Gauss commands

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    /* Comments */
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Change working directory:

    chdir
 
Load data 
The filename can be either a literal or a string. If the filename is in a string variable, then the ^ (caret) operator must precede the name of the string, as in:

    filestr = "data/filename.txt";
    loadm x = ^filestr;
 
Run a script 

    run file_name;
     
Indexing matrices
See help aptech.com.gauss.13.0/doc/LF.6-DataTypes.html
The statement

    y = x[1:3,5:8];
 
Will put the intersection of the first three rows and the 
fifth through eighth columns of x into the matrix y.

Plot

plotXY(datax[.,1], datax[.,2:cols(datax)]) 
plotXY(datay[.,1], datay[.,2:cols(datay)])

Gauss resources

Basic GAUSS workshop 2002
Aptech Tutorial, running a program file

Octave commands

I am trying to run Matlab based test statistics in GNU Octave.

Octave commands 

List variables available in memory

who %this is a comment
whos %provides class details

Change and display working directory

cd directory_name
pwd

Manipulate data structures:

x.a = 1;
x.b = [1, 2; 3, 4];
x.c = "string";

Display the value of a variable

disp(x)

Loop over a list of files

csvfiles = dir("*.csv")
for file= csvfiles'
fprintf(1,'Doing something with %s\n',file.name)
end

Creating character arrays

"In the MATLAB^® computing environment, all variables are arrays, and strings are of type char (character arrays)."

Reading data from an Excel or CSV file

The test statistics I wanted to use loads data from an Excel file but this returned the error :" 'xlsread' undefined ". Reading excel file is provided by the IO package which is not installed by default. The package is available in the Debian repository under "octave-io" , with the description "This package [...] contains functions to [...] read Excel spreadsheet (xlsread) and OpenDocument spreadsheet (odsread)." It is based on Apache POI. Load the package an try to read a file:

pkg load io;
data=xlsread('file_name.xls');

xlsread returns an error "Detected XLS interfaces: None."  This forum post recommends to load the java and windows packages as well. Those packages are not available in the Debian repositories.
I decided to convert the Excel file to csv and use csvread instead.

The script now gives the same output as on a windows machine running Matlab.

Warning: possible Matlab-style short-circuit operator 

Short-circuit boolean operators explains that:

"MATLAB has special behavior that allows the operators ‘&’ and ‘|’ to short-circuit when used in the truth expression for if and while statements. The Octave parser may be instructed to behave in the same manner, but its use is strongly discouraged." [...]

I wonder why it is strongly discouraged. 

"To obtain short-circuit behavior for logical expressions in new programs, you should always use the ‘&&’ and ‘||’ operators."

I replaced "|" by "||" in the code.

Writing test results to a file

Matlab low level file IO, explains how to use fprintf (a vectorised implementation of the c function) to write text data to a file.

Stata commands

Load csv data

cd /home/paul/ 
insheet using filename.csv

tsset and xtset for panel variables

The 2 commands are basically similar (STATA forum discussion). tsset mentions "If you tsset panelvar timevar, you do not need to xtset panelvar timevar to use the xt commands."

xtset country year

View available test results

How to access stored estimation results
 
Stata help: "to see what was returned from an estimation command", type:

ereturn list

Then display results with:

 display e(depvar)

matrix list e(b)

View the source code of a command

viewsource xtset.ado

Why should research organisations release free software?

Research organisations protect software with Intellectual Property (IP) rights. Some of these IP rights authorise the release of source code but some prevent source code release. Within the organisation, a decision maker should ask herself:

• Can the organisation pay a person or a group of person in years to come to maintain that program in the long run?

If the answer is no, read on.

Researchers frequently move to other job positions. Once a researcher has moved to another job, the software codes he/she wrote is likely to sit idle on the organisation's storage drives. When no insider knows how to modify a computer program's code, the value of that program for the organisation will depend on the possibility for outsiders to modify the code.

1. If researchers outside the organisation are not allowed to update the software, it will not be used. IP rights preventing source code modification don't have any value.
2. If on the other hand, the piece of software is released as free and open source software, researchers outside the organisations are likely to update the software once the need arises. IP rights ensure that the first creator's contribution with its organisation's affiliation remains cast in the software's stone. An acknowledgement mentioning the organisation will travel with the piece of software as long as this piece of code is useful. This is likely to attract future project contribution and funding to the host organisation.

Panel cross section dependence tests in STATA and R

STATA example 

Using the Grunfeld investment data:

        use "http://fmwww.bc.edu/ec-p/data/Greene2000/TBL15-1.dta"
        xtset firm year
        xtreg i f c,fe
        xtcsd, pesaran

Output of the xtcsd command only:

Pesaran's test of cross sectional independence =     1.098, Pr = 0.2722

R example

Using the same data: 

library(foreign) # To import STATA .dta files
grunfeld <- font="" read.data="">"http://fmwww.bc.edu/ec-p/data/Greene2000/TBL15-1.dta")

pcdtest(i ~ f + c, data=grunfeld, model = "within", effect = "individual", index = c("firm","year"))

Ouput of the pcdtest command:

    Pesaran CD test for cross-sectional dependence in panels

data:  formula
z = 1.0979, p-value = 0.2722
alternative hypothesis: cross-sectional dependence