[Gretl-users] Gretl-users Digest, Vol 100, Issue 22

Liliya Netskar liliya_netskar at yahoo.com
Tue May 26 12:15:15 EDT 2015


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 at lists.wfu.edu> 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)


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Message: 1
Date: Tue, 26 May 2015 01:53:54 +0200
From: Sven Schreiber <svetosch at gmx.net>
To: gretl-users at lists.wfu.edu
Subject: Re: [Gretl-users] Gretl-users Digest, Vol 100, Issue 20
Message-ID: <5563B612.3000602 at gmx.net>
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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