On Tue, 7 Sep 2010, Edsel L. Beja, Jr. wrote: > I need help on executing the "interval regression" option on Gretl. In > particular, how do I "create" the lower bound variable and upper bound > variable? (The manual does not give details.)
It is assumed that the bound variables are available as data. For example if the dependent variable is individuals' income, you don't have a point figure for each income but you do have a bracket. If the bounds are not available as data but you have relevant data from which bounds might be constructed, gretl has a rich set of functions for computing transformations. Look at the genr command and the gretl function reference under the Help menu. Allin Cottrell
