Dear Allin,
When I want to estimate a heteroskedasticity corrected model, it gives an output with WLS as below. Something wrong? B Miran Model 2: WLS estimates using 14 observations from 1936-1952 Missing or incomplete observations dropped: 3 Dependent variable: Y coefficient std. error t-ratio p-value -------------------------------------------------------- const 20.3200 2.09293 9.709 2.08e-06 *** X2 0.621689 0.228900 2.716 0.0217 ** X3 0.721299 0.517795 1.393 0.1938 X4 0.725318 0.670564 1.082 0.3048 Statistics based on the weighted data: Sum squared resid 16.29103 S.E. of regression 1.276363 R-squared 0.987474 Adjusted R-squared 0.983716 F(3, 10) 262.7731 P-value(F) 8.30e-10 Log-likelihood -20.92604 Akaike criterion 49.85208 Schwarz criterion 52.40831 Hannan-Quinn 49.61546 Statistics based on the original data: Mean dependent var 87.12143 S.D. dependent var 18.64313 Sum squared resid 407.7965 S.E. of regression 6.385895 Excluding the constant, p-value was highest for variable 4 (X4) > On Sat, 6 Jun 2009, Lars PÃ¥lsson-Syll wrote: > >> Is there any possibility of performing a cross-tabulation in >> gretl when you only have aggregated frequencies (I'm thinking of >> something analogous to Stata's "tabi" command )? > > Not at present, but that would not be difficult to add. > > Allin Cottrell > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > EGE ÜNİVERSİTESİ ----------------------------------------------------------------------- Bu elektronik posta ve onunla iletilen bütün dosyalar sadece göndericisi tarafindan almasi amaclanan yetkili gercek ya da tüzel kisinin kullanimi icindir. Eger söz konusu yetkili alici degilseniz bu elektronik postanin icerigini aciklamaniz, kopyalamaniz, yönlendirmeniz ve kullanmanizkesinlikle yasaktir ve bu elektronik postayi derhal silmeniz gerekmektedir. EGE ÜNİVERSİTESİ bu mesajin icerdigi bilgilerin doğruluğu veya eksiksiz oldugu konusunda herhangi bir garanti vermemektedir. Bu nedenle bu bilgilerin ne sekilde olursa olsun iceriginden, iletilmesinden, alinmasindan ve saklanmasindan sorumlu degildir. Bu mesajdaki görüsler yalnizca gönderen kisiye aittir ve EGE ÜNİVERSİTESİ'nin görüslerini yansitmayabilir ----------------------------------------------------------------------- This e-mail and any attachments may contain confidential and privileged information. If you are not the intended recipient, please notify the sender immediately by return e-mail, delete this e-mail and destroy any copies. Any dissemination or use of this information by a person other than the intended recipient is unauthorized and may be illegal. EGE UNIVERSITY makes no warranty as to the accuracy or completeness of any information contained in this message and hereby excludes any liability of any kind for the information contained therein or for the information transmission, reception, storage or use of such in any way whatsoever. The opinions expressed in this message belong to sender alone and may not necessarily reflect the opinions of EGE UNIVERSITY.Dear Allin,
When I want to estimate a heteroskedasticity corrected model, it gives an output with WLS as below. Something wrong?
B Miran
Model 2: WLS estimates using 14 observations from 1936-1952
Missing or incomplete observations dropped: 3
Dependent variable: Y
coefficient std. error t-ratio p-value
--------------------------------------------------------
const 20.3200 2.09293 9.709 2.08e-06 ***
X2 0.621689 0.228900 2.716 0.0217 **
X3 0.721299 0.517795 1.393 0.1938
X4 0.725318 0.670564 1.082 0.3048
Statistics based on the weighted data:
Sum squared resid 16.29103 S.E. of regression 1.276363
R-squared 0.987474 Adjusted R-squared 0.983716
F(3, 10) 262.7731 P-value(F) 8.30e-10
Log-likelihood -20.92604 Akaike criterion 49.85208
Schwarz criterion 52.40831 Hannan-Quinn 49.61546
Statistics based on the original data:
Mean dependent var 87.12143 S.D. dependent var 18.64313
Sum squared resid 407.7965 S.E. of regression 6.385895
Excluding the constant, p-value was highest for variable 4 (X4)
> On Sat, 6 Jun 2009, Lars PÃ¥lsson-Syll wrote:
>
>> Is there any possibility of performing a cross-tabulation in
>> gretl when you only have aggregated frequencies (I'm thinking of
>> something analogous to Stata's "tabi" command )?
>
> Not at present, but that would not be difficult to add.
>
> Allin Cottrell
>
> _______________________________________________
> Gretl-users mailing list
> gretl-us...@lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
EGE ÜNÝVERSÝTESÝ
-----------------------------------------------------------------------
Bu elektronik posta ve onunla iletilen bütün dosyalar sadece
göndericisi tarafindan almasi amaclanan yetkili gercek ya da tüzel
kisinin kullanimi icindir. Eger söz konusu yetkili alici
degilseniz bu elektronik postanin icerigini aciklamaniz,
kopyalamaniz, yönlendirmeniz ve kullanmanizkesinlikle yasaktir
ve bu elektronik postayi derhal silmeniz gerekmektedir.
EGE ÜNÝVERSÝTESÝ bu mesajin icerdigi bilgilerin doðruluðu veya
eksiksiz oldugu konusunda herhangi bir garanti vermemektedir. Bu
nedenle bu bilgilerin ne sekilde olursa olsun iceriginden, iletilmesinden,
alinmasindan ve saklanmasindan sorumlu degildir.
Bu mesajdaki görüsler yalnizca gönderen kisiye aittir ve
EGE ÜNÝVERSÝTESÝ'nin görüslerini yansitmayabilir
-----------------------------------------------------------------------
This e-mail and any attachments may contain confidential and
privileged information. If you are not the intended recipient,
please notify the sender immediately by return e-mail, delete this
e-mail and destroy any copies. Any dissemination or use of this
information by a person other than the intended recipient is
unauthorized and may be illegal.
EGE UNIVERSITY makes no warranty as to the accuracy or completeness
of any information contained in this message and hereby excludes any
liability of any kind for the information contained therein or for
the information transmission, reception, storage or use of
such in any way whatsoever. The opinions expressed in this
message belong to sender alone and may not necessarily reflect the
opinions of EGE UNIVERSITY.
