Mina, The only way the initial year won't get dropped is if you have actual data for that year. For example if you restrict your original sample to the years 2002-2008 (which is what gretl does when you estimate that model). I'd suggest checking the EViews examples you mention more closely - I bet that the "whole range of data" that they report is actually the range over which they have data on all the variables, including lags.
I hope this helps, PS ________________________________ From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces(a)lists.wfu.edu] On Behalf Of Mina Shariq Sent: Friday, April 22, 2011 9:22 AM To: gretl-users(a)lists.wfu.edu Subject: Re: [Gretl-users] Panel Data Help Hi, I emailed a few days ago with my original email: "I was wondering if you could kindly help me out. I am using Gretl to regress panel data for my dissertation. My panel data consists of data on 13 villages over the span of 8 years: 2001 - 2008 (a total of 104 observations). The problem is whenever I lag any of my variables (such as government spending) Gretl drops my first year of observations and leaves me with only 91 over a span of 7 years instead. Is there any way to fix this problem or will this always happen regardless? I tried readjusting my data set to include a year 2000 with only zero values in it, but the same thing happened again." I was told that it is inevitable that gretl would drop my 1st year values when it lags, however, I have seen a few panel regressions done by people who also lagged variables on Eviews and their whole range of data has remained intact. Is there any code or option on gretl to ensure that it keeps my whole data range? Thanks
|
Mina, The only way the initial year won’t
get dropped is if you have actual data for that year. For example if you
restrict your original sample to the years 2002-2008 (which is what gretl does
when you estimate that model). I’d suggest checking the EViews examples
you mention more closely – I bet that the “whole range of data”
that they report is actually the range over which they have data on all the
variables, including lags. I hope this helps, PS From:
[email protected] [mailto:[email protected]] On Behalf Of Mina Shariq Hi, I emailed a few days ago with my original email: "I was wondering if you could kindly help me out. I am
using Gretl to regress panel data for my dissertation. My panel data consists
of data on 13 villages over the span of 8 years: 2001 - 2008 (a total of 104
observations). The problem is whenever I lag any of my variables (such as
government spending) Gretl drops my first year of observations and leaves me
with only 91 over a span of 7 years instead. Is there any way to fix this problem or will this always
happen regardless? I tried readjusting my data set to include a year 2000 with
only zero values in it, but the same thing happened again." I was told that it is inevitable that gretl would drop my 1st
year values when it lags, however, I have seen a few panel regressions done by
people who also lagged variables on Eviews and their whole range of data has
remained intact. Is there any code or option on gretl to ensure that it keeps
my whole data range? Thanks |
