[Gretl-devel] Re: clustered standard errors, 'period' keyword, driscoll_kraay

2023-11-02 Thread Cottrell, Allin
On Thu, Nov 2, 2023 at 9:38 AM Sven Schreiber wrote: > > Am 02.11.2023 um 14:26 schrieb Sven Schreiber: > > Ahhh OK, now I understand. > > Sorry, one more stupid question: The new cluster option is not accessible in > the GUI, right? Right, not yet. SCC is accessible though. Allin

[Gretl-devel] Re: clustered standard errors, 'period' keyword, driscoll_kraay

2023-11-02 Thread Sven Schreiber
Am 02.11.2023 um 14:26 schrieb Sven Schreiber: Ahhh OK, now I understand. Sorry, one more stupid question: The new cluster option is not accessible in the GUI, right? thanks sven ___ Gretl-devel mailing list -- gretl-devel@gretlml.univpm.it To

[Gretl-devel] Re: clustered standard errors, 'period' keyword, driscoll_kraay

2023-11-02 Thread Sven Schreiber
Am 02.11.2023 um 14:23 schrieb Cottrell, Allin: On Thu, Nov 2, 2023 at 9:03 AM Sven Schreiber wrote: Am 02.11.2023 um 13:51 schrieb Allin Cottrell: See the "set" doc for the current status: options are "arellano", "pcse" and "scc". Exactly - but my question is what happened to the

[Gretl-devel] Re: clustered standard errors, 'period' keyword, driscoll_kraay

2023-11-02 Thread Cottrell, Allin
On Thu, Nov 2, 2023 at 9:03 AM Sven Schreiber wrote: > > Am 02.11.2023 um 13:51 schrieb Allin Cottrell: > > On Thu, 2 Nov 2023, Sven Schreiber wrote: > > > >> in short: --cluster=period works as announced, but with two-way > >> clustering --cluster=period,unit doesn't work, one has to create a >

[Gretl-devel] Re: clustered standard errors, 'period' keyword, driscoll_kraay

2023-11-02 Thread Sven Schreiber
Am 02.11.2023 um 13:51 schrieb Allin Cottrell: On Thu, 2 Nov 2023, Sven Schreiber wrote: in short: --cluster=period works as announced, but with two-way clustering --cluster=period,unit doesn't work, one has to create a series mimicking the period (e.g., genr time). I guess this is an

[Gretl-devel] Re: clustered standard errors, 'period' keyword, driscoll_kraay

2023-11-02 Thread Allin Cottrell
On Thu, 2 Nov 2023, Sven Schreiber wrote: in short: --cluster=period works as announced, but with two-way clustering --cluster=period,unit doesn't work, one has to create a series mimicking the period (e.g., genr time). I guess this is an oversight and not intended. It's not intended as