Re: [Gretl-devel] different beh... an attempt for clarification
Using hansl there should be
something of this kind inside:
check1 = inlist($model.instlist,const)
if !check1
$model.instlist = $model.instlist const
endif
check2 = nelem($model.instlist - $xlist) - nelem($model.endolist)
if (check2 < 0)
funcerr "order condition for identification failed"
endif
It seems the c code has
the reverse order of c
analogues of computing
check1 and check2
Oleh
10 жовтня 2017, 19:37:02, від "Riccardo (Jack) Lucchetti"
<r.lucchetti(a)univpm.it>:
On Tue, 10 Oct 2017, > oleg_komashko(a)ukr.net wrote:
> mt1 <- tsls y 0 y1 y2 x1 x2; x1 x2 z1 z2 z3
> mt1a <- tsls y 0 y1 y2 x1 x2; 0 x1 x2 z1 z2 z3
> # mt1 and mt1a gives the same
If this is what surprises you, there is a very simple explanation: if
there is a constant among the regressors but not among the instruments, it
is added automatically. This makes good sense to me, but in fact someone
(I can't remember whether it was Allin or myself) added the following
comment in the C source (line 386 in tsls.c, if anyone's interested):
/* found const in reglist but not instlist:
needs fixing -- or is this debatable? */
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti@univpm.ithttp://www2.econ.univpm.it/servizi/hpp/lucchetti
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