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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