[Gretl-devel] Re: panel FE with constant dep var: what does gretl do?
Am 12.07.2019 um 20:05 schrieb Allin Cottrell:
On Fri, 12 Jul 2019, Sven Schreiber wrote:
> OK, so it's not a pure within transformation. But still: If
the dep var
> is constant and non-zero, we set all other regressor coeffs to zero
> (except the constant term). Fine. But if the dep var is all zeros, one
> could also set all regressor coeffs to zero, including the constant,
> instead of throwing an error. What makes the former case that much
> different from the latter? (The estimated residuals vanish in both
> cases.)
True. But if a user runs a regular regression in which the dependent
variable is all zeros it's surely a safe bet that he or she has made a
mistake. Nothing informative can come out of it other than that conveyed
by gretl's "all zeros" error message.
Right. The point is more pragmatic in a programming context, as opposed
to interactive use: We came across it with the wooldridge_test_serial
package. It's just a matter of how to handle the strange corner case. As
things stand, gretl throws an error which interrupts everything. So the
authors would have to use 'catch' to continue gracefully after that error.
The alternative would be to allow the all-zeros case and then the
program could continue without an explicit 'catch'.
(However, since the package wouldn't want to require gretl 2019d, they
need to go the 'catch' way in any case, I guess.)
cheers
sven