[Gretl-devel] Re: qrdecomp with column pivoting?
On Sun, Jun 5, 2022 at 10:21 AM Riccardo (Jack) Lucchetti
<p002264(a)staff.univpm.it> wrote:
On Sun, 5 Jun 2022, Riccardo (Jack) Lucchetti wrote:
> Very nice counterxample, Sven, kudos for that. Let me think about it.
In fact this bug also affects the dropcoll() built-in function:
<hansl>
nulldata 4
series z = 0
series x = 1 | zeros($nobs - 1,1)
list X = z x
D = dropcoll(X)
list print D
</hansl>
So yeah, we need to give this proper consideration.
I tend to think these are different error conditions: (a) the input
contains exactly collinear data, and (b) one or more of the input
series/columns are all zero.
The second case is already caught for series input to most estimators:
we flag an error if any regressor is all zeros, before checking for
perfect collinearity.
I suppose dropcoll() could add a first check for any list element
being all-zero. Though in most cases this would be a waste of time.
Allin