Thanks very much for rapidly fixing the problem regarding some of the diagnostic tests from a saved model based on a different sub-sample. The new reformat options for the model table also looks very nice. Is it just me or is gretl slowly but surely becoming the best tool for doing econometrics? Cheers A. Talha Yalta
On Sat, Sep 12, 2009 at 3:40 AM, Allin Cottrell <cottrell(a)wfu.edu> wrote: > > On Fri, 11 Sep 2009, Allin Cottrell wrote: > >> On Fri, 11 Sep 2009, Talha Yalta wrote: >> >> > 1)- When I open a saved model (OLS) based on a sub-sample, I see that, >> > when running various tests, the original subsample is not always >> > remebered... > > I think this should all be OK now (in CVS and the various > snapshots). > > For the record, here's the issue: you estimate model A, then > change the data sample, then run a diagnostic test of some kind on > model A. This is not a situation that would arise in a sane gretl > script, but it might well arise in the context of a saved session, > so we have to deal with it correctly. > > For a long time now, we have dealt with it correctly if the sample > on which model A was estimated and the current sample differ in > certain specific ways, viz. > > * The current sample is a non-contiguous subset of the full set of > observations, but the model was estimated on the full dataset, or > vice versa. > > * The current sample and the sample on which the model was > estimated are different non-contiguous subsets of the full > dataset. > > In these cases diagnostic tests are disabled. > > But that leaves the case where the sample on which the model was > estimated and the current sample range differ only in respect of > where the "start" and "end" markers for the sample are situated. > In this case we ought to be able to reset the current sample range > temporarily to match that associated with the model, run the test, > then put the start and end back where they were. > > We have done this correctly for many of the diagnostic tests that > gretl offers, but, as Talha noticed, not for all. I think we've > now plugged that gap. Please let me know if you see any cases that > seem to violate this requirement. > > Allin > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > -- “Remember not only to say the right thing in the right place, but far more difficult still, to leave unsaid the wrong thing at the tempting moment.” - Benjamin Franklin (1706-1790) --
