Hi,
I've noticed that in contrast to 'ols' the 'var' command is not clever
enough to see when a regressor is linearly redundant. Example:
<hansl>
nulldata 10
setobs 1 1 --time-series
series x = normal()
series y = 0
var 1 x y # error matrix not pos.def.
</hansl>
The error message appears to refer to X'X and is coming from gretl's
internals. Maybe some pre-checks would be good, similar to what 'ols' does.
thanks,
sven