Gretl Manual: Gnu Regression, Econometrics and Time-series Library | ||
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If the --progressive option is given for a command loop, the effects of the commands ols, print and store are modified as follows.
ols: The results from each individual iteration of the regression are not printed. Instead, after the loop is completed you get a printout of (a) the mean value of each estimated coefficient across all the repetitions, (b) the standard deviation of those coefficient estimates, (c) the mean value of the estimated standard error for each coefficient, and (d) the standard deviation of the estimated standard errors. This makes sense only if there is some random input at each step.
print: When this command is used to print the value of a variable, you do not get a print each time round the loop. Instead, when the loop is terminated you get a printout of the mean and standard deviation of the variable, across the repetitions of the loop. This mode is intended for use with variables that have a single value at each iteration, for example the error sum of squares from a regression.
store: This command writes out the values of the specified variables, from each time round the loop, to a specified file. Thus it keeps a complete record of the variables across the iterations. For example, coefficient estimates could be saved in this way so as to permit subsequent examination of their frequency distribution. Only one such store can be used in a given loop.