[Gretl-users] Corr(\alpha_{i},X_{it}) in FE panel models?

[Clive Nicholas]

Gretl 1.9.9, Kubuntu Linux 12.10

It's just occurred to me that -gretl- neither gives any information in the
result window nor under the Tests and Analysis menus on the correlation
between the unit-specfic errors (\alpha_{i}) and the X_{it} variables in FE
panel models; reading the relevant sections in Chapter 17 turned up
nothing. Is anybody able to say why this is, or have I missed something?

Also, no information is given on the standard deviations of these FE error
components which are used to compute \rho (which is shown): any reason as
to why?

Thanks!

-- 
Clive Nicholas (clivenicholas.posterous.com)

[Please DO NOT mail me personally here, but at <clivenicholas(a)hotmail.com>.
Please respond to contributions I make in a list thread here. Thanks!]

"My colleagues in the social sciences talk a great deal about methodology.
I prefer to call it style." -- Freeman J. Dyson

Gretl 1.9.9, Kubuntu Linux 12.10

It's just occurred to me that -gretl- neither gives any information in the result window nor under the Tests and Analysis menus on the correlation between the unit-specfic errors (\alpha_{i}) and the X_{it} variables in FE panel models; reading the relevant sections in Chapter 17 turned up nothing. Is anybody able to say why this is, or have I missed something?

Also, no information is given on the standard deviations of these FE error components which are used to compute \rho (which is shown): any reason as to why?

Thanks!

--
Clive Nicholas (clivenicholas.posterous.com)

[Please DO NOT mail me personally here, but at <clivenicho...@hotmail.com>. Please respond to contributions I make in a list thread here. Thanks!]

"My colleagues in the social sciences talk a great deal about methodology. I prefer to call it style." -- Freeman J. Dyson