New in TSP 4.2b

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New in TSP 4.2b

These are the enhancements in version 4.2b. The date shown is the date the feature was installed in 4.2a.

FEBRUARY 1993

386/486 TSP (for DOS) prints graphics.
Paging of interactive regression output (no longer runs off the screen).

DECEMBER 1992

ANALYZ can follow any estimation procedure (including OLSQ, etc.). This makes it easy to test hypotheses, even for linear models.

NOVEMBER 1992

A CNORMI function which gives the inverse of the cumulative normal distribution function has been added. This is useful for truncation models with non-normal distributions.
KALMAN uses orthonormalized variables in computation (improves numerical accuracy).
MAT stores complex eigenvalues/ eigenvectors for general square matrices for further computation by user.
MODEL is substantially revised with improved output.
In PROBIT, the computed Mills ratios are negative when Y=0, making them the correct expected value of the latent residual conditional on Y=0 and the Xs. Previously, they were computed conditional on Y=1. In both PROBIT and LOGIT, variable-by-variable checks for complete or quasi-complete separation are performed and a warning printed if the check fails.

AUGUST 1992

LAD depvar list-of-indepvars; estimates a LAD (least absolute deviations) regression, also known as L1 or Laplace regression.

JUNE 1992

BJIDENT stores the autocorrelations, partial autocorrelations, and inverse autocorrelations.
READ reads free format files of arbitrary width and does it 50% faster. It can also read Lotus (V.1-3 and Japanese) and Excel (V.2-4) files, even on Unix systems.

MARCH 1992

GMM stores the vector of orthogonality conditions. The NMA= option handles gaps in the SMPL correctly. The MASK= option excludes instruments from some equations.

FEBRUARY 1992

AR1 handles missing values.

JANUARY 1992

The last (innermost) of a series of DOT statements is used when there is a single dot (.) in a variable referenced in the innermost loop. DOTs with strings like '01' are allowed also.

OCTOBER 1991

KEEP ALL; statement forces all variables to be stored in any open databanks.

SEPTEMBER 1991

RANDOM has many new distributions: CAUCHY (no parameters), EXPON (for exponential with option LAMBDA=a, where the expectation is 1/a), LAPLACE (double exponential with the option LAMBDA=a), and T (Student's t distribution with option DF=n). RANDOM ta kes multiple arguments for any distribution; the random variables generated will be independent except for the multivariate normal distribution with VCOV= a non-diagonal matrix. The
DRAW= option for the empirical distribution function now samples only from the non-missing values of the supplied series.

JULY 1991

PANEL computes a Hausman test for correlated effects (within vs. varcomp), and stores the residuals from the different estimations. It also stores the fixed effects, and the chi-squared, p-value, and degrees of freedom for the Hausman test.

MAY 1991

SHOW ; with no arguments lists internal array dimensions in TSP.

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