[Gretl-users] Gretl-users Digest, Vol 114, Issue 8

George Matysiak gmatysiak at gmail.com
Wed Jul 20 12:50:03 EDT 2016


Sven, thanks for the reply. Your suggestions do not work - I still get the
March 2016 files.




*Contact number +48 781 415 432**"In God we trust, all others bring data."*

On 20 July 2016 at 17:00, <gretl-users-request at lists.wfu.edu> wrote:

> Send Gretl-users mailing list submissions to
>         gretl-users at lists.wfu.edu
>
> To subscribe or unsubscribe via the World Wide Web, visit
>         http://lists.wfu.edu/mailman/listinfo/gretl-users
> or, via email, send a message with subject or body 'help' to
>         gretl-users-request at lists.wfu.edu
>
> You can reach the person managing the list at
>         gretl-users-owner at lists.wfu.edu
>
> When replying, please edit your Subject line so it is more specific
> than "Re: Contents of Gretl-users digest..."
>
>
> Today's Topics:
>
>    1. Re: User Guide Versionand other documentation and Gretl 2016c
>       (Sven Schreiber)
>    2. Re: F-test: Fixed Effects vs Pooled OLS (Sven Schreiber)
>    3. Re: F-test: Fixed Effects vs Pooled OLS (Bruno Gobeil)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Wed, 20 Jul 2016 16:27:05 +0200
> From: Sven Schreiber <svetosch at gmx.net>
> To: gretl-users at lists.wfu.edu
> Subject: Re: [Gretl-users] User Guide Versionand other documentation
>         and Gretl 2016c
> Message-ID: <f581fb81-6b98-a1ea-2ea7-16167705c9ac at gmx.net>
> Content-Type: text/plain; charset=windows-1252; format=flowed
>
> Am 16.07.2016 um 23:41 schrieb George Matysiak:
> > Having installed Gretl 2016c I notice that the User Guide is dated March
> > 2016, as is the Command Reference, Hansl Primer and Package Function
> > Guide. Are the latest versions not automatically installed on a Gretl
> > upodate? Thanks.
> >
>
> Sorry for the non-response, apparently it's vacation time. I presume
> you're using Windows. If you uninstall the old gretl version first, then
> it should be the latest pdf versions. If you're as lazy as I am and
> simply install the new version over the old one then not necessarily.
> You could manually delete the pdfs and then gretl will (try to) download
> the current versions when you select the corresponding menu items.
>
> cheers,
> sven
>
>
> ------------------------------
>
> Message: 2
> Date: Wed, 20 Jul 2016 16:35:33 +0200
> From: Sven Schreiber <svetosch at gmx.net>
> To: gretl-users at lists.wfu.edu
> Subject: Re: [Gretl-users] F-test: Fixed Effects vs Pooled OLS
> Message-ID: <4ce96501-77fa-eb0b-ce9c-da970cd4a2d0 at gmx.net>
> Content-Type: text/plain; charset=windows-1252; format=flowed
>
> Am 20.07.2016 um 15:28 schrieb Bruno Gobeil:
> > Hello!
> >
> >
> >
> > I would like to better understand the rational for using the following
> > formula for determining the denominator degrees of freedom for the
> > F-test: n(t-1)-(k-1); where n is the number of regions, t the number of
> > years, k the number of parameters, including the constant. I thought
> > that the use of the de-meaned data approach compared to LSDV approach
> > for the fixed effects model would lead to a higher number of denominator
> > degrees of freedom, as suggested in the Gretl Guide, with the following
> > formula: nt-k.
> >
>
> If I understand your question correctly, then here is my answer: LSDV
> and de-meaned data fixed effects ("within" estimation) are equivalent
> for testing purposes. To put it differently, de-meaning is also a
> statistical estimation procedure, because you do not know the expected
> population values a priori and hence you have to estimate them via the
> arithmetic means. Hence you cannot gain d.o.f. by the within/de-meaned
> estimator.
>
> This is not gretl-specific, of course.
>
> hth,
> sven
>
>
> ------------------------------
>
> Message: 3
> Date: Wed, 20 Jul 2016 14:41:00 +0000
> From: Bruno Gobeil <bruno.gobeil at dunsky.com>
> To: Gretl list <gretl-users at lists.wfu.edu>
> Subject: Re: [Gretl-users] F-test: Fixed Effects vs Pooled OLS
> Message-ID:
>         <
> BLUPR0401MB1713A32523F2BE9B4BE69955EB080 at BLUPR0401MB1713.namprd04.prod.outlook.com
> >
>
> Content-Type: text/plain; charset="iso-8859-1"
>
> Thanks very much for your quick response. It is much appreciated.
>
> Regards,
>
> Bruno Gobeil
> Senior Consultant | Consultant principal
> DUNSKY ENERGY CONSULTING | DUNSKY EXPERTISE EN ?NERGIE
> [t] 514.504.9030??*26?? [f] 514.289.2665?? [e] bruno.gobeil at dunsky.com
>
>
>
> NOTICE: This message (including any attachments) is intended for the sole
> use of the individual or entity to which it is addressed, and contains
> information that is privileged, confidential and exempt from disclosure.
> ?Barring explicit indication to the contrary in the text of the message,
> any copying, distribution or dissemination of any part of this email
> (including any attachments), by the intended or accidental recipient, is
> strictly prohibited. If you have received this communication in error,
> please notify us immediately. ?Thank You.?
>
> AVIS?: Ce message (et les pi?ces qui y sont jointes) est destin? ? l'usage
> exclusif de la personne ou de l'entit? ? laquelle il est adress?, et
> renferme des renseignements privil?gi?s et confidentiels qui ne doivent pas
> ?tre divulgu?s. Sauf si le message invite explicitement au contraire, il
> est strictement interdit de copier, distribuer ou diffuser cette
> communication (et les pi?ces qui y sont jointes), en tout ou en partie,
> cette interdiction s'appliquant tant au r?cipiendaire voulu
> qu'involontaire.? Si vous avez re?u cette communication par erreur,
> veuillez nous en aviser imm?diatement. ?Merci.?
>
> -----Original Message-----
> From: gretl-users-bounces at lists.wfu.edu [mailto:
> gretl-users-bounces at lists.wfu.edu] On Behalf Of Sven Schreiber
> Sent: July 20, 2016 10:36 AM
> To: gretl-users at lists.wfu.edu
> Subject: Re: [Gretl-users] F-test: Fixed Effects vs Pooled OLS
>
> Am 20.07.2016 um 15:28 schrieb Bruno Gobeil:
> > Hello!
> >
> >
> >
> > I would like to better understand the rational for using the following
> > formula for determining the denominator degrees of freedom for the
> > F-test: n(t-1)-(k-1); where n is the number of regions, t the number
> > of years, k the number of parameters, including the constant. I
> > thought that the use of the de-meaned data approach compared to LSDV
> > approach for the fixed effects model would lead to a higher number of
> > denominator degrees of freedom, as suggested in the Gretl Guide, with
> > the following
> > formula: nt-k.
> >
>
> If I understand your question correctly, then here is my answer: LSDV and
> de-meaned data fixed effects ("within" estimation) are equivalent for
> testing purposes. To put it differently, de-meaning is also a statistical
> estimation procedure, because you do not know the expected population
> values a priori and hence you have to estimate them via the arithmetic
> means. Hence you cannot gain d.o.f. by the within/de-meaned estimator.
>
> This is not gretl-specific, of course.
>
> hth,
> sven
> _______________________________________________
> Gretl-users mailing list
> Gretl-users at lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
>
>
> ------------------------------
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users at lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
> End of Gretl-users Digest, Vol 114, Issue 8
> *******************************************
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.wfu.edu/pipermail/gretl-users/attachments/20160720/6a541a0b/attachment.html>


More information about the Gretl-users mailing list