Dear Peter,
I don't know if you are familiar with gretls great scripting abilities.
I am not sure if I understand your problem, but I think you are looking for a
"loop".
Read some words about it in the command reference, or take a look at Allins
recent example with OLS (mail from 23/02/2010 on this list).
Find the short script below:
(Best way to learn is learning by doing!)
<script>
# create big list of all dependent series
list ylist = I*EX I*IM I*IT
# and the list of regressors
list xlist = # <- put your regressors here
# full results matrix, starts out empty
matrix Res = {}
loop foreach i ylist --quiet
# deflate the series
series $i_def = $i / def_us
# run the regression
ols $i_def 0 xlist --quiet
# grab the coefficients and standard errors
matrix res = $coeff' | $stderr'
# and add them to the big results matrix
Res = Res | res
endloop
# open a file, and write out the results
outfile "results.txt" --write
printf "%#12.6g", Res
outfile --close
</script>
Daniel
Peter Blömeke írta:
>
> Dear All Gretl User,
>
>
>
> I need some help with an regression analysis I am running right now.
> The data consists of about 600 entities over 180 month and is
> organized as panel data.
>
>
>
> Here is my problem:
>
> I want to run a fixed effect panel regression with two independent
> (explanatory) variables. Gretl prints out the regression result and
> gives me one estimated beta for each variable. However, in a next step
> I need a estimated beta for each of the 600 entities in a list to do
> further analysis.
>
>
>
> My solution so far:
>
> I could run 600 manual regressions and always write down the estimated
> beta, but I hope there will be an easier way to handle this.
>
>
>
> I would be very grateful for some help.
>
>
>
> Kind regards,
>
>
>
> Peter
>
>
>
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>
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