[Gretl-devel] more system stuff (Re: Re: very minor $xlist documentation bug)

Am 07.01.2021 um 18:06 schrieb Sven Schreiber: And yet another thing in the equation system area; consider this example script: <hansl> open denmark system equation LRM 0 LRY # 2 RHS terms equation IBO 0 IBO(-1) seasonals() LRY(-2) # nominally 7 RHS terms end system estimate system method=ols # of course S4 is dropped from eq2 bundle bs = $system eval $coeff # contains 2+7 elements, _last_ one zero! eval bs.list2 # contains 7 RHS elements, S4 penultimate </hansl> OK, what do I mean? S4 is auto-dropped from eq2 due to collinearity, fine. First question: should $coeff really contain a zero coefficient for it? I guess it could, but OTOH the standard gretl printout does not include dropped regressors showing zero coefficients. Also, in the plain single-equation case gretl's $coeff does _not_ contain such an extra entry. So I think the extra zero should be scrapped from $coeff in the system case. Next, the auto-dropping of S4 is not reflected in the equation's variable list ($system.list2, nor in .xlist or .instr_vars, by the way). Again, I think it should be removed, for example for consistency with ols and the plain $xlist there. If for some reason these items were not removed, the ordering should be matched, which is not the case currently. (See above, last entry vs. penultimate entry.) I hope that's it about issues with the system command :-) cheers sven