head(gretldata)

gretldata

On Mon, 31 Aug 2015, oleg_komashko(a)ukr.net wrote: > I used two portable versions of gretl for windows: > I used XP > > 1.10.1 > and snapshot > > Here are the fragments of the results of gretl\Tools\Start GNU_R > > 1.10.1 > > current data loaded as ts object "gretldata" >> head(gretldata) > LRM LRY IBO IDE > [1,] 11.63255 5.903658 0.1547356 0.0940 > [2,] 11.60415 5.873820 0.1779912 0.0955 > > OK! > But > > Snapshot > > Type 'q()' to quit R. > >> gretldata > Error: object 'gretldata' not found I'm afraid that was fall-out from a change I made in response to http://lists.wfu.edu/pipermail/gretl-devel/2015-July/005886.html It should now be OK in CVS and snapshots. Allin _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

Dear all, To reproduce 1) open denmark.gdt 2) estimate ols LRM 0 LRY IBO IDE via GUI 3) In Model window choose Tests/Omit variables Select Sequential elimination Set alpha = 0.08 Fragment of output: Sequential elimination using two-sided alpha = 0.08 4) Repeat step 3 with the initial model with the default alpha of 0.10 Fragment of output: Sequential elimination using two-sided alpha = 0.08

> 4) Is it possible to extract fixed effects stats from felogit. > Again, with mfx in mind Maybe Jack can answer that.

Dear Riccardo, As I could guess LIMDEP do it Individual effects consistent for logit, though biased. Even for probit where they are inconsistent they can be calculated. Greene gives so simple algorithm for estimating fe probit I did it in R several months ago in less than 2 hours.

On Tue, 1 Sep 2015, oleg_komashko(a)ukr.net wrote: > 1)Gretl have a nice option to output confidence intervals for ols, > hsk and the like Is there a possibility to do it via a script? Since you have $coeff, $stderr, $df and critical(), yes. > 2)It's very easy to add a function to my Waldtest package finding > confidence intervals for nonlinear functions of parameters Will it > be useful? Could be. > 3) Is it possible to modify heckit command so as it output full > covariance matrix. This is need for mfx Here what's now in CVS. After heckit estimation you now have an accessor named $model (this is also true for single-equation models of all sorts). This gives you a bundle, which contains the regular accessors such as coeff but also some extra stuff, and one of the extra things for heckit is a matrix named full_vcv. The heckit full_vcv has entries for each parameter in the main equation, each parameter in the selection equation, then sigma and rho. Unlike the regular $vcv it does not include an entry for lambda, which is a derived magnitude, not subject to direct ML estimation. (I should say, right now this is only for ML heckit). Illustration: heckit ... bundle b = $model # what's in the bundle? print b matrix V = b.full_vcv k = rows(V) scalar se_sigma = sqrt(V[k-1,k-1]) scalar se_rho = sqrt(V[k,k]) The standard errors produced in this way agree with Stata. > 4) Is it possible to extract fixed effects stats from felogit. > Again, with mfx in mind Maybe Jack can answer that. Allin _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

Dear list members, how to download databases using package getQuandl?

On Sun, 30 Aug 2015, Carlos Andrade wrote: Dear list members, how to download databases using package getQuandl? > The getQuandl package was contributed by Yi-Nung Yang, so the gretl developers don't have any special insight to offer. The package looks potentially useful, but it is certainly under-documented: the help text offers no guidance on the arguments to the getQuandl() function. If you open the browser for installed packages (/Tools/Function packages/On local machine), one of the right-click options for the selected package is "View code". Looking at the code for getQuandl() gives slightly more of a clue as to what's going on; and I guess that if you visited the Quandl website that might shed some more light. It's only recently that we've started exerting some editorial control over contributed function packages; on today's criteria we would require proper documentation before approving such a package. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

The bottom line is that Quandl data access via gretl on Windows is not going to work until we rebuild libcurl. However, I find that it works fine on Linux using libcurl 7.44.0.