I need the series "lever" from the "leverage" command inside a loop
construct in order to perform some hand-made transformation of OLS
residuals.
It appears that I need to run the "leverage" command with the --save
flag (and the --quiet flag to avoid printing).
This will save in the data base all three series "lever", "influ" and
"dffits" produced by the leverage command.
But this is inside a loop. That will run several thousand of times. I
certainly do not want to save these three series thousand of times (as
is the consequence of the functionality of the leverage command on the
matter, quote, <<However, if series of these names already exist, the
names of the newly saved series will be adjusted to ensure uniqueness>>).
So I give the "delete" command with the --force flag to persuade gretl
to delete series inside the loop.
But I get the message
<<No variables were deleted (some data were in use)>>
I understand that this is likely a technical aspect that exceeds my
knowledge.
In practice the "lever" series is used to divide the OLS residuals. The
other series are not used for anything.
The delete command is given just before the "endloop" finale.
I know of the solution to NOT use the leverage command and still get my
diagonal elements of the hat matrix (in which case the same series will
be written over as the loop progresses), but the leverage command is the
efficient way to go. So I was wondering,
Any way that can I get gretl to delete the series inside the loop?
--
Alecos Papadopoulos PhD
Athens University of Economics and Business
web: alecospapadopoulos.wordpress.com/
scholar:https://g.co/kgs/BqH2YU
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