Alecos Papadopoulos | 13 Jun 01:34 2015
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Re: series of estimated log-likelihood values - Clarification for accessor $llt

In the Help we read, as regards the accessor $llt

<<
$llt
Output:     series
For selected models estimated via Maximum Likelihood, returns the series 
of per-observation log-likelihood values.
At present this is supported only for binary logit and probit, tobit and 
heckit.
 >>

But what if I estimate a model using the mle  command in a hand-made a 
script? Will the accessor work?
It appears not:
After the "end mle" line I typed

series llobs = $llt

and I got "The statistic you requested is not available". But maybe I 
have not incorporated it correctly.

Motive: I need the per-observation log-likelihood values to run Vuong's 
(1989) LR tests to select between non-nested models.

--

-- 
Alecos Papadopoulos
PhD Candidate
Athens University of Economics and Business, Greece
Department of Economics
https://alecospapadopoulos.wordpress.com/
(Continue reading)

mastro2387 | 12 Jun 06:55 2015
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ARIMA with modifications

Hi everybody,

I am testing a forecast model but I think I need a help for you..

I would like to forecast stock prices but with the modification to check for the buy and sell edges, namely the buy limit (maximum price) and the sell limit (minimum price).

Is there any way to do this in gretl? I was thinking to an ARIMA but at this point I think I should add more variables..

I hope I defined the issue in an understandable way...

Thanks..


Connetti gratis il mondo con la nuova indoona: hai la chat, le chiamate, le video chiamate e persino le chiamate di gruppo.
E chiami gratis anche i numeri fissi e mobili nel mondo!
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<div>
Hi everybody,<br><br>I am testing a forecast model but I think I need a help for you..<br><br>I would like to forecast stock prices but with the modification to check for the buy and sell edges, namely the buy limit (maximum price) and the sell limit (minimum price).<br><br>Is there any way to do this in gretl? I was thinking to an ARIMA but at this point I think I should add more variables..<br><br>I hope I defined the issue in an understandable way...<br><br>Thanks..
<br><br><br><p>Connetti gratis il mondo con la nuova indoona:  hai la chat, le chiamate, le video chiamate e persino le chiamate di gruppo.<br>
E chiami gratis anche i numeri fissi e mobili nel mondo!<br>
Scarica subito l&rsquo;app Vai su <a href="https://www.indoona.com/" target="_Blank">https://www.indoona.com/</a><br><br></p>
</div>
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[Panel data post estimation]

Dear list:

This morning a friend estimating panel data using Stata asked me how to select among different estimated models. I'm not expert in panel data analysis neither a Stata user, but I have replied the possibility to use the Hausman test to choice between FE and RE.... and among the different FE and RE estimated models to use the adjusted R2, AIC or BIC criteria to select the best one....

He replied me that he cannot get the AIC and BIC criteria for RE models, because Stata warns:

"estat ic (the command Stata uses to provide AIC and BIC) is not appropriate after xtreg with the be , pa, or re (random effects) option"....


where be = (between effects)
and re=(random effects)


After looking for different Stata forums I have found other users with the same issue...but not solution and explanation have been found on this topic.

However, I have just checked that Gretl provides and AIC and BIC values after random effects and between effects estimation. 

Somebody has a clue because Stata warns about this AIC and BIC criteria with this models??? Are the values provided by Gretl reliables to compare this kind of models or there are a better criteria to compare them?? Could be this issue due for different estimation methods in Stata and Gretl for panel data???

Thanks in advance and sorry for any inconvenience.

José Perles

University of Alicante (Spain)


 

  
<div><div dir="ltr">Dear list:<div><br></div>
<div>This morning a friend estimating panel data using Stata asked me how to select among different estimated models. I'm not expert in panel data analysis neither a Stata user, but I have replied the possibility to use the Hausman test to choice between FE and RE.... and among the different FE and RE estimated models to use the adjusted R2, AIC or BIC criteria to select the best one....</div>
<div><br></div>
<div>He replied me that he cannot get the AIC and BIC criteria for RE models, because Stata warns:</div>
<div><br></div>
<div>"estat ic (the command Stata uses to provide AIC and BIC) is not appropriate after xtreg with the be , pa, or re (random effects) option"....</div>
<div><br></div>
<div><br></div>
<div>where be = (between effects)</div>
<div>and re=(random effects)<br>
</div>
<div><br></div>
<div><br></div>
<div>After looking for different Stata forums I have found other users with the same issue...but not solution and explanation have been found on this topic.<br>
</div>
<div><br></div>
<div>However, I have just checked that Gretl provides and AIC and BIC values after random effects and between effects estimation.&nbsp;</div>
<div><br></div>
<div>Somebody has a clue because Stata warns about this AIC and BIC criteria with this models??? Are the values provided by Gretl reliables to compare this kind of models or there are a better criteria to compare them?? Could be this issue due for different estimation methods in Stata and Gretl for panel data???</div>
<div><br></div>
<div>Thanks in advance and sorry for any inconvenience.</div>
<div><br></div>
<div>Jos&eacute; Perles</div>
<div><br></div>
<div>University of Alicante (Spain)</div>
<div><br></div>
<div><br></div>
<div>&nbsp;</div>
<div><br></div>
<div>&nbsp;&nbsp;</div>
</div></div>
Sven Schreiber | 5 Jun 11:29 2015
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Picon

opening session files in a script

Hi,

is it actually possible to open session files (.gretl) in a Hansl
command script? In the user guide it just says how to start the gretl
program together with a session ("type gretl -r sessionfile"). But what
I mean is that gretl is already running and I want to do something like
"open mysession.gretl". This didn't work.

thanks,
sven

Mark Zudeck | 4 Jun 20:47 2015
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Build Gretl on Windows

I am trying to get the source code and, preferably, build files for building Gretl on Windows.  I'm finding it very difficult.

The site http://gretl.sourceforge.net/win32/ says "If you want to build gretl for Windows yourself, you can download the gretl latest source package at" http://sourceforge.net/projects/gretl/ "and take a look in the win32 sub-directory."

I went to that page, and there is a single Download button, which downloads a setup for an executable version of the program which has no wind32 sub-directory or source files.

Then, I tried to use a CVS command line, passing module names which I had from Sourceforge SCM repositories list at
http://gretl.cvs.sourceforge.net/viewvc/gretl/gretl/

I get "cvs checkout: Empty password used - try 'cvs login' with a real password".

Can somebody please tell me, step by step, how I can simply get the project source code and, preferably, any build files for a Windows?

- MZ

<div><div dir="ltr">
<div>
<div>
<div>
<div>
<div>I am trying to get the source code and, preferably, build files for building Gretl on Windows.&nbsp; I'm finding it very difficult.<br><br>
</div>The site <a href="http://gretl.sourceforge.net/win32/">http://gretl.sourceforge.net/win32/</a> says "If you want to build gretl for Windows yourself, you can download the gretl latest source package at" <a href="http://sourceforge.net/projects/gretl/">http://sourceforge.net/projects/gretl/</a> "and take a look in the win32 sub-directory."<br><br>I went to that page, and there is a single Download button, which downloads a setup for an executable version of the program which has no wind32 sub-directory or source files.<br><br>
</div>Then, I tried to use a CVS command line, passing module names which I had from Sourceforge SCM repositories list at<br><a href="http://gretl.cvs.sourceforge.net/viewvc/gretl/gretl/">http://gretl.cvs.sourceforge.net/viewvc/gretl/gretl/</a><br><br>
</div>I get "cvs checkout: Empty password used - try 'cvs login' with a real password".<br><br>
</div>Can somebody please tell me, step by step, how I can simply get the project source code and, preferably, any build files for a Windows?<br><br>
</div>- MZ<br><div><div><div><br></div></div></div>
</div></div>
Iván Pascual | 2 Jun 01:32 2015
Picon

About Durbin-Watson reported on panel data (FE) estimation

Hello everyone,

Which version of the Durbin-Watson test for autocorrelation is the one reported on the output of the Fixed Effects estimation using panel data? I read that the modification of the original test for balanced panel data is by Bhargava et al. (1982) and a version for unbalanced panel data is from Baltagi and Wu (1999). Which one is being reported on Gretl?

Thanks a lot!

IP.

<div><div dir="ltr">
<p class="MsoNormal">Hello everyone,</p>

<p class="MsoNormal">Which
version of the Durbin-Watson test for autocorrelation is the one reported on
the output of the Fixed Effects estimation using panel data? I read that the
modification of the original test for balanced panel data is by Bhargava et al.
(1982) and a version for unbalanced panel data is from Baltagi and Wu (1999).
Which one is being reported on Gretl?<br></p>

<p class="MsoNormal">Thanks a
lot!<br></p>
<p class="MsoNormal">IP.</p>
</div></div>
Koray Simsek | 27 May 13:07 2015
Picon

test-down option reports different results in adf and coint

Dear All,

I've been trying to figure out why the test-down option behaves differently in coint and adf. In the help file, it is explained that the approach in adf is used in coint as well, but the output is inconsistent with this for the initial DF steps in coint (steps 1 and 2).

I would expect both functions to run the adf on a subset of the data (for comparability reasons, I presume) that is consistent with the maximum lag.

Initially, this appears to be the case as the MAIC values for both adf and coint are identical. BUT after finding the number of lags with minimum MAIC, adf reports the results for the full set wheres coint reports the results for the subset of data where original estimation is done.

I noticed a few threads in which the logic of --test-down was discussed (whether the maximum possible data is used for each lag vs the current set-up) but could not really find anything with respect to this particular difference in adf and coint. I am not sure whether this is a bug or not.

If you would like to replicate this situation, please load denmark.gdt and then run

adf 5 LRM --c --test-down --verbose
coint 5 LRM LRY --test-down --verbose

Although the MAIC values are the same in both calls, adf reports the ADF regression on T=53 and coint reports the ADF regression on T=49.

Which output refers to the one with the minimum MAIC? Is this a bug or is there a specific reason behind this choice? My gretl version is 1.9.92.

Best,
Koray
<div><div dir="ltr">Dear All,<div><br></div>
<div>I've been trying to figure out why the test-down option behaves differently in coint and adf. In the help file, it is explained that the approach in adf is used in coint as well, but the output is inconsistent with this for the initial DF steps in coint (steps 1 and 2).</div>
<div><br></div>
<div>I would expect both functions to run the adf on a subset of the data (for comparability reasons, I presume) that is consistent with the maximum lag.</div>
<div><br></div>
<div>Initially, this appears to be the case as the MAIC values for both adf and coint are identical. BUT after finding the number of lags with minimum MAIC, adf reports the results for the full set wheres coint reports the results for the subset of data where original estimation is done.</div>
<div><br></div>
<div>I noticed a few threads in which the logic of --test-down was discussed (whether the maximum possible data is used for each lag vs the current set-up) but could not really find anything with respect to this particular difference in adf and coint. I am not sure whether this is a bug or not.</div>
<div><br></div>
<div>If you would like to replicate this situation, please load denmark.gdt and then run</div>
<div><br></div>
<div>adf 5 LRM --c --test-down --verbose<br>
</div>
<div>coint 5 LRM LRY --test-down --verbose<br>
</div>
<div><br></div>
<div>Although the MAIC values are the same in both calls, adf reports the ADF regression on T=53 and coint reports the ADF regression on T=49.</div>
<div><br></div>
<div>Which output refers to the one with the minimum MAIC? Is this a bug or is there a specific reason behind this choice? My gretl version is 1.9.92.</div>
<div><br></div>
<div>Best,</div>
<div>Koray</div>
</div></div>
Liliya Netskar | 26 May 18:15 2015
Picon

Re: Gretl-users Digest, Vol 100, Issue 22

Hello Sven,

thank you very much for your answer.

I see this. But I still don't know - taking this example - how I can control for individual fixed effects for Joe, Sue, Mark with Gretl?

Liliya



"gretl-users-request <at> lists.wfu.edu" <gretl-users-request-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org> schrieb am 18:01 Dienstag, 26.Mai 2015:


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Today's Topics:

  1. Re: Gretl-users Digest, Vol 100, Issue 20 (Sven Schreiber)


----------------------------------------------------------------------

Message: 1
Date: Tue, 26 May 2015 01:53:54 +0200
From: Sven Schreiber <svetosch-hi6Y0CQ0nG0@public.gmane.org>
To: gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org
Subject: Re: [Gretl-users] Gretl-users Digest, Vol 100, Issue 20
Message-ID: <5563B612.3000602-hi6Y0CQ0nG0@public.gmane.org>
Content-Type: text/plain; charset=UTF-8; format=flowed

Am 25.05.2015 um 21:13 schrieb Liliya Netskar:
> Actually I used a very simple data set for the purporse of learning. The
> Gretl output file and the data set are attached below. Sorry, I have a
> german version :). Thanks again for your help!
>

Your output (parts):

Modell 1: Fixed-effects, mit 12 Beobachtungen
Mit 4 Querschnittseinheiten
Zeitreihenl????nge = 3
Abh????ngige Variable: TestGrade
Weggelassen wg. exakter Kollinearit????t: Joe Sue Mark

So if I interpret your setup correctly, you told gretl to include unit
fixed effects (hence gretl's description as "Fixed-effects"), and then
you manually created and included unit dummies "Joe", "Sue", and "Mark".
So effectively you're throwing in two sets of identical (or collinear)
unit dummies. Of course they're collinear then and gretl throws them out
because of that.

(The fact that the calculation is done with the within transformation
doesn't matter for this problem.)

hth,
sven


------------------------------

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End of Gretl-users Digest, Vol 100, Issue 22
********************************************


<div><div>
<div>Hello Sven,</div>
<div><br></div>
<div>thank you very much for your answer.<br>
</div>
<div><br></div>
<div dir="ltr">I see this. But I still don't know - taking this example - how I can control for individual fixed effects for Joe, Sue, Mark with Gretl?<br>
</div>
<div>
<br><span></span>
</div>
<div><span>Liliya</span></div>  <br><div class="qtdSeparateBR">
<br><br>
</div>
<div class="yahoo_quoted"> <div> <div> <div dir="ltr">  "gretl-users-request <at> lists.wfu.edu" &lt;gretl-users-request@...&gt; schrieb am 18:01 Dienstag, 26.Mai 2015:<br> </div>  <br><br><div class="y_msg_container">Send Gretl-users mailing list submissions to<br>&nbsp;&nbsp;&nbsp; <a ymailto="mailto:gretl-users@..." href="mailto:gretl-users <at> lists.wfu.edu">gretl-users@...</a><br><br>To subscribe or unsubscribe via the World Wide Web, visit<br>&nbsp;&nbsp;&nbsp; <a href="http://lists.wfu.edu/mailman/listinfo/gretl-users" target="_blank">http://lists.wfu.edu/mailman/listinfo/gretl-users</a><br>or, via email, send a message with subject or body 'help' to<br>&nbsp;&nbsp;&nbsp; <a ymailto="mailto:gretl-users-request@..." href="mailto:gretl-users-request@...">gretl-users-request@...</a><br><br>You can reach the person managing the list at<br>&nbsp;&nbsp;&nbsp; <a ymailto="mailto:gretl-users-owner@..." href="mailto:gretl-users-owner@...">gretl-users-owner@...</a><br><br>When replying, please edit your Subject line so it is more specific<br>than "Re: Contents of Gretl-users digest..."<br><br><br>Today's Topics:<br><br>&nbsp;  1. Re: Gretl-users Digest, Vol 100, Issue 20 (Sven Schreiber)<br><br><br>----------------------------------------------------------------------<br><br>Message: 1<br>Date: Tue, 26 May 2015 01:53:54 +0200<br>From: Sven Schreiber &lt;<a ymailto="mailto:svetosch@..." href="mailto:svetosch@...">svetosch@...</a>&gt;<br>To: <a ymailto="mailto:gretl-users@..." href="mailto:gretl-users <at> lists.wfu.edu">gretl-users@...</a><br>Subject: Re: [Gretl-users] Gretl-users Digest, Vol 100, Issue 20<br>Message-ID: &lt;<a ymailto="mailto:5563B612.3000602@..." href="mailto:5563B612.3000602@...">5563B612.3000602@...</a>&gt;<br>Content-Type: text/plain; charset=UTF-8; format=flowed<br><br>Am 25.05.2015 um 21:13 schrieb Liliya Netskar:<br>&gt; Actually I used a very simple data set for the purporse of learning. The<br>&gt; Gretl output file and the data set are attached below. Sorry, I have a<br>&gt; german version :). Thanks again for your help!<br>&gt;<br><br>Your output (parts):<br><br>Modell 1: Fixed-effects, mit 12 Beobachtungen<br>Mit 4 Querschnittseinheiten<br>Zeitreihenl????nge = 3<br>Abh????ngige Variable: TestGrade<br>Weggelassen wg. exakter Kollinearit????t: Joe Sue Mark<br><br>So if I interpret your setup correctly, you told gretl to include unit <br>fixed effects (hence gretl's description as "Fixed-effects"), and then <br>you manually created and included unit dummies "Joe", "Sue", and "Mark". <br>So effectively you're throwing in two sets of identical (or collinear) <br>unit dummies. Of course they're collinear then and gretl throws them out <br>because of that.<br><br>(The fact that the calculation is done with the within transformation <br>doesn't matter for this problem.)<br><br>hth,<br>sven<br><br><br>------------------------------<br><br>_______________________________________________<br>Gretl-users mailing list<br><a ymailto="mailto:Gretl-users@..." href="mailto:Gretl-users <at> lists.wfu.edu">Gretl-users@...</a><br><a href="http://lists.wfu.edu/mailman/listinfo/gretl-users" target="_blank">http://lists.wfu.edu/mailman/listinfo/gretl-users</a><br><br>End of Gretl-users Digest, Vol 100, Issue 22<br>********************************************≤br><br><br>
</div>  </div> </div>  </div>
</div></div>
Liliya Netskar | 25 May 21:13 2015
Picon

Re: Gretl-users Digest, Vol 100, Issue 20

Actually I used a very simple data set for the purporse of learning. The Gretl output file and the data set are attached below. Sorry, I have a german version :). Thanks again for your help!

Liliya



"gretl-users-request-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org" <gretl-users-request <at> lists.wfu.edu> schrieb am 18:02 Montag, 25.Mai 2015:


Send Gretl-users mailing list submissions to
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    gretl-users-request-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org

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When replying, please edit your Subject line so it is more specific
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Today's Topics:

  1. Fixed effects model (Liliya Netskar)
  2. Re: Fixed effects model (Sven Schreiber)


----------------------------------------------------------------------

Message: 1
Date: Mon, 25 May 2015 11:47:32 +0000 (UTC)
From: Liliya Netskar <liliya_netskar-/E1597aS9LQAvxtiuMwx3w@public.gmane.org>
To: "gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org" <gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org>
Subject: [Gretl-users] Fixed effects model
Message-ID:
    <1847116116.2539701.1432554452728.JavaMail.yahoo-sAHhhX/85wgbqTNvkayDYw@public.gmane.org>
Content-Type: text/plain; charset="utf-8"

Hi guys!
I have a problem with Gretl panel fixed effects model. I created dummy variables to control for fixed effects (it was a proper way), but Gretl leaves these dummies out. To represent 4 categoeries I used 3 dummies to avoid perfect multicolinearity. In the end I habe a biased result because of the omitted dummies. Is there a solution for the problem?
Thanks a lot in advance!
Liliya

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Message: 2
Date: Mon, 25 May 2015 14:17:43 +0200
From: Sven Schreiber <svetosch-hi6Y0CQ0nG0@public.gmane.org>
To: gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org
Subject: Re: [Gretl-users] Fixed effects model
Message-ID: <556312E7.7080101-hi6Y0CQ0nG0@public.gmane.org>
Content-Type: text/plain; charset=windows-1252; format=flowed

Am 25.05.2015 um 13:47 schrieb Liliya Netskar:
> Hi guys!
>
> I have a problem with Gretl panel fixed effects model. I created dummy
> variables to control for fixed effects (it was a proper way), but Gretl
> leaves these dummies out. To represent 4 categoeries I used 3 dummies to
> avoid perfect multicolinearity. In the end I habe a biased result
> because of the omitted dummies. Is there a solution for the problem?
>

Gretl typically leaves out regressors (including dummies) for a reason
-- usually collinearity. In the case of panel fixed effects one
immediately thinks of time-invariant regressors as a reason, but this is
of course just speculation without knowing any details. Please show us
the estimation output.

cheers,
sven


------------------------------

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End of Gretl-users Digest, Vol 100, Issue 20
********************************************


Attachment (Student_Grade.ods): application/vnd.oasis.opendocument.spreadsheet, 32 KiB
Modell 1: Fixed-effects, mit 12 Beobachtungen
Mit 4 Querschnittseinheiten
Zeitreihenlänge = 3
Abhängige Variable: TestGrade
Weggelassen wg. exakter Kollinearität: Joe Sue Mark

              Koeffizient   Std.-fehler   t-Quotient    p-Wert 
  -------------------------------------------------------------
  const        28,1439       1,73448        16,23      8,22e-07 ***
  StudyTime     5,47559      0,318960       17,17      5,59e-07 ***

Mittel d. abh. Var.     55,75000   Stdabw. d. abh. Var.    14,75598
Summe d. quad. Res.     35,48863   Stdfehler d. Regress.   2,251623
Dummy-KQ R-Quadrat      0,985183   R-Quadrat "within"      0,976799
Dummy-KQ F(4, 7)        116,3576   P-Wert(F)               1,76e-06
Log-Likelihood         −23,53310   Akaike-Kriterium        57,06619
Schwarz-Kriterium       59,49073   Hannan-Quinn-Kriterium  56,16854
rho                    −0,171027   Durbin-Watson-Stat      1,322660

Gemeinsamer Test der benannten Regressoren -
  Teststatistik: F(1, 7) = 294,707
  mit p-Wert = P(F(1, 7) > 294,707) = 5,58709e-07

Test auf unterschiedliche Konstanten in Gruppen -
  Nullhypothese: Die Gruppen haben gleiche Konstanten
  Teststatistik: F(3, 7) = 0
  mit p-Wert = P(F(3, 7) > 0) = 1
Modell 1: Fixed-effects, mit 12 Beobachtungen
Mit 4 Querschnittseinheiten
Zeitreihenlänge = 3
Abhängige Variable: TestGrade
Weggelassen wg. exakter Kollinearität: Joe Sue Mark

              Koeffizient   Std.-fehler   t-Quotient    p-Wert 
  -------------------------------------------------------------
  const        28,1439       1,73448        16,23      8,22e-07 ***
  StudyTime     5,47559      0,318960       17,17      5,59e-07 ***

Mittel d. abh. Var.     55,75000   Stdabw. d. abh. Var.    14,75598
Summe d. quad. Res.     35,48863   Stdfehler d. Regress.   2,251623
Dummy-KQ R-Quadrat      0,985183   R-Quadrat "within"      0,976799
Dummy-KQ F(4, 7)        116,3576   P-Wert(F)               1,76e-06
Log-Likelihood         −23,53310   Akaike-Kriterium        57,06619
Schwarz-Kriterium       59,49073   Hannan-Quinn-Kriterium  56,16854
rho                    −0,171027   Durbin-Watson-Stat      1,322660

Gemeinsamer Test der benannten Regressoren -
  Teststatistik: F(1, 7) = 294,707
  mit p-Wert = P(F(1, 7) > 294,707) = 5,58709e-07

Test auf unterschiedliche Konstanten in Gruppen -
  Nullhypothese: Die Gruppen haben gleiche Konstanten
  Teststatistik: F(3, 7) = 0
  mit p-Wert = P(F(3, 7) > 0) = 1
Liliya Netskar | 25 May 13:47 2015
Picon

Fixed effects model

Hi guys!

I have a problem with Gretl panel fixed effects model. I created dummy variables to control for fixed effects (it was a proper way), but Gretl leaves these dummies out. To represent 4 categoeries I used 3 dummies to avoid perfect multicolinearity. In the end I habe a biased result because of the omitted dummies. Is there a solution for the problem?

Thanks a lot in advance!

Liliya

<div><div>
<div>Hi guys!</div>
<div><br></div>
<div dir="ltr">I have a problem with Gretl panel fixed effects model. I created dummy variables to control for fixed effects (it was a proper way), but Gretl leaves these dummies out. To represent 4 categoeries I used 3 dummies to avoid perfect multicolinearity. In the end I habe a biased result because of the omitted dummies. Is there a solution for the problem?</div>
<div dir="ltr"><br></div>
<div dir="ltr">Thanks a lot in advance!</div>
<div dir="ltr"><br></div>
<div dir="ltr">Liliya<br>
</div>
<div><br></div>
</div></div>
Dipankar Basnet | 23 May 05:58 2015
Picon

MODIFIED AIC

HI, 

I AM USING GRETL FOR MAC (QUARTZ). WHEN I CONDUCT THE ADF TEST, THE TEST DOWN FOR LAG ORDER DOES NOT DISPLAY THE
“MODIFIED” AIC AND BIC RATHER AIC AND BIC. THE RESULTS WHEN I COMPARE ARE DIFFERENT FOR MAC (WITHOUT
“MODIFIED” AIC) THAN THE MODIFIED AIC THAT IS AVAILABLE WHEN USING GRETL FOR WINDOWS. I WOULD BE
GRATEFUL IF YOU COULD SUGGEST A SOLUTION TO THIS CONFUSION.

THANKS,
DIPANKAR
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