Am 13.08.2011 16:22, schrieb Allin Cottrell:
> On Sat, 13 Aug 2011, Leon Unger wrote:
>
>> after investigating further - because the results were quite unsatisfactory -
>> I found out that:
>>
>> 1) there is no memory problem with creating the unit dummies if done via
>> 'dummify' (took millisecs f
Hi again.
after investigating further - because the results were quite
unsatisfactory - I found out that:
1) there is no memory problem with creating the unit dummies if done via
'dummify' (took millisecs for 865 dummies).
Using 'genr unitdum' even did not succeed when shrinking down the
Hi Allin,
the LSDV method in my dataset does not work because GRETL stops in the
'genr unitdum' command with 'out of memory'.
Then I have to restart GERTL in order to work further.
Ok, thanks so far. I gonna use the mentioned formula for calculation of
confidence intervals in FE model.
Have a n
On Sat, 13 Aug 2011, Leon Unger wrote:
> after investigating further - because the results were quite unsatisfactory -
> I found out that:
>
> 1) there is no memory problem with creating the unit dummies if done via
> 'dummify' (took millisecs for 865 dummies).
>Using 'genr unitdum' even did
On Tue, 9 Aug 2011, Leon Unger wrote:
> I want to calculate $V[\widehat{u_{ijt}}]$ for *Fixed Effect *models.
> In a first step I reproduce the forecast error variance of a pooled OLS
> model.
> Using the following formula
>
> $V[\widehat{u_{ijt}}] = V[{\epsilon}]
> +{{x_{ijt}}^{'}*V[\hat{\beta}
Hi there,
I want to calculate $V[\widehat{u_{ijt}}]$ for *Fixed Effect *models.
In a first step I reproduce the forecast error variance of a pooled OLS
model.
Using the following formula
$V[\widehat{u_{ijt}}] = V[{\epsilon}]
+{{x_{ijt}}^{'}*V[\hat{\beta}]*{x_{ijt}}$
which provided the same val
On Fri, 22 Aug 2008, [iso-8859-1] Ricardo Gonçalves Silva wrote:
> Ok, you restricted the sample over the range 1970 to 1979 to compare.
> But I can easily use the script over all sample, i.e., 1970 to 1984, and
> generate forecasts from 1985-1988, ok?
You can generate forecasts for 1985 to 1988
, March 21, 2010 11:32 PM
To: "Gretl list"
Subject: Re: [Gretl-users] Fixed effects forecast
>
> On Thu, 21 Aug 2008, [iso-8859-1] Ricardo Gonçalves Silva wrote:
>
>> Thanks so much. I will try the script now.
>> Only a newbie question: the fcasts generated are out-of-s
Allin,
Thanks so much. I will try the script now.
Only a newbie question: the fcasts generated are out-of-sample, right?
Ricardo.
--
From: "Allin Cottrell"
Sent: Sunday, March 21, 2010 10:46 PM
To: "Gretl list"
Subject: Re:
On Thu, 21 Aug 2008, [iso-8859-1] Ricardo Gonçalves Silva wrote:
> Thanks so much. I will try the script now.
> Only a newbie question: the fcasts generated are out-of-sample, right?
Yes, the William Greene dataset I used has data for 6 firms from
1970 to 1984. My script estimates the fixed-effe
On Sat, 20 Mar 2010, Sven Schreiber wrote:
> Ricardo Gonçalves Silva schrieb:
> > Hi,
> >
> > Can Gretl forecast 1 to 3 periods ahead an estimated panel
> > data(fixed-effects with no iterations) model?
>
> sorry this is not an answer to your question: I wanted to try it out
> myself and got a cr
Hi Sven,
Thanks for the script.
The only problem is that Gretl crashes after fcast.
Any hint?
Ricardo
--
From: "Sven Schreiber"
Sent: Saturday, March 20, 2010 10:56 AM
To: "Gretl list"
Subject: Re: [Gretl-users] Fixed effects
Ricardo Gonçalves Silva schrieb:
> Hi,
>
> Can Gretl forecast 1 to 3 periods ahead an estimated panel
> data(fixed-effects with no iterations) model?
>
sorry this is not an answer to your question: I wanted to try it out
myself and got a crash with this little script (on today's cvs version):
Hi,
Can Gretl forecast 1 to 3 periods ahead an estimated panel data(fixed-effects
with no iterations) model?
HTH
RIck
Hi,
Can Gretl forecast 1 to 3 periods ahead an estimated
panel data(fixed-effects with no iterations) model?
HTH
RIck
14 matches
Mail list logo
