On 11/01/13 18:45, JOSE FRANCISCO PERLES RIBES wrote: > Dear all: > > I'm trying to replicate a table similar to that of Angrist and Pischke > (2009) Mostly Harmless Econometrics chapter 8 p,306 where in a Monte > Carlo experiment comparing different bootstrap standard errors > (conventional versus White, ...HAC) for a regression coefficient of > interest, to show that the robust errors tend to be biased if the > problem that are trying to solve (heteroskedasticity or > autocorrelation) is not very serious. > > I have seen that Gretl GUI has a bootstrap option when estimates a > model, but it is for the confidence interval and p-value. This option > allows you save the values, which is very interesting to get the mean > and standard deviation of the beta coefficient. > > But my question is, there is no option to save the estimated standard > errors directly,and via descriptive statistics to obtain the mean and > standard deviation of these errors? > > Thanks in advance and sorry for any inconvenience. > > José F. Perles Ribes > Honorary Collaborator > Applied Economic Analysis Department > University of Alicante (Spain) >
You cannot do it via the gretl GUI. You need to program it into a script. Look at the manual for this, section 6.4 "Resampling and bootstrapping". -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ehu.es/ignacio.diaz-emparanza/ www.ea3.ehu.es
