[Gretl-users] trouble with matrix functions

nadaud at centre-cired.fr nadaud at centre-cired.fr
Thu Jan 31 11:16:17 EST 2008


Hi again !

Please send a testcase, that would be very helpful. Also, please be 
explicit on the version of gretl you're running.

Ok Jack, I send it as soon as possible (sure tomorrow). Finally, I 
installe 1.7.1 today, rebooted and started again.

The problem persist but I could bypass it using genr instead of matrix 
functions. Here is some sample code :

============== in my script file ========
###calcul à partir de séries
genr elr_log=1+(1/yhat_s01)*$coeff[4]
genr elr_car=1+(1/yhat_s02)*$coeff[11]
matrix melrlog=meanc(elr_log)
matrix melrcar=meanc(elr_car)
matrix merl=melrlog~melrcar
merl
===============================

it works ok, and here is the return code:

===========================
###calcul à partir de séries
? genr elr_log=1+(1/yhat_s01)*$coeff[4]
Matrice elr_log remplacée
? genr elr_car=1+(1/yhat_s02)*$coeff[11]
Matrice elr_car remplacée
? matrix melrlog=meanc(elr_log)
Matrice melrlog générée
? matrix melrcar=meanc(elr_car)
Matrice melrcar générée
? matrix merl=melrlog~melrcar
Matrice merl générée
? merl
merl (1 x 2)

     0.16027      0.14265
=============================
 
So using genr and the $coeff from system estimation with fitted saved as 
yhat_s01 and yhat_s02, I can compute my elasticities and show them in a 
row vector (merl)

however, there is still something a bit puzzling: using genr I expected 
two series of elasticites (elr_log ; elr_car) but gretl returns two 
matrices.

Well its ok, I just need the results to compute standard errors of mean 
elasticities via the delta method (the objective of the whole thing !).

So, I will submit a sample of the data and the full script as soon as 
possible so that all this can be investigated.

>
>> PS: I have good hope to provide around march / april some functions 
>> and scripts to compute spatial tests in gretl.
>
> Excellent. I assume you've noticed that we now have the function 
> "mread" to read matrices from text files, haven't you?
Woosh ! that is really great news ! And I must admit i did not notice 
because I am fully mobilized on the system estimation and elasticities 
computations. I saw that my doc is out of date...
I think that this will greatly ease the development of these scripts ! 
thanx a lot to mention it !

cheers

sincerely

Franck

>
>
> Riccardo (Jack) Lucchetti
> Dipartimento di Economia
> Università Politecnica delle Marche
>
> r.lucchetti at univpm.it
> http://www.econ.univpm.it/lucchetti
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