[Gretl-devel] LIML glitch

Hi all, I just tried running tsls with the --liml option on a just-identified equation. As is well-known, this should return the same results as ordinary 2sls. For some reason, I'm getting an error: I suspect this is linked to the fact that there's no constant term in the model. I don't have time to debug this myself today, but maybe somebody else can. Here's s simple script exposing the problem: <hansl> nulldata 100 series w = uniform() series x = normal() series y = normal() tsls y const x ; const w tsls y const x ; const w --liml # this works tsls y x ; w tsls y x ; w --liml # this doesn't </hansl> ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------