henrique.andrade | 20 Oct 22:29 2014
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Re: Wildcard problem in the latest snapshot

Dear Allin,

I think the problem with wildcards is not completely solved. Please take a look at the following script (you
can find the used dataset attached):

<hansl>
open "Dados.gdt" --quiet

loop for i=1..12 --quiet
    store " <at> dotdir\Projeções ($i passo).gdt" ibcbr proj_*_$i
endloop

loop for i=1..12 --quiet
    store " <at> dotdir\Projeções ($i passo).gdt" *_$i
endloop

</hansl>

This commands work just fine, but that one don't:

<hansl>
loop for i=1..12 --quiet
    store " <at> dotdir\Projeções ($i passo).gdt" ibcbr *_$i
endloop
</hansl>

Best,
Henrique Coêlho de Andrade
Diretoria de Estratégia e Organização
Divisão de Cenários e Estudos Macroeconômicos
(Continue reading)

Alecos Papadopoulos | 20 Oct 00:57 2014
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Re: The "invcdf" function -Correction needed in Help?

Thanks Sven , your explanations were helpful.

As regards the invcdf function,  according to Help, the invcdf function 
can be used for both the Binomial and the Poisson distributions. But it 
indeed seems not to work for either, I tried it for various parameter 
values.
So perhaps the Help should be corrected?

Alecos Papadopoulos
Athens University of Economics and Business, Greece
Department of Economics
cell:+30-6945-378680
fax: +30-210-8259763
skype:alecos.papadopoulos

On 16/10/2014 19:00, gretl-users-request@... wrote:
>> >Now, the function
>> >invcdf(B, prob, 1, 0.05)
>> >returns "NA"
> A CDF for discrete variables is not strictly increasing and thus not
> invertible. This could be the rationale for NA. Perhaps alternative
> conventions could be used for invcdf(), but you would have to argue that
> it's useful or necessary.
>
> hth,
> sven

David van Herick | 19 Oct 09:18 2014
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Nested Logit

Does anyone know if it is possible to run a nested logit model in gretl?  It seems it must be possible somehow with a hansl script or something, but I can't seem to figure it out.  I am hoping for an FIML version, but would be happy to even find something that will do a two-step LIML version with multinomial logit models that include logsum parameters.

<div><div dir="ltr"><div>Does anyone know if it is possible to run a nested logit model in gretl?&nbsp; It seems it must be possible somehow with a hansl script or something, but I can't seem to figure it out.&nbsp; I am hoping for an FIML version, but would be happy to even find something that will do a two-step LIML version with multinomial logit models that include logsum parameters.<br><br>
</div></div></div>
Matteo Chiorboli | 17 Oct 04:41 2014
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Cointegration tests on many pairs of historic series

Dear Gretl users, 

I need your help for running the Johansen test automatically on (n) historic series, matched in pairs. 
Substantially, I have 30 historic series, and I must test the cointegration between all the possible pairs. Then, existing 435 possible pairs, I need an automatic procedure to make this great number of Johansen tests. 
Overall, I need a procedure that can run all possible cointegration tests on a number of pairs of historic series given by the binomial coefficient (combination), that in the specific case is n=30, k=2, then [30!/(2!*(30-2)!]=435 pairs, and 435 Johansen tests.

Thank you for you help!

Matteo Chiorboli
<div><div dir="ltr">Dear Gretl users,&nbsp;<div><br></div>
<div>I need your help for running the Johansen test automatically on (n) historic series, matched in pairs.&nbsp;</div>
<div>Substantially, I have 30 historic series, and I must test the cointegration between all the possible pairs. Then, existing 435 possible pairs, I need an automatic procedure to make this great number of Johansen tests.&nbsp;</div>
<div>Overall, I need a procedure that can run all possible cointegration tests on a number of pairs of historic series given by the binomial coefficient (combination), that in the specific case is n=30, k=2, then [30!/(2!*(30-2)!]=435 pairs, and 435 Johansen tests.</div>
<div><br></div>
<div>Thank you for you help!</div>
<div><br></div>
<div>Matteo Chiorboli</div>
</div></div>
Alecos Papadopoulos | 16 Oct 05:24 2014
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Re: Bernoulli and the "critical" and "invcdf" functions

Good afternoon.
I run gretl 1.9.92 64-bit for Windows.

For 0.05 < prob < 0.95
The function
critical(B, prob, 1, p=0.05)
returns the value "1".
As the Help says, the function "returns x such that P(X > x) = p". Since 
number of trials is equal to 1, we just have a Bernoulli, with P(X=0) = 
1-prob and P(X=1) =prob. So by returning "1" the function asserts that 
P(X > 1) = 0.05 > 0
If the function returned "0" it would assert that P(X > 0) = 0.05 < prob 
=P(X=1)
I take note of the asymmetry (in the first case, the function "sends 
some probability to the right"), -can this be the rule that leads to the 
function returning "1"?

Now, the function
invcdf(B, prob, 1, 0.05)
returns "NA"
As the Help says the function "returns x such that P(X ≤ x) = p"
So here a return of "1" would assert P(X =<1) = 0.05 < 1, while a return 
of "0" would assert that P(X =<0) =0.05 < 1-Prob.
Here in both cases, returning a number, either 0 or 1, would 
"under-signal" the true probability - so maybe this is the reason why 
here we get "NA"?

It appears as a choice to prefer making the rejection of a null 
hypothesis harder rather than easier... but most probably I am imagining 
things.

Can somebody shed some light?

--

-- 
Alecos Papadopoulos
Athens University of Economics and Business, Greece
Department of Economics
cell:+30-6945-378680
fax: +30-210-8259763
skype:alecos.papadopoulos

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Gretl-users <at> lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
Summers, Peter | 15 Oct 17:32 2014

crash in icon view

I’ve come across another bug, this one causing a crash on Windows 7. If I open a data set (I’ve tried this with several), open the icon view, then double-click on either the “summary” or “correlations” icon, everything goes gray and I get a message saying “gretl.exe has stopped working. A problem caused the program to stop working correctly. Windows will close the program and notify you if a solution is available.” This is v. 1.10.0cvs, built 10/9. The dataset info and notes icons open fine.

 

TIA,

 

PS

 

 

<div>
<div class="WordSection1">
<p class="MsoNormal">I&rsquo;ve come across another bug, this one causing a crash on Windows 7. If I open a data set (I&rsquo;ve tried this with several), open the icon view, then double-click on either the &ldquo;summary&rdquo; or &ldquo;correlations&rdquo; icon, everything goes gray and I get
 a message saying &ldquo;gretl.exe has stopped working. A problem caused the program to stop working correctly. Windows will close the program and notify you if a solution is available.&rdquo; This is v. 1.10.0cvs, built 10/9. The dataset info and notes icons open fine.<p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal">TIA,<p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal">PS<p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal"><p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
</div>
</div>
Summers, Peter | 15 Oct 16:41 2014

scatterplot bug

Folks,

 

I think I’ve found a bug in the GUI scatterplot command. I generate a scatterplot, then edit it and change the default point marker (eg, from ‘+’ to ‘x’). I click apply to make the change, but when I try to change it back, nothing happens. This is on Windows 7, 64-bit cvs, v. 1.10.0, built 10/9.

 

PS

 

 

<div>
<div class="WordSection1">
<p class="MsoNormal">Folks,<p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal">I think I&rsquo;ve found a bug in the GUI scatterplot command. I generate a scatterplot, then edit it and change the default point marker (eg, from &lsquo;+&rsquo; to &lsquo;x&rsquo;). I click apply to make the change, but when I try to change it back, nothing happens.
 This is on Windows 7, 64-bit cvs, v. 1.10.0, built 10/9. <p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal">PS<p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal"><p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
</div>
</div>
Jan Tille | 15 Oct 08:23 2014
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Is there a possibility to estimate a dynamic panel probit model in gretl?

Dear users,

 

I have a question, is there a fuction to estimate a dynamic probit panel model in gretl? I have only seen panel models and dynamic panel models in the user guide, but neither probit panel nor dynamic probit panel models.

Thanks in advance,

 

Jan

 

 

<div><div class="WordSection1">
<p class="MsoNormal"><span>Dear users,<p></p></span></p>
<p class="MsoNormal"><span><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">I have a question, is there a fuction to estimate a dynamic probit panel model in gretl? I have only seen panel models and dynamic panel models in the user guide, but neither probit panel nor dynamic probit panel models.<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">Thanks in advance,<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">Jan<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
</div></div>
henrique.andrade | 10 Oct 20:51 2014
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Error defining sample with strings

Dear Gretl Team,

I'm trying to define sample ranges inside a "big" Hansl script using strings. Please take a look at the following code:

<code>
open australia.gdt

string data0 = "1980:4"
string data1 = obslabel(lastobs(PUS)-10)
string data2 = obslabel(lastobs(PUS))
string def_erro = "4"

smpl obsnum( <at> data2)- <at> def_erro ; # Ok!

smpl full
smpl ; obsnum( <at> data2) # Doesn't work

smpl full
smpl obsnum( <at> data2)- <at> def_erro obsnum( <at> data2)  # Doesn't work

print "Hello, World!"

</code>

The problem only happens with Gretl 1.10.0 (I think it is a problem related to the new parser).

Best regards,
Henrique Coêlho de Andrade

Diretoria de Estratégia e Organização

Divisão de Cenários e Estudos Macroeconômicos

Banco do Brasil

henrique.andrade <at> bb.com.br

Tel.: (61) 3102-6911

<div> <span>Dear Gretl Team,<br><br>I'm trying to define sample ranges inside a "big" Hansl script using strings. Please take a look at the following code:<br><br>&lt;code&gt;<br>open australia.gdt<br><br>string data0 = "1980:4"<br>string data1 = obslabel(lastobs(PUS)-10)<br>string data2 = obslabel(lastobs(PUS))<br>string def_erro = "4"<br><br>smpl obsnum( <at> data2)- <at> def_erro ; # Ok!<br><br>smpl full<br>smpl ; obsnum( <at> data2) # Doesn't work<br><br>smpl full<br>smpl obsnum( <at> data2)- <at> def_erro obsnum( <at> data2)&nbsp; # Doesn't work<br><br>print "Hello, World!"<br></span><br><span><span>&lt;/code&gt;</span><br><br>The problem only happens with Gretl 1.10.0 (I think it is a problem related to the new parser).<br><br>Best regards,<br><span class="Apple-style-span"><div>Henrique Co&ecirc;lho de Andrade<span class="Apple-style-span"><div><span><span></span></span></div></span><span class="Apple-style-span"><span class="Apple-style-span"><span><p>Diretoria de Estrat&eacute;gia e Organiza&ccedil;&atilde;o</p>
<p>Divis&atilde;o de Cen&aacute;rios e Estudos Macroecon&ocirc;micos</p>
<p>Banco do Brasil</p>
<p>henrique.andrade <at> bb.com.br<br></p>
<p>Tel.: (61) 3102-6911</p></span></span></span>
</div></span></span>
</div>
Allin Cottrell | 4 Oct 23:38 2014
Picon

new in CVS

There are few small new things in gretl CVS and snapshots that I 
haven't had time to document yet, but that people might like to try. 
Here's a listing:

* All single-equation estimation commands now support a new option 
--window (or just -w). The effect is that if such a command is 
executed via the console or script in the GUI program, the estimates 
are (besides being printed) displayed in a window of their own. This 
is similar to the effect you could get previously by doing, for 
example

foo <- ols y 0 X
foo.show

The differences are (a) that -w is much easier to type and (b) the 
model is not automatically saved "as an icon", though you can do 
that via the File menu in the model window if you want.

* The GUI command log (available via /Tools/Command log) now updates 
itself in real time: if you keep it open you'll see the CLI 
equivalent of GUI actions appear line by line. (Thanks to Jack for 
suggesting this.)

* The GUI "console" now supports parenthesis matching.

* There's a new boolean "set" variable named "robust_z". It's "off" 
by default, but if you do "set robust_z on" then whenever a model is 
eatimated with the --robust option the "t-ratios" will be labeled 
"z" and the associated p-values will be taken from the normal 
distribution.

* RTF output (no doubt mostly of interest to users on Windows): 
non-ASCII characters are now encoded using "\u<UC>" where <UC> is 
the Unicode code-point (rather than attempting to recode to the 
legacy Microsoft per-country "code-pages"). This should mean that 
international text and symbols come out right in a greater variety 
of conditions.

Allin Cottrell

henrique.andrade | 2 Oct 22:05 2014
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X-12-ARIMA: GUI vs. Hansl

Dear Gretl Team,

Talking about the "deseas" function, Gretl function reference says: "(...) note that both TRAMO/SEATS and X-12-ARIMA offer numerous options; deseas calls them with all options at their default settings".

I tried to replicate using the GUI what the "deseas" function does but I can't get the same results. I think default options for the GUI are different from those of the "deseas" function.

Is this a intended behaviour? In my humble opinion we should have the same default values.

Best regards,
Henrique Coêlho de Andrade

Diretoria de Estratégia e Organização

Divisão de Cenários e Estudos Macroeconômicos

Banco do Brasil

henrique.andrade-imD/zwYkNalQFI55V6+gNQ@public.gmane.org

Tel.: (61) 3102-6911

<div> <span>Dear Gretl Team,<br><br>Talking about the "deseas" function, Gretl function reference says: "(...) note that both TRAMO/SEATS and X-12-ARIMA offer numerous options; deseas calls them with all options at their default settings".<br><br>I tried to replicate using the GUI what the "deseas" function does but I can't get the same results. I think default options for the GUI are different from those of the "deseas" function.<br><br>Is this a intended behaviour? In my humble opinion we should have the same default values.<br><br>Best regards,<br><span class="Apple-style-span"><div>Henrique Co&ecirc;lho de Andrade<span class="Apple-style-span"><div><span><span></span></span></div></span><span class="Apple-style-span"><span class="Apple-style-span"><span><p>Diretoria de Estrat&eacute;gia e Organiza&ccedil;&atilde;o</p>
<p>Divis&atilde;o de Cen&aacute;rios e Estudos Macroecon&ocirc;micos</p>
<p>Banco do Brasil</p>
<p>henrique.andrade@...<br></p>
<p>Tel.: (61) 3102-6911</p></span></span></span>
</div></span></span>
</div>

Gmane