As Peter Kennedy relates Fritz Machlup's lament: Let us remember the unfortunate econometrician who, in one of the major functions of his system, had to use a proxy for risk and a dummy for sex. ________________________________ From: gretl-users-bounces(a)lists.wfu.edu <gretl-users-bounces(a)lists.wfu.edu&gt; on behalf of gretl-users-request(a)lists.wfu.edu <gretl-users-request(a)lists.wfu.eduSent: Wednesday, November 29, 2017 4:28 AM To: gretl-users(a)lists.wfu.edu Subject: Gretl-users Digest, Vol 130, Issue 11 Send Gretl-users mailing list submissions to gretl-users(a)lists.wfu.edu To subscribe or unsubscribe via the World Wide Web, visit http://lists.wfu.edu/mailman/listinfo/gretl-users Gretl-users Info Page - Wake Forest University<http://lists.wfu.edu/mailman/listinfo/gretl-userslists.wfu.edu A list for discussing the use of gretl, including requests for help. To see the collection of prior postings to the list, visit the Gretl-users Archives. or, via email, send a message with subject or body 'help' to gretl-users-request(a)lists.wfu.edu You can reach the person managing the list at gretl-users-owner(a)lists.wfu.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Gretl-users digest..." Today's Topics: 1. Instrument variables (Sofia Gori) 2. Re: Instrument variables (Riccardo (Jack) Lucchetti) 3. Re: Instrument variables (Sven Schreiber) 4. Re: Instrument variables (Sofia Gori) 5. Wilcoxon.gfn package: removal and alternative (Sven Schreiber) ---------------------------------------------------------------------- Message: 1 Date: Tue, 28 Nov 2017 18:04:43 +0100 From: Sofia Gori <sofiagori9(a)gmail.comTo: gretl-users(a)lists.wfu.edu Subject: [Gretl-users] Instrument variables Message-ID: <CANRGUkZpTVXh5JwCPbs9E0NvXgWiXOfy+Zun+wTOBPdKDytGHQ(a)mail.gmail.comContent-Type: text/plain; charset="utf-8" Hello, I am a new user there. I'd like to know the steps in order to add instrument variables to a single exogenous variable. In Gretl it seems that you are able to add as many instruments as you want, but you cannot specify the variable to which the instrument is related. Thank you for your attention. Sofia -------------- next part -------------- An HTML attachment was scrubbed... URL: <http://lists.wfu.edu/pipermail/gretl-users/attachments/20171128/8ceb1b2a/... ------------------------------ Message: 2 Date: Tue, 28 Nov 2017 18:36:45 +0100 (CET) From: "Riccardo (Jack) Lucchetti" <r.lucchetti(a)univpm.itTo: Gretl list <gretl-users(a)lists.wfu.eduSubject: Re: [Gretl-users] Instrument variables Message-ID: <alpine.DEB.2.21.1711281835200.26970(a)ec-4.econ.univpm.itContent-Type: text/plain; charset="utf-8"; Format="flowed" On Tue, 28 Nov 2017, Sofia Gori wrote: You don't have to. All the instruments act simultaneously on all regressors. This is not something gretl-specific, this is the way IV estimation works. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Universit? Politecnica delle Marche (formerly known as Universit? di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti Jack's Home Page - econ.univpm.it<http://www2.econ.univpm.it/servizi/hpp/lucchettiwww2.econ.univpm.it Riccardo "Jack" Lucchetti homepage Questa è la mia homepage. Lo so che è spartana, per gli standard moderni; nemmeno uno sfondo, una gif animata... ------------------------------------------------------- ------------------------------ Message: 3 Date: Tue, 28 Nov 2017 22:05:43 +0100 From: Sven Schreiber <svetosch(a)gmx.netTo: gretl-users(a)lists.wfu.edu Subject: Re: [Gretl-users] Instrument variables Message-ID: <5424cf18-912a-05e2-a596-0b6638bf6e39(a)gmx.netContent-Type: text/plain; charset=utf-8; format=flowed Am 28.11.2017 um 18:36 schrieb Riccardo (Jack) Lucchetti: Of course Jack is right, but in case the question was meant as to how certain variables are marked as "endogenous" (and thus needing instruments): You announce certain regressors to gretl as exogenous by also including them in the list of instruments. Then by implication, all regressors that are _not_ instruments are treated as endogenous. (A quotation from the TSLS/IV help: "Note that any exogenous regressors should appear in both lists." [independent variables and instruments]) cheers, sven ------------------------------ Message: 4 Date: Wed, 29 Nov 2017 08:11:09 +0000 From: Sofia Gori <sofiagori9(a)gmail.comTo: Gretl list <gretl-users(a)lists.wfu.eduSubject: Re: [Gretl-users] Instrument variables Message-ID: <CANRGUkZbZBUoALNN_cGMwgPx1CuCZzPazjBm-NPmRQyg0SS1ww(a)mail.gmail.comContent-Type: text/plain; charset="utf-8" Mine was a misstatement: what I intended to write was ?endogenous? instead of ?exogenous?. I both thank you for resolving my problem. Il giorno mar 28 nov 2017 alle 22:05 Sven Schreiber <svetosch(a)gmx.net&gt; ha scritto: Gretl-users Info Page - Wake Forest University<http://lists.wfu.edu/mailman/listinfo/gretl-userslists.wfu.edu A list for discussing the use of gretl, including requests for help. To see the collection of prior postings to the list, visit the Gretl-users Archives. -------------- next part -------------- An HTML attachment was scrubbed... URL: <http://lists.wfu.edu/pipermail/gretl-users/attachments/20171129/521e704c/... ------------------------------ Message: 5 Date: Wed, 29 Nov 2017 10:28:21 +0100 From: Sven Schreiber <svetosch(a)gmx.netTo: Gretl list <gretl-users(a)lists.wfu.eduSubject: [Gretl-users] Wilcoxon.gfn package: removal and alternative Message-ID: <e79e297a-f78f-a864-7c95-0fefdb6e706b(a)gmx.netContent-Type: text/plain; charset=utf-8; format=flowed Hi all, the contributed function package Wilcoxon.gfn is going to be removed from the server soon. Gretl covers the functionality (the signed rank Wilcoxon test) with the built-in command 'difftest'. Example usage for series x and y (see also the difftest help): difftest x y --signed-rank And you can retrieve the results via the usual $test and $pvalue accessors. If you need a functional form, you could use something like this trivial wrapper: <hanslfunction scalar wilcoxonreplacement(series x, series y) difftest x y --signed-rank return $test end function </hansl In the graphical interface (GUI) you would go to: Tools/Nonparametric tests/ Difference test. Happy testing, Sven ------------------------------ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users Gretl-users Info Page - Wake Forest University<http://lists.wfu.edu/mailman/listinfo/gretl-userslists.wfu.edu A list for discussing the use of gretl, including requests for help. To see the collection of prior postings to the list, visit the Gretl-users Archives. End of Gretl-users Digest, Vol 130, Issue 11 ********************************************