On Sat, 1 Jun 2024, Riccardo (Jack) Lucchetti wrote:
On 31/05/2024 20:43, Allin Cottrell wrote:
On Fri, 31 May 2024, Sven Schreiber wrote:
Notice that in the dialog window there's a tick box saying
"ensure uniform sample". And the results differ depending on
whether you tick the box or not.
Right, we calculate each pairwise correlation on the maximum
available number of observations for the two series unless that
box is ticked -- which corresponds to giving the --uniform option
with the "corr" command.
This is certainly useful, and I don't mean in any way to suggest
we shouldn't do it, but users should be aware of the fact the the
collection of individual correlation coefficients computed in this
way may end up being an invalid correlation matrix, because it may
violate the positive-semidefiniteness requirement. [...]
Good point. I've put a note to this effect into the help text for
"corr".
Allin
_______________________________________________
Gretl-users mailing list -- gretl-users@gretlml.univpm.it
To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it
Website:
https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/
