Re: [Gretl-devel] an Odd example with restrict -- NA as a standard error
On Sat, 17 Nov 2012, Allin Cottrell wrote:
On Sat, 17 Nov 2012, Lee Adkins wrote:
> I've encountered the following "feature." restrict is putting NA into
the
> standard error rather than 0, making it impossible to retrieve the
> estimated standard errors as a matrix (or anything else). Is this as
> intended?
[...]
Here, the computed variance of the restricted estimator has a
negative diagonal entry, so you get a NaN among the standard errors.
However, maybe we should return the resulting matrix as $stderr,
NaNs and all:
I guess that matrix usage has become so ubuquitous in the modern usage of
gretl that restrictions to non-numerical entries in matrices now feel a
bit anachronistic. Should we remove the "skip_missing" setting?
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Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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