually.
I will try to accumulate more work for you later. :)
Thanks again for this great project!
Fred
7:21 a.m.
New subject: More minor bugs or errors (Riccardo (Jack) Lucchetti) & (Allin Cottrell)
On Fri, 31 May 2019, Fred Engst wrote:
#5: The sorting issue is only true in the famous mroz dataset that is
used by both Wooldridge’s “Introductory Econometrics A Modern Approach"
textbook and HIll-Grifit-Lim’s “Principles of Econometrics" textbook.
However, I’ve just confirmed, only the one “mroz.gdt" downloaded from
Wooldridge’s datalink
https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.gz/...
<https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.gz/...
seems to have this problem, sorting by wage or lwage have the same
results. The one downloaded from POE’s don’t.
Uhm, funny. I can't reproduce this. This is what I just tried (after
downloading the dataset form sourceforge and storing the gdt file into a
temporary dir):
<hansl>
set verbose off
open /tmp/mroz.gdt --quiet
series orig_order = time
scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
printf "check: %d (unsorted: should be 0)\n", check
dataset sortby wage
scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
printf "check: %d (sorted by wage: should be 1)\n", check
dataset sortby lwage
scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
printf "check: %d (sorted by lwage: should be 1)\n", check
dataset sortby orig_order
scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
printf "check: %d (back to original: should be 0)\n", check
</hansl>
Could you please try this script?
-------------------------------------------------------
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
-------------------------------------------------------
8:17 a.m.
New subject: More minor bugs or errors (Riccardo (Jack) Lucchetti) & (Allin Cottrell)
On Fri, 31 May 2019, Fred Engst wrote:
#5: The sorting issue is only true in the famous mroz dataset that
is used by both Wooldridge’s “Introductory Econometrics A Modern
Approach" textbook and HIll-Grifit-Lim’s “Principles of
Econometrics" textbook. However, I’ve just confirmed, only the one
“mroz.gdt" downloaded from Wooldridge’s datalink [...]
seems to have this problem, sorting by wage or lwage have the same
results. The one downloaded from POE’s don’t.
What do the bad results look like?
We probably also need to know, how exactly are you sorting? There are
three ways of doing this in gretl:
1) Using the sort() function, as in
series wage_sorted = sort(wage)
2) Using the "dataset" command with the "sortby" parameter.
3) In the GUI, by displaying a series and using the sort icon.
Allin
8:34 a.m.
New subject: More minor bugs or errors (Riccardo (Jack) Lucchetti) & (Allin Cottrell)
On Fri, 31 May 2019, Riccardo (Jack) Lucchetti wrote:
On Fri, 31 May 2019, Fred Engst wrote:
> #5: The sorting issue is only true in the famous mroz dataset that is used
> by both Wooldridge’s “Introductory Econometrics A Modern Approach" textbook
> and HIll-Grifit-Lim’s “Principles of Econometrics" textbook.
>
> However, I’ve just confirmed, only the one “mroz.gdt" downloaded from
> Wooldridge’s datalink
> https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.gz/...
>
<https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar.gz/...
> seems to have this problem, sorting by wage or lwage have the same results.
> The one downloaded from POE’s don’t.
Uhm, funny. I can't reproduce this. This is what I just tried (after
downloading the dataset form sourceforge and storing the gdt file into a
temporary dir):
<hansl>
set verbose off
open /tmp/mroz.gdt --quiet
series orig_order = time
scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
printf "check: %d (unsorted: should be 0)\n", check
dataset sortby wage
scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
printf "check: %d (sorted by wage: should be 1)\n", check
dataset sortby lwage
scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
printf "check: %d (sorted by lwage: should be 1)\n", check
dataset sortby orig_order
scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
printf "check: %d (back to original: should be 0)\n", check
</hansl>
Could you please try this script?
Good idea. Here's another little test script in the same spirit but
using sort():
<hansl>
open /usr/local/share/gretl/data/wooldridge/mroz.gdt
ols lwage 0 log(wage) --simple
series swage = sort(wage)
series slwage = sort(lwage)
# regression results should be the same as first time
ols slwage 0 log(swage) --simple
# should get two zeros below
eval min(swage - swage(-1))
eval min(slwage - slwage(-1))
</hansl>
Allin
7:40 p.m.
New subject: More minor bugs or errors (Riccardo (Jack) Lucchetti) & (Allin Cottrell)
-----Original Message-----
> On Fri, 31 May 2019, Fred Engst wrote:
>
>> #5: The sorting issue is only true in the famous mroz dataset that is
>> used by both Wooldridge’s “Introductory Econometrics A Modern
>> Approach" textbook and HIll-Grifit-Lim’s “Principles of
Econometrics"
textbook.
>>
>> However, I’ve just confirmed, only the one “mroz.gdt" downloaded from
>> Wooldridge’s datalink
>> https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.tar
>> .gz/download
>> <https://sourceforge.net/projects/gretl/files/datafiles/wooldridge.ta
>> r.gz/download> seems to have this problem, sorting by wage or lwage
>> have the same results.
>> The one downloaded from POE’s don’t.
>
> Uhm, funny. I can't reproduce this. This is what I just tried (after
> downloading the dataset form sourceforge and storing the gdt file into
> a temporary dir):
>
> <hansl>
> set verbose off
> open /tmp/mroz.gdt --quiet
>
> series orig_order = time
> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
> printf "check: %d (unsorted: should be 0)\n", check
>
> dataset sortby wage
> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
> printf "check: %d (sorted by wage: should be 1)\n", check
>
> dataset sortby lwage
> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
> printf "check: %d (sorted by lwage: should be 1)\n", check
>
> dataset sortby orig_order
> scalar check = ( min(diff(wage)) >= 0 ) && ( min(diff(lwage)) >= 0 )
> printf "check: %d (back to original: should be 0)\n", check
</hansl>
>
> Could you please try this script?
Good idea. Here's another little test script in the same spirit but using sort():
<hansl>
open /usr/local/share/gretl/data/wooldridge/mroz.gdt
ols lwage 0 log(wage) --simple
series swage = sort(wage)
series slwage = sort(lwage)
# regression results should be the same as first time ols slwage 0 log(swage) -
-simple # should get two zeros below eval min(swage - swage(-1)) eval
min(slwage - slwage(-1)) </hansl>
I can confirm that something unexpected's going on:
If I run Jack's script on the Wooldridge version of mroz.gdt, I get "check =
0" in all 4 cases. Allin's script on the same data set gives identical regression
results in the 2 cases, and the "eval" statements return 0's as expected.
Running the same 2 scripts on the Hill et al version of mroz, I get the expected results
from Jack's script, but different regression results from Allin's. Both eval
statements still return 0's though:
gretl version 2019c-git
Current session: 2019-05-31 15:38
#open mroz.gdt
? ols lwage 0 log(wage) --simple
OLS, using observations 1-428
Dependent variable: lwage
coefficient std. error t-ratio p-value
-------------------------------------------------------
const 0.000000 0.000000 NA NA
l_wage 1.00000 0.000000 NA NA
SSR = 0, R-squared = 1.000000
Warning: generated missing values
? series swage = sort(wage)
? series slwage = sort(lwage)
# regression results should be the same as first time
? ols slwage 0 log(swage) --simple # should get two zeros below
OLS, using observations 326-428 (n = 103)
Dependent variable: slwage
coefficient std. error t-ratio p-value
---------------------------------------------------------
const 1.92669 0.0317078 60.76 2.41e-081 ***
l_swage 0.411814 0.0496341 8.297 4.90e-013 ***
SSR = 8.63157, R-squared = 0.405323
Warning: generated missing values
? eval min(swage - swage(-1))
0
? eval min(slwage - slwage(-1))
0
I hope this helps,
Peter
8:20 a.m.
New subject: More minor bugs or errors (Riccardo (Jack) Lucchetti) & (Allin Cottrell)
On Fri, 31 May 2019, Summers, Peter wrote:
I can confirm that something unexpected's going on:
Thanks, Peter. I've found two relevant differences between the
Wooldridge and POE4 versions of the Mroz data.
First, the POE4 version doesn't contain an "lwage" series, so to do
the sorting comparison it's necessary to add it first:
series lwage = log(wage) # or similar command
Second, in POE the "wage" values for women who are not in the labor
force are given as zero, while in Wooldridge they're given as NA.
In POE, sorting by wage and lwage are not going to produce the same
results at all. Sorting by wage, all the zeros come first. But a zero
wage gives an NA log(wage) and NAs get sorted to the end. Hence the
completely different results you get from the two regressions in my
test script.
If I run Jack's script on the Wooldridge version of mroz.gdt, I
get
"check = 0" in all 4 cases.
But this I can't replicate and don't understand. Are you sure? Could
you try this variant of Jack's test:
<hansl>
open <Wooldrige Mroz data>
scalar check = min(diff(wage)) >= 0 && min(diff(lwage)) >= 0
printf "check: %d (unsorted: should be 0)\n", check
dataset sortby wage
scalar check = min(diff(wage)) >= 0 && min(diff(lwage)) >= 0
printf "check: %d (sorted by wage: should be 1)\n", check
if check != 1
printf "min(diff(wage)) = %g\n", min(diff(wage))
printf "min(diff(lwage)) = %g\n", min(diff(lwage))
endif
</hansl>
Allin
8:57 a.m.
New subject: More minor bugs or errors (Riccardo (Jack) Lucchetti) & (Allin Cottrell)
On Sat, 1 Jun 2019, Allin Cottrell wrote:
On Fri, 31 May 2019, Summers, Peter wrote:
> If I run Jack's script on the Wooldridge version of mroz.gdt, I get "check
> = 0" in all 4 cases.
But this I can't replicate and don't understand.
Ah, never mind. I _can_ replicate this on Windows. NAs are not being
handled correctly under "dataset sortby" (though they are handled OK
by the sort() function).
Now I know where to look for a fix.
Allin
1791
days inactive
1792
days old
6 comments
4 participants
participants (4)
-
Allin Cottrell -
Fred Engst -
Riccardo (Jack) Lucchetti -
Summers, Peter