4:39 p.m.
Hi PS,
Want to have the coefficients maximising t value
Matlab have a add on doing the maximisation
How to do the maximising on gretl?
Clarodina
10:23 p.m.
Clarodina,
I don't know of any add-on in Matlab or any other econometric software that's
designed to maximize t-statistics. I also don't know of any reason why you'd want
to do that.
Having said that, I suppose you could write this problem down in the same way you'd do
a maximum likelihood estimation, or possibly GMM. Gretl does ML and GMM estimation -- see
chapters 19 and 20 of the user's guide. Is that what you're wanting to do? If so,
that's definitely NOT maximizing the t-statistics in a regression.
At any rate, if you really want to get maximum t's (in absolute value?), you'll
have to program that yourself.
PS
________________________________________
From: gretl-users-bounces(a)lists.wfu.edu [gretl-users-bounces(a)lists.wfu.edu] on behalf of
clarodina(a)lycos.com [clarodina(a)lycos.com]
Sent: Wednesday, December 21, 2011 11:39 AM
To: gretl-users(a)lists.wfu.edu
Subject: [Gretl-users] Optimization
Hi PS,
Want to have the coefficients maximising t value
Matlab have a add on doing the maximisation
How to do the maximising on gretl?
Clarodina
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
7:33 p.m.
New subject: Cost elasticity of Substitution
Hi All,
Could someone gist me how to apply the cost elasticity of subsitution formula
found in attached file.
Cheers
________________________________
From: "Summers, Peter" <psummers(a)highpoint.edu>
To: Gretl list <gretl-users(a)lists.wfu.edu>
Sent: Wednesday, December 21, 2011 11:23 PM
Subject: Re: [Gretl-users] Optimization
Clarodina,
I don't know of any add-on in Matlab or any other econometric software that's
designed to maximize t-statistics. I also don't know of any reason why you'd want
to do that.
Having said that, I suppose you could write this problem down in the same way you'd do
a maximum likelihood estimation, or possibly GMM. Gretl does ML and GMM estimation -- see
chapters 19 and 20 of the user's guide. Is that what you're wanting to do? If so,
that's definitely NOT maximizing the t-statistics in a regression.
At any rate, if you really want to get maximum t's (in absolute value?), you'll
have to program that yourself.
PS
________________________________________
From: gretl-users-bounces(a)lists.wfu.edu [gretl-users-bounces(a)lists.wfu.edu] on behalf of
clarodina(a)lycos.com [clarodina(a)lycos.com]
Sent: Wednesday, December 21, 2011 11:39 AM
To: gretl-users(a)lists.wfu.edu
Subject: [Gretl-users] Optimization
Hi PS,
Want to have the coefficients maximising t value
Matlab have a add on doing the maximisation
How to do the maximising on gretl?
Clarodina
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
7:40 p.m.
New subject: Cost elasticity of Substitution
On Thu, 22 Dec 2011, Anutechia Asongu wrote:
Could someone gist me how to apply the cost elasticity of
subsitution formula found in attached file.
The first thing that comes to mind is the nls command (chapter
18 in the User's Guide). Or mle if you can write down the
log-likelihood.
Allin Cottrell
8:25 a.m.
El 21/12/11 17:39, clarodina(a)lycos.com escribió:
Hi PS,
Want to have the coefficients maximising t value
Matlab have a add on doing the maximisation
How to do the maximising on gretl?
Clarodina
Please, look at the manual !!
Gretl User’s Guide, Chapter 5, section 5.9
--
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
8:31 a.m.
El 21/12/11 17:39, clarodina(a)lycos.com escribió:
Hi PS,
Want to have the coefficients maximising t value
Matlab have a add on doing the maximisation
How to do the maximising on gretl?
Clarodina
Sorry, from time to time, our dear developers change the structure of
the manual. In the manual files of the Windows snapshot version of gretl
(or the CVS version) that you may find in
http://gretl.ecn.wfu.edu/pub/gretl/manual/en/
this things are in chapter 28.
--
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
10:22 a.m.
Is it not the case that when the coefficients have a t-distribution that
the ols estimates have minimum variance and thus maximise the t-statistics.
If you are trying to fit a heavy tailed distribution to some phenomenum
and wis to estimate the appropriate degrees of freedom be sure to use a
form of generalised t-distribUtion as there are constraints on the mean and
variance of the standard t-distribution.
On Wednesday, 21 December 2011, clarodina(a)lycos.com <clarodina(a)lycos.com>
wrote:
Hi PS,
Want to have the coefficients maximising t value
Matlab have a add on doing the maximisation
How to do the maximising on gretl?
Clarodina
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
--
John C Frain
Economics Department
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj@tcd.ie
mailto:frainj@gmail.com
9:56 a.m.
New subject: Overlapping Intervals
Hi All,
I'm using GMM DIFF(Arellano & Bond) to explore convergence in African
Stock Markets. Really, what keeps puzzling me is the how to specify my model with the
jargons of "overlapping intervals", "nonoverlapping intervals",
"end period intervals", I find in the literature. If this is the Autoregression
Order(as I infer), then how do I reconcile this inference with the results which reports
only one estimated coefficient for the lagged endogenous variable?. Could someone come to
my rescue?
Cheers
________________________________
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days inactive
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7 comments
6 participants
participants (6)
-
Allin Cottrell -
Anutechia Asongu -
clarodina＠lycos.com -
Ignacio Diaz-Emparanza -
John C Frain -
Summers, Peter