[Gretl-devel] Re: panel FE with constant dep var: what does gretl do?

2019-07-12 Thread Allin Cottrell
On Fri, 12 Jul 2019, Sven Schreiber wrote: Am 12.07.2019 um 20:05 schrieb Allin Cottrell: On Fri, 12 Jul 2019, Sven Schreiber wrote: OK, so it's not a pure within transformation. But still: If the dep var is constant and non-zero, we set all other regressor coeffs to zero (except the

[Gretl-devel] Re: panel FE with constant dep var: what does gretl do?

2019-07-12 Thread Sven Schreiber
Am 12.07.2019 um 20:05 schrieb Allin Cottrell: On Fri, 12 Jul 2019, Sven Schreiber wrote: OK, so it's not a pure within transformation. But still: If the dep var is constant and non-zero, we set all other regressor coeffs to zero (except the constant term). Fine. But if the dep var is all

[Gretl-devel] Re: panel FE with constant dep var: what does gretl do?

2019-07-12 Thread Allin Cottrell
On Fri, 12 Jul 2019, Sven Schreiber wrote: Am 12.07.2019 um 19:00 schrieb Allin Cottrell: On Fri, 12 Jul 2019, Sven Schreiber wrote: Hm, there might be a slight inconsistency compared to a standard OLS specification where the dep var is constantly zero. There gretl refuses to continue, and in

[Gretl-devel] Re: --send-data (Re: Re: panel FE with constant dep va...)

2019-07-12 Thread Allin Cottrell
On Fri, 12 Jul 2019, Artur Tarassow wrote: Am 12.07.19 um 17:38 schrieb Riccardo (Jack) Lucchetti: It would be really cool if we could pass bundles to languages that support some variant of associative arrays, eg R, where they call them lists, or Python, where they call them dicrtionaries

[Gretl-devel] Re: --send-data (Re: Re: panel FE with constant dep va...)

2019-07-12 Thread Sven Schreiber
Am 12.07.2019 um 18:01 schrieb Artur Tarassow: Am 12.07.19 um 17:38 schrieb Riccardo (Jack) Lucchetti: Proof-of-concept: I would rather favour the json-format as an exchange protocol. Artur, I think you are in the mainstream in pushing for json to replace xml, and maybe it's a good push.

[Gretl-devel] Re: panel FE with constant dep var: what does gretl do?

2019-07-12 Thread Allin Cottrell
On Fri, 12 Jul 2019, Sven Schreiber wrote: > Am 12.07.2019 um 16:15 schrieb Allin Cottrell: > > > > Neither stata nor R reject this specification, but the "arguably > > strange" output from gretl is indeed an artifact of sub-par numerical > > precision in the unbalanced case using Cholesky

[Gretl-devel] Re: --send-data (Re: Re: panel FE with constant dep va...)

2019-07-12 Thread Allin Cottrell
On Fri, 12 Jul 2019, Riccardo (Jack) Lucchetti wrote: > On Fri, 12 Jul 2019, Allin Cottrell wrote: > > > On Fri, 12 Jul 2019, Sven Schreiber wrote: > > > > > Something else: BTW, the guide mentions that --send-data is not > > > available with Ox, but is silent for the Python case. Actually Artur

[Gretl-devel] Re: --send-data (Re: Re: panel FE with constant dep va...)

2019-07-12 Thread Artur Tarassow
Am 12.07.19 um 17:38 schrieb Riccardo (Jack) Lucchetti: On Fri, 12 Jul 2019, Allin Cottrell wrote: On Fri, 12 Jul 2019, Sven Schreiber wrote: Something else: BTW, the guide mentions that --send-data is not available with Ox, but is silent for the Python case. Actually Artur and I are working

[Gretl-devel] Re: --send-data (Re: Re: panel FE with constant dep va...)

2019-07-12 Thread Riccardo (Jack) Lucchetti
On Fri, 12 Jul 2019, Allin Cottrell wrote: On Fri, 12 Jul 2019, Sven Schreiber wrote: Something else: BTW, the guide mentions that --send-data is not available with Ox, but is silent for the Python case. Actually Artur and I are working (not too hard) on more tools for passing stuff to

[Gretl-devel] Re: --send-data (Re: Re: panel FE with constant dep va...)

2019-07-12 Thread Allin Cottrell
On Fri, 12 Jul 2019, Sven Schreiber wrote: > Am 12.07.2019 um 16:15 schrieb Allin Cottrell: > > Neither stata nor R reject this specification, but the "arguably > > strange" output from gretl is indeed an artifact of sub-par numerical > > precision in the unbalanced case using Cholesky

[Gretl-devel] --send-data (Re: Re: panel FE with constant dep va...)

2019-07-12 Thread Sven Schreiber
Am 12.07.2019 um 16:15 schrieb Allin Cottrell: Neither stata nor R reject this specification, but the "arguably strange" output from gretl is indeed an artifact of sub-par numerical precision in the unbalanced case using Cholesky decomposition. I've switched to QR for this task and we now show

[Gretl-devel] panel FE with constant dep var: what does gretl do?

2019-07-12 Thread Sven Schreiber
Hi, for testing purposes I stumbled over the question of gretl's ways of running a fixed effects (FE) panel regression when the dependent variable is not time-varying. Example: open abdata panel IND const INDOUTPT # FE per default I would have thought that gretl either refuses to execute

[Gretl-devel] Re: Default col argument for matrix creation functions

2019-07-12 Thread Sven Schreiber
Am 11.07.2019 um 23:11 schrieb Allin Cottrell: On Wed, 10 Jul 2019, Sven Schreiber wrote: So in 2018 we cut through this mess: we redefined gretl's "NA" as NaN. No more policing required; NaNs propagate through calculation as per IEEE rules (any arithmetical operation with NaN as an operand