[Gretl-users] Gretl and MBA Statistics

2012-12-07 Thread Logan Kelly
Hello all, I am considering using Gretl for a Statistics class I teach in an executive MBA program. I am think about this because (i) Gretl is free for students to use, and (ii) it does not require admin rights to install. Point (ii) is the most important. My consern is that while Gretl is

Re: [Gretl-users] pre-multiplication by transpose

2012-12-07 Thread Sven Schreiber
On 12/07/2012 08:31 PM, Alan G Isaac wrote: > On 12/7/2012 1:52 PM, Summers, Peter wrote: >> But your example holds true whether or not we write x'y or x'*y > > > Absolutely. I was addressing only the issue of > how to handle a 1 x 1 matrix, not the core question. > > I agree that many matrix

Re: [Gretl-users] Kronecker, and Vecm accessors

2012-12-07 Thread Sven Schreiber
On 12/07/2012 09:03 PM, Allin Cottrell wrote: > On Fri, 7 Dec 2012, Sven Schreiber wrote: > >> in working with a lot of Kronecker products, I noticed the following: >> >> ** seems to take precedence over * (standard matrix multiplication). Of >> course that's just a convention and as such is

Re: [Gretl-users] pre-multiplication by transpose

2012-12-07 Thread Allin Cottrell
On Sat, 8 Dec 2012, Sven Schreiber wrote: > On 12/07/2012 11:08 PM, Allin Cottrell wrote: >> On Fri, 7 Dec 2012, Sven Schreiber wrote: >> >>> On 12/07/2012 08:31 PM, Alan G Isaac wrote: On 12/7/2012 1:52 PM, Summers, Peter wrote: > But your example holds true whether or not we write x'y

Re: [Gretl-users] pre-multiplication by transpose

2012-12-07 Thread Summers , Peter
> E.g., (1x2)*((2x1)*(2x2)) -> error (as it should be) but ((1x2)*(2x1))*(2x2) > -> (2x2) So much for associativity. But associativity assumes all products are well-defined. A*(B*C) in your example generates an error because B*C fails. PS -Original Message- From:

[Gretl-users] ordering in the lags() function

2012-12-07 Thread Sven Schreiber
Hi, when lags() is applied to a list (of series), then the result is grouped by variables, i.e. lags(2,mylist) gives x_1 x_2 y_1 y_2 if x and y are the list members. In the VAR/VECM context we typically have the variables ordered by lags instead, i.e. we need x_1 y_1 x_2 y_2. (For example,

Re: [Gretl-users] pre-multiplication by transpose

2012-12-07 Thread Allin Cottrell
On Fri, 7 Dec 2012, Sven Schreiber wrote: > On 12/07/2012 08:31 PM, Alan G Isaac wrote: >> On 12/7/2012 1:52 PM, Summers, Peter wrote: >>> But your example holds true whether or not we write x'y or x'*y >> >> >> Absolutely. I was addressing only the issue of >> how to handle a 1 x 1 matrix, not

Re: [Gretl-users] Kronecker, and Vecm accessors

2012-12-07 Thread Allin Cottrell
On Fri, 7 Dec 2012, Sven Schreiber wrote: > in working with a lot of Kronecker products, I noticed the following: > > ** seems to take precedence over * (standard matrix multiplication). Of > course that's just a convention and as such is fine, but I couldn't find > any mention of it in the

Re: [Gretl-users] pre-multiplication by transpose

2012-12-07 Thread Alan G Isaac
On 12/7/2012 12:58 PM, Summers, Peter wrote: > But associativity assumes all products are well-defined. A*(B*C) in your > example generates an error because B*C fails. Indeed. That is the point of the example.

Re: [Gretl-users] pre-multiplication by transpose

2012-12-07 Thread Sven Schreiber
Am 07.12.2012 12:22, schrieb Stefano Fachin: > I bumped into a feature of Hansl that may be produce puzzling results: > using the "pre-multiplication by transpose" notation X'Y with X a 1x1 > matrix (that is, defined as a matrix, but with 1 row and 1 column, for > instance because the result of

[Gretl-users] pre-multiplication by transpose

2012-12-07 Thread Stefano Fachin
I bumped into a feature of Hansl that may be produce puzzling results: using the "pre-multiplication by transpose" notation X'Y with X a 1x1 matrix (that is, defined as a matrix, but with 1 row and 1 column, for instance because the result of the product of a row vector for a column vector)

[Gretl-users] Kronecker, and Vecm accessors

2012-12-07 Thread Sven Schreiber
Hi, in working with a lot of Kronecker products, I noticed the following: ** seems to take precedence over * (standard matrix multiplication). Of course that's just a convention and as such is fine, but I couldn't find any mention of it in the manual -- or did I miss it? (This basically