Re: [Gretl-devel] bug when using gmm
On Sat, 31 May 2008, Sven Schreiber wrote:
However, I'm wondering whether the updated weight matrix
shouldn't
rather be stored in some internal gretl variable instead of what the
user passed as the *initial* weights.
If you need something like that, you can do it "by hand":
matrix W0 = (whatever)
matrix W = W0
gmm
...
weights W
...
end gmm --iterate
Are there any other cases where a user-defined variable is implicitly
altered by gretl?
Lots. For example,
scalar a = 0
mle ...
params a
end mle
Same goes for gmm and nls.
IMHO at least it should be stated explicitly in the manual --
but I confess I haven't checked and I can very well imagine that
it is already mentioned there.
Thanks for the idea. I'd already planned to do some work on the manual
this weekend. I'll throw this in.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti