I am also in favor of this feature since one could save a lot of time and it might be helpful in certain situations. Maybe this is not that difficult to implement(?) Cheers, Artur ----- Hi, I have just discovered gretl. It is quite convenient that insignificant regressors can be sequentially dropped from a regression. However, sometimes want does not want to drop certain regressors right away, even if they are insignificant (e.g. variables in levels in an unrestricted error correction model). Is it possible to exclude some variables from the routine? How?

Allin Cottrell schrieb: >> >> ----- >> Hi, I have just discovered gretl. It is quite convenient that >> insignificant regressors can be sequentially dropped from a >> regression. However, sometimes want does not want to drop certain >> regressors right away, even if they are insignificant (e.g. variables >> in levels in an unrestricted error correction model). Is it possible >> to exclude some variables from the routine? How? > > You can do this quite easily via a script. I'm not sure it's > worth implementing as a built-in command. sorry Allin, I don't see how, at least not in combination with the built-in auto omit feature. (It's clear that a handmade script can be written for a specific situation, but then it may be no quicker than doing the sequential drop by hand.)

Thanks a lot, this is really helpful! Best, Till -------- Original-Nachricht -------- > Datum: Thu, 6 Aug 2009 11:24:59 -0400 (EDT) > Von: Allin Cottrell <cottrell(a)wfu.edu&gt; > An: Gretl list <gretl-users(a)lists.wfu.edu&gt; > Betreff: Re: [Gretl-users] Sequentially dropping insignifcant regressors > On Thu, 6 Aug 2009, Sven Schreiber wrote: > > > Allin Cottrell schrieb: > > > > >> > > >> ----- > > >> Hi, I have just discovered gretl. It is quite convenient that > > >> insignificant regressors can be sequentially dropped from a > > >> regression. However, sometimes want does not want to drop certain > > >> regressors right away, even if they are insignificant (e.g. variables > > >> in levels in an unrestricted error correction model). Is it possible > > >> to exclude some variables from the routine? How? > > > > > > You can do this quite easily via a script.  I'm not sure it's > > > worth implementing as a built-in command. > > > > sorry Allin, I don't see how, at least not in combination with the > > built-in auto omit feature. (It's clear that a handmade script can be > > written for a specific situation, but then it may be no quicker than > > doing the sequential drop by hand.) > > Agreed, a script would have to be written from scratch and could > not use the auto-omit feature. > > Thinking about this some more I realized that one variant of the > request was trivial to implement.  Namely, if you give a list to > the omit command along with the --auto option, the automatic > elimination is confined to the listed variables.  I've added that > in CVS. > > In that context I realized that there was a hole in "genr" with > regard to lists: you couldn't create a new list by subtraction of > one list from another (although you could subtract an individual > variable from a list). > > That's now fixed, so if you're thinking in terms of a protected > subset of variables that should _not_ be omitted you can do this > sort of thing: > > list X = x* > ols y 0 X > list protect = x3 x4 > list omitv = X - protect > omit omitv --auto > > This might be a little awkward, but then I think it could be > confusing to switch the sense of the list supplied to omit in the > case where the --auto flag is given.  And we have a precedent in > several commands for "list given means operate on the listed > variables; no list given means operate on all relevant variables", > which is how omit --auto now works in CVS. > > Allin > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users -- GRATIS für alle GMX-Mitglieder: Die maxdome Movie-FLAT! Jetzt freischalten unter http://portal.gmx.net/de/go/maxdome01 _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users