TamboDuc: Basic code lines in Gretl

2023-02-20T21:27:55Z

Basic code lines in Gretl

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If you want to run a regression. Using the sample data from Mankiw :

{{ code | ols gdp85 0 gdp60}}

Model 1: OLS, using observations 1-121 (n = 105)
Missing or incomplete observations dropped: 16
Dependent variable: gdp85

coefficient std. error t-ratio p-value
---------------------------------------------------------
const 3852.68 466.192 8.264 5.14e-13 ***
gdp60 0.445227 0.0540057 8.244 5.69e-13 ***

Mean dependent var 5502.638 S.D. dependent var 5531.722
Sum squared resid 1.92e+09 S.E. of regression 4314.432
R-squared 0.397537 Adjusted R-squared 0.391688
F(1, 103) 67.96485 P-value(F) 5.69e-13
Log-likelihood −1026.800 Akaike criterion 2057.599
Schwarz criterion 2062.907 Hannan-Quinn 2059.750

Warning: 'inv' shadows a function of the same name

Data from N. Gregory Mankiw, David Romer and David N. Weil,
"A contribution to the empirics of economic growth,"
Quarterly Journal of Economics, May 1992, pp. 407-437

Cross-country data from 1960 and 1985 with average growth
rates of GDP and population of working age, the average
ratio of investment to GDP, and the percentage of the
working-age population in secondary school.

Note by Allin Cottrell:
These data are taken from Appendix to the paper. I believe
they do not correspond exactly to the data used in the
regressions reported in the paper, since I am unable to
reproduce those results exactly (the differences are minor
but noticeable).

Code examples for beginners - Revision history

TamboDuc: Basic code lines in Gretl