[Gretl-users] question

[Riccardo (Jack) Lucchetti]

On Fri, March 2, 2007 11:04, Montse Farell wrote:
> Hello,
> I am trying to estimate experimentally a sampling distribution. You can
> do that inside a loop, if you are doing it for the OLS estimator the
> command x = $coeff(y) will create a vector with every realization in the
> loop. I would like to do this just with the sample mean or the median or
> any other estimator that does not involve OLS estimation, then the
> command $coeff does not work. Is there anyway to do it ?

Check out the --progressive option for the loop command. It's all in the
manual, but basically:

loop 100 --progressive
  e = normal()
  mn = mean(e)
  md = median(e)
  store foo.gdt mn md
end loop

should do what you want. HTH,

Riccardo (Jack) Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona