7:12 p.m.
Dear gretl developers,
During the last months I have taught a course in Applied
econometrics, where the students have written four exam papers
analysing real economic data using gretl 1.6.0.
After my and my students experiences with using gretl for this
course, I have the following suggestions for new features in gretl:
* Add a menu entry for creating cross tabulation tables, for cross
tabulation of one variable against the other
* Add the possibility to calculate bootstrapped confidence intervals
for OLS estimates.
* For OLS output, also show the ANOVA table (or add a check box where
the user can choose to show the ANOVA table in the output)
For the augmented Augmented Dickey-Fuller test, regarding the
"testing-down algorithm" for choosing lag length, it says in the help
file: "In the context of step 2 above, 'significant' means that the
t-statistic for the last lag has an asymptotic two-sided p-value,
against the normal distribution, of 0.10 or less."
Suggestion:
* Include an option where the user can specify the value of the
asymptotic two-sided p-value himself, so the user is not stuck with
the 0.10 value
* Add the possibility to automatically choose the lag length based on
Akaike Information Criterion (AIC), Schwarz Bayesian criterion (BIC)
or Hannan-Quinn criterion (HQC) (possibly by using a drop down list
where the user can choose which method to use) instead of only
testing if the lags are significant. This possibility should of
course also be included in the Engle-Granger cointegration test.
After estimating a model and choosing "Tests > Collinearity" from the
output window, the variance infation factors (VIF) are given. Suggestion:
* Also show the value of the determinant of X'X as a measure of
multicollinearity (see, e.g., Montgomery et al., Introduction to
Linear Regression Analysis, Wiley: 2006, p. 340)
Some suggestions for cosmetic changes:
* Move the "Augmented Dickey-Fuller test" and "KPSS test" into a new
submenu entry "Variable > Unit root test", as follows: "Variable >
Unit root test > Augmented Dickey-Fuller test" and "Variable > Unit
root test > KPSS test"
* When adding Logs of selected varaibles call it ln_x or log_x
instead of l_x, in line with the use of sq_x. It makes it easier to
see what the variable is.
* In the outputs decimals (,) are used as separators (e.g., 3,14),
but for input one have to use a full stop (.) as separator (e.g.,
3.14). This is somwehat unintuitive, and should be changed so that
the same is used for output and input.
Some other suggestions for new features: Add menu entries for calculating
*1-sample sign test
*1-sample Wilcoxon signed rank test
*2-sample Wilcoxon rank sum test
If these latter tests are added, then create a new submenu
"Variable > Nonparametric tests" where the Runs test, the 1-sample
sign test, 1-sample Wilcoxon signed rank test and 2-sample Wilcoxon
rank sum test are placed.
Finally, thanks for a really great software. The students really liked it.
Best regards,
Andreas Karlsson,
Uppsala University,
Sweden
4:48 a.m.
Andreas Karlsson schrieb:
* Add a menu entry for creating cross tabulation tables, for cross
tabulation of one variable against the other
Do you have in mind a GUI for 'xtab' or something else? Anyway I agree
it would be useful.
* For OLS output, also show the ANOVA table (or add a check box
where
the user can choose to show the ANOVA table in the output)
I don't understand this one, can you explain a bit?
...
* In the outputs decimals (,) are used as separators (e.g., 3,14),
but
for input one have to use a full stop (.) as separator (e.g., 3.14).
This is somwehat unintuitive, and should be changed so that the same is
used for output and input.
AFAIK the period (.) is only required in scripts and such. Otherwise it
may be a bug.
-sven
5:34 a.m.
New subject: Suggestions for new features and some changes ingretl
El Lunes, 5 de Febrero de 2007 10:48, Sven Schreiber escribió:
> * In the outputs decimals (,) are used as separators (e.g.,
3,14), but
> for input one have to use a full stop (.) as separator (e.g., 3.14).
> This is somwehat unintuitive, and should be changed so that the same is
> used for output and input.
AFAIK the period (.) is only required in scripts and such. Otherwise it
may be a bug.
In some languages may be incorrect to use points as decimal separators, so
by default, Gretl tries to show the output using the decimal point/comma as
established in the Linux/Windows locale settings. Some time ago Allin decided
that in the right hand of the equations, for example in "genr" commands, we
should use as standard the decimal point. This allows, for example to use the
same script in different languages.
If your Linux/Windows locale settings has a comma as decimal separator, but
you prefer to have decimal points in the gretl output, you can change this
in /Tools/Preferences/General, unselecting the tick on "use locale setting
for decimal point".
--
Ignacio Díaz-Emparanza
Dpto. de Economía Aplicada III (Econometría y Estadística)
UPV-EHU
5:53 a.m.
New subject: Suggestions for new features and some changes in gretl
On Mon, February 5, 2007 10:48, Sven Schreiber wrote:
Andreas Karlsson schrieb:
>
> * Add a menu entry for creating cross tabulation tables, for cross
> tabulation of one variable against the other
Do you have in mind a GUI for 'xtab' or something else? Anyway I agree
it would be useful.
This is being worked on.
> * For OLS output, also show the ANOVA table (or add a check box
where
> the user can choose to show the ANOVA table in the output)
I don't understand this one, can you explain a bit?
I think Andreas means the classic table with total/explained/residual
sums of squares and corresponding degrees of freedom.
Now, I *personally* don't like it very much; if you ask me, the best I
can say for it is that it's redundant. Moreover, it's rather easy to
build it via user commands and "$" accessors, if one wants. But it'd be
easy to add an --anova switch to ols (and corresponding checkbox) if
popular demand requires it.
> * In the outputs decimals (,) are used as separators (e.g.,
3,14), but
> for input one have to use a full stop (.) as separator (e.g., 3.14).
> This is somwehat unintuitive, and should be changed so that the same is
> used for output and input.
AFAIK the period (.) is only required in scripts and such. Otherwise it
may be a bug.
For my take on this subject, see
http://ricardo.ecn.wfu.edu/pipermail/gretl-users/2006-January/000270.html
If I could go back in time, one of the things I would do is campaign
vigorously against locale-dependent decimal separators in gretl, at the
cost of a hunger strike. But it's too late now (and by the way, some
people seem to like them, so I guess I'll just shut up).
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
1:35 p.m.
On Sun, 4 Feb 2007, Andreas Karlsson wrote:
During the last months I have taught a course in Applied
econometrics, where the students have written four exam papers
analysing real economic data using gretl 1.6.0.
After my and my students experiences with using gretl for this
course, I have the following suggestions for new features in
gretl:
Thanks for the suggestions! People have already given some
responses to your points, but here's a summary and update.
* Add a menu entry for creating cross tabulation tables, for
cross tabulation of one variable against the other
This is available via the "xtab" command, which is now accessible
using a new GUI menu item, "/View/Cross Tabulation". Note that
this works only for discrete variables. It won't automatically
bin continuous variables for you. On the other hand it's not
difficult to bin variables yourself using "genr".
* Add the possibility to calculate bootstrapped confidence
intervals for OLS estimates.
That's possible already, though you have to do it manually (no
GUI). One of the functions in "genr" is resample(). See section
5 of chapter 5 of the User's Guide, "Resampling and
bootstrapping". May be worth adding to the GUI.
* For OLS output, also show the ANOVA table (or add a check box
where the user can choose to show the ANOVA table in the output)
I agree with Jack that this is redundant, but since redundancy can
sometimes serve a pedagogical purpose, I've done this: When you
estimate a model via the GUI, in the model window there's a menu
titled "Analysis" (with covariance matrix etc.). I've added an
"ANOVA" entry to that menu, which displays the table. This item
is available only for models that are estimated via OLS, and that
include a constant.
For the augmented Augmented Dickey-Fuller test, regarding the
"testing-down algorithm" for choosing lag length...
Your suggestions on this are useful, but will take a bit longer to
implement.
After estimating a model and choosing "Tests >
Collinearity"
from the output window, the variance infation factors (VIF) are
given. Suggestion: Also show the value of the determinant of
X'X...
Done: In this window we now show these characteristics of X'X:
one-norm, determinant, and reciprocal condition number (the last
is actually a better guide than the determinant).
Some suggestions for cosmetic changes:
* Move the "Augmented Dickey-Fuller test" and "KPSS
test" into a
new submenu entry "Variable > Unit root test", as follows:
"Variable > Unit root test > Augmented Dickey-Fuller test" and
"Variable > Unit root test > KPSS test"
We're thinking of adding the DF-GLS test before long. If/when we
do that it make sense to add another menu layer as you suggest.
* When adding Logs of selected varaibles call it ln_x or log_x
instead of l_x, in line with the use of sq_x. It makes it easier
to see what the variable is.
The trouble with longer prefixes is that you tend to run out of
space, if people are using long variable names close to the
15-character maximum. There's also a backward compatibility
issue, for example scripts may be in use that rely on the "l_x"
pattern for auto-generated logs.
* In the outputs decimals (,) are used as separators (e.g.,
3,14), but for input one have to use a full stop (.) as
separator (e.g., 3.14). This is somwehat unintuitive, and should
be changed so that the same is used for output and input.
As others have said, we debated this issue at some length before.
The outcome was this:
1. Use of the locale decimal separator for output is there, but
can be turned off under Preferences.
2. Numbers given in scripts _must_ use '.' as decimal separator.
Jack and I argued that the alternative is just too complex and
error-prone.
3. When numbers are entered via gui dialog boxes, the expectation
for the decimal separator is in agreement with the choice made
under point 1. (And if this is not the case in some instances,
it's a bug.)
Some other suggestions for new features: Add menu entries for
calculating
*1-sample sign test
*1-sample Wilcoxon signed rank test
*2-sample Wilcoxon rank sum test
Not very high priority (for me), but could be added at some point.
Allin.
8:41 a.m.
New subject: Suggestions for new features and some changes in gretl
Citerar Allin Cottrell <cottrell(a)wfu.edu>:
> * Add a menu entry for creating cross tabulation tables, for
> cross tabulation of one variable against the other
This is available via the "xtab" command, which is now accessible
using a new GUI menu item, "/View/Cross Tabulation". Note that
this works only for discrete variables. It won't automatically
bin continuous variables for you. On the other hand it's not
difficult to bin variables yourself using "genr".
Thanks, it looks nice. Would it be possible to add a checkbox for also showing
the row or column percentages for each row or column, respectively, together
with the frequency count, as for example SPSS does?
> * Add the possibility to calculate bootstrapped confidence
> intervals for OLS estimates.
That's possible already, though you have to do it manually (no
GUI). One of the functions in "genr" is resample(). See section
5 of chapter 5 of the User's Guide, "Resampling and
bootstrapping". May be worth adding to the GUI.
A GUI for this would be really great and useful.
> * For OLS output, also show the ANOVA table (or add a check box
> where the user can choose to show the ANOVA table in the output)
I agree with Jack that this is redundant, but since redundancy can
sometimes serve a pedagogical purpose, I've done this: When you
estimate a model via the GUI, in the model window there's a menu
titled "Analysis" (with covariance matrix etc.). I've added an
"ANOVA" entry to that menu, which displays the table. This item
is available only for models that are estimated via OLS, and that
include a constant.
Thanks a lot. I know that it is redundant, but my students are used to getting
an ANOVA table with the output, as for example SPSS and MINITAB produces.
However, I noticed that the ANOVA table produced by gretl is not complete: The
general form of the ANOVA table my students are used to are as follows:
Source of Sums of Degrees of Mean F P-value
Variation squares freedom squares
Regression Regression k Regression Regression MS/ P
SS MS Residual MS
Residual Residual n-k-1 Residual
SS MS
Total Total SS n-1
As for exampel this one produced by SPSS:
http://www.utexas.edu/its/rc/tutorials/stat/spss/spss2/images/Reg5.gif
and this one produced by MINITAB:
http://www.indiana.edu/~statmath/stat/minitab/win/ANOVA.gif
> For the augmented Augmented Dickey-Fuller test, regarding the
> "testing-down algorithm" for choosing lag length...
Your suggestions on this are useful, but will take a bit longer to
implement.
> After estimating a model and choosing "Tests > Collinearity"
> from the output window, the variance infation factors (VIF) are
> given. Suggestion: Also show the value of the determinant of
> X'X...
Done: In this window we now show these characteristics of X'X:
one-norm, determinant, and reciprocal condition number (the last
is actually a better guide than the determinant).
Could you also include the value of the X'X matrix when it is in correlation
form? In that case the determinant of X'X is 0<=|X'X|<=1, which I think is
useful because if |X'X|=1 the regressors are orthogonal, while if |X'X|=0 there
is an exact linear dependence among the regressors. Thus it is a measure of the
degree of multicollinearity that is easy for the students to interpret and
understand, which is useful for pedagogical purposes.
> Some suggestions for cosmetic changes:
> * Move the "Augmented Dickey-Fuller test" and "KPSS test" into a
> new submenu entry "Variable > Unit root test", as follows:
> "Variable > Unit root test > Augmented Dickey-Fuller test" and
> "Variable > Unit root test > KPSS test"
We're thinking of adding the DF-GLS test before long. If/when we
do that it make sense to add another menu layer as you suggest.
> * When adding Logs of selected varaibles call it ln_x or log_x
> instead of l_x, in line with the use of sq_x. It makes it easier
> to see what the variable is.
The trouble with longer prefixes is that you tend to run out of
space, if people are using long variable names close to the
15-character maximum. There's also a backward compatibility
issue, for example scripts may be in use that rely on the "l_x"
pattern for auto-generated logs.
Would it be hard to increase the 15-charcter maximum?
> * In the outputs decimals (,) are used as separators (e.g.,
> 3,14), but for input one have to use a full stop (.) as
> separator (e.g., 3.14). This is somwehat unintuitive, and should
> be changed so that the same is used for output and input.
As others have said, we debated this issue at some length before.
The outcome was this:
1. Use of the locale decimal separator for output is there, but
can be turned off under Preferences.
2. Numbers given in scripts _must_ use '.' as decimal separator.
Jack and I argued that the alternative is just too complex and
error-prone.
3. When numbers are entered via gui dialog boxes, the expectation
for the decimal separator is in agreement with the choice made
under point 1. (And if this is not the case in some instances,
it's a bug.)
> Some other suggestions for new features: Add menu entries for
> calculating
> *1-sample sign test
> *1-sample Wilcoxon signed rank test
> *2-sample Wilcoxon rank sum test
Not very high priority (for me), but could be added at some point.
Thanks for giving it som thoughts, anyway.
Regards and thanks for a great software,
Andreas
6452
days inactive
6456
days old
5 comments
5 participants
participants (5)
-
Allin Cottrell -
Andreas Karlsson -
Ignacio Díaz-Emparanza -
Riccardo (Jack) Lucchetti -
Sven Schreiber