Sebastien Rodrigue-Prive wrote:
> Here it's my programation with Gretl :
>
> open mensuelmemoire-sanslesnulles-160310
> # create big list of variables
> list biglist = I*EX I*IM
> # create a list of regresor
> list reg1list = TREND PRE911 POST911 TX_CHG Jan Fev Mar Avr Mai Juin Juil
> Aou Sep Oct Nov Dec DICHO_OCT
> # full results matrix, start empty
> matrix Res = {}
>
> loop foreach i biglist
>
> # create multiplicator
>
> # diminuer leS VARIABLES ( / 1 000 000)
> PIB_IND_C_ = PIB_IND_C / 1000000
> PIBN_US_ = PIBN_US / 1000000
> series $i_def = $i / (PIB_IND_C_ * PIBN_US_) / DEF_US
> # run the regression
> ols $i_def 0 reg1list
> # grab the coefficient and stan-error
> matrix res = $coeff' | $stderr'
> # and add to the big results matrix
> Res = Res | res
> endloop
>
> # open a fil to write down the results
> outfile "results par un million 100504-1.txt" --write
> printf "%#12.6g", Res
> outfile --close
>
>
> Everythings worked very well.
> The problem it's when I want to get in my res matrix the value of my
> coefficient and my the value of my critical-p... doesn't work.
>
> I tried $pvalue, doesn't work. I really need to get out the critical-p
> for my presentation.
P-values for the coefficients, being derived results, are not
available via a direct accessor; you need to use the pvalue()
function. To get the two-sided p-values that are printed in the
gretl output you'd do something like this:
open data9-7
ols 1 0 2 3 4
matrix pvals = 2 * pvalue(t, $df, abs($coeff ./ $stderr))
print pvals
Allin Cottrell
