**Gauss use **Current information
in March 2001

An **overview of Gauss**, to be read first, is provided in:

The Gauss code given below is applied to **data on takeover bids** which
you need to retrieve from:
The **simplest Gauss programs** (using dataset jaggia.asc) and associated
output are in Gauss OLS example: Gauss OLS program
for takeover bids
Gauss OLS example: Gauss output for OLS program
Gauss MLE example: Gauss MLE program for Poisson
model of takeover bids
Gauss MLE example: Gauss output for MLE program

If you are running Gauss on a **UNIX** machine the following may
help

More **advanced Gauss programs **use the Gauss add-on maxlik (which
is a separate additional purchase). In addition to the particular program
below, you need **seldata.src** which is called by the programs. For MLE
you also need the log-likelihood, gradient and hessian. These are given in
**ghcount.src** (for Poisson) and **ghmnl.src** (for logit and three-choice
multinomial logit).

For example to run the Poisson MLE, you run the program jagmle2.prg, and
need to have in the same directory seldata.src and ghcount.src (these two
files containing procedures are inserted in jagmle2.prg by a #include statement)
and dataset jaggia.asc. Poisson regression follows:

Program seldata.src: Needed to run all the following
programs (selects subset of Gauss data set)
Program ghcount.src: Needed to run the following
programs (gradient and hessian)
Gauss Poisson MLE example: Gauss program using
maxlik for takeover bids
Gauss Poisson MLE example: Gauss output for
program

Binary logit and three-choice multinomial logit follow. For example to
run the binary logit MLE, you run the program jagmnl1.prg, and need to have
in the same directory seldata.src and ghmnl.src (these two files containing
procedures are inserted in jagmnl1.prg by a #include statement) and dataset
jaggia.asc.

Program seldata.src: Needed to run all the following
programs (selects subset of Gauss data set)
Program ghmnl.src: Needed to run the following
programs (gradient and hessian)
Gauss binary logit MLE example: Gauss program
using maxlik for takeover bids
Gauss binary logit MLE example: Gauss output
for program
Gauss 3-choice multinomial logit MLE example:
Gauss program using maxlik for takeover bids
Gauss 3-choice multinomial logit MLE example:
Gauss output for program

The following Gauss code **data on takeover bids** which you need to
retrieve from:

Linear fixed effects panel data follows. To run this program you need to
have in the same directory seldata.src (inserted in hhgpan1.prg with an #include
statement) and the dataset patr7079.dat.
A. Colin Cameron / UC-Davis Economics / http://www.econ.ucdavis.edu/faculty/cameron