5:26 p.m.
On Sat, 12 Feb 2011, Birger Baksaas wrote:
Coefficients from the Ordered Logit function are correct in gretl,
but
the signs seem to be mixed up.
According to the user guide, gretl fits an ascending cumulative odds
model. Then it predicts the odds of being at or below a particular
category. In this case the slopes for independent variables simply have
wrong signs.
I note that the gretl coefficients and cut-points (magnitude and
sign) agree with those given by Wooldridge in his Econometric
Analysis of Cross Section and Panel Data, Example 15.5 on Asset
Allocation. A script for this example is in the Gretl User's Guide
(in fact ordered probit is used, but the signs are the same for
logit). And the theoretical account of the method in the User's
Guide is, so far as I can see, fully consistent with that given by
Wooldridge. So I'm puzzled.
Allin Cottrell
10:19 p.m.
New subject: Sign mix-up for ordered logit
On Sat, 12 Feb 2011, Allin Cottrell wrote:
On Sat, 12 Feb 2011, Birger Baksaas wrote:
> Coefficients from the Ordered Logit function are correct in gretl, but
> the signs seem to be mixed up...
Sorry, I should have paid more attention to your initial posting.
You said you were using gretl 1.8.7. I have a feeling we may have
fixed something in this department since a year ago. If that's so
it ought to be in the Changelog, and I don't see it there, but
still... Try your examples with current gretl (1.9.3, but 1.9.4
will be out before long) and see if the problem is still there.
Allin Cottrell
11:20 p.m.
New subject: Sign mix-up for ordered logit
On Sat, 12 Feb 2011, Allin Cottrell wrote:
On Sat, 12 Feb 2011, Allin Cottrell wrote:
> On Sat, 12 Feb 2011, Birger Baksaas wrote:
>
>> Coefficients from the Ordered Logit function are correct in gretl, but
>> the signs seem to be mixed up...
Sorry, I should have paid more attention to your initial posting.
You said you were using gretl 1.8.7. I have a feeling we may have
fixed something in this department since a year ago. If that's so
it ought to be in the Changelog, and I don't see it there, but
still... Try your examples with current gretl (1.9.3, but 1.9.4
will be out before long) and see if the problem is still there.
Ubuntu is a great distro, I use it myself on my laptop, but the gretl
version it contains is often outdated (blame it on the blazing speed of
gretl's development :-)). Here's a step-by-step guide for building 1.9.3
on Ubuntu (I'm assuming you're a novice: if you find the following
condescending/patronising/boring, I'm sorry, but maybe someone else
won't):
0) Important: before you do anything else, uninstall the existing version
of gretl from your system. There are many ways to do this. I suppose that
you, as a Ubuntu user, will find this easy to do via synaptic or other GUI
tools. Please be sure to have removed gretl from your PC before you
continue.
1) Download the source tarball by visiting this link:
http://sourceforge.net/projects/gretl/files/gretl/1.9.3/gretl-1.9.3.tar.b...
2) The tarball contains a directory called "gretl-1.9.3"; unpack it where
you want (your home folder will do just fine; I keep mine as a subdir of
$HOME/src/, but it's just a matter of taste). From here on, I'll assume
you unpacked it in your $HOME, so you have a subdirectory
~/gretl-1.9.3/, which contains loads of stuff (a "Changelog" file, a
"Compatlog" file, a "lib" subdirectory, etc.)
3) Now, install all the stuff you need for building gretl: open a terminal
and execute the following commands:
sudo apt-get build-dep gretl
sudo apt-get install texlive-latex-recommended texlive-latex-extra
You may be able to do this via synaptic, but I wouldn't know how to do
it; besides, you'll have to use the terminal anyway for the next
steps, so you'll might as well start here.
4) while still in the terminal, navigate to the source directory via the
"cd" command, as in
cd ~/gretl-1.9.3
5) now execute the command
./configure --enable-build-doc --enable-quiet-build
you should see quite a few messages and, at the end, something like
Now type 'make' to build gretl.
You can also do 'make pdfdocs' to build the PDF documentation.
6) Build gretl by executing "make", as in
make
the terminal will show you what the compiler is doing, with lines like
CC adf_kpss.lo
CC bhhh_max.lo
CC bootstrap.lo
CC boxplots.lo
CC calendar.lo
CC compare.lo
...
Ubuntu's version of gcc is set in such a way that you'll also see lots of
warnings on missing return values; don't panic, they're totally harmless.
Ignore them. Really.
7) Install gretl:
sudo make install
Again, this will take a while, and you'll see your terminal full of
messages. That's ok. It should stop after something like:
make[2]: Entering directory `/home/yourname/gretl-1.9.3/share/bcih'
cp -fp fedstl.bin /usr/local/share/gretl/db/fedstl.bin
cp -fp ../../share/bcih/fedstl.idx /usr/local/share/gretl/db/fedstl.idx
make[2]: Leaving directory `/home/yourname/gretl-1.9.3/share/bcih'
make[1]: Leaving directory `/home/yourname/gretl-1.9.3/share/'
8) Give it a go: run gretl. If all is well, you ought to see gretl
start, at which point just exit the program in the usual way. Life is
fine. On the other hand, there is the possibility that gretl doesn't start
and instead you see a message like
/usr/local/bin/gretl_x11: error while loading shared libraries:
libgretl-1.0.so.0: cannot open shared object file: No such file or
directory
In this case, just run
sudo ldconfig
The problem should be fixed once and for all.
9) Close the terminal and enjoy a modern gretl version.
Hope this helps! :-)
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
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Allin Cottrell -
Riccardo (Jack) Lucchetti