[Gretl-users] Sv: Gretl-users Digest, Vol 26, Issue 5

bulent.miran at ege.edu.tr bulent.miran at ege.edu.tr
Sun Jun 14 12:21:04 EDT 2009



Dear Allin,

When I want to estimate a heteroskedasticity
corrected model, it gives an output with WLS as below. Something wrong?

B Miran

Model 2: WLS estimates using 14 observations
from 1936-1952
Missing or incomplete observations dropped: 3
Dependent variable: Y

            
coefficient   std. error   t-ratio   p-value

  --------------------------------------------------------
  const      
20.3200      
2.09293      9.709    2.08e-06
***
 
X2          
0.621689     0.228900    
2.716    0.0217   **
 
X3          
0.721299     0.517795    
1.393    0.1938  
 
X4          
0.725318     0.670564    
1.082    0.3048  

Statistics based on the
weighted data:

Sum squared resid   
16.29103   S.E. of regression   1.276363
R-squared           
0.987474   Adjusted R-squared   0.983716
F(3,
10)            
262.7731  
P-value(F)          
8.30e-10
Log-likelihood     
-20.92604   Akaike criterion     49.85208
Schwarz criterion    52.40831  
Hannan-Quinn         49.61546

Statistics based on the original data:

Mean dependent
var   87.12143   S.D. dependent var  
18.64313
Sum squared resid    407.7965  
S.E. of regression   6.385895

Excluding the constant,
p-value was highest for variable 4 (X4)


> On Sat, 6
Jun 2009, Lars PÃ¥lsson-Syll wrote:
> 
>> Is
there any possibility of performing a cross-tabulation in
>>
gretl when you only have aggregated frequencies (I'm thinking of
>> something analogous to Stata's "tabi" command )?
> 
> Not at present, but that would not be difficult to
add.
> 
> Allin Cottrell
> 
>
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mailing list
> Gretl-users at lists.wfu.edu
>
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>


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