Re: [Gretl-devel] Bug in wls?
On Wed, 2 Apr 2014, Riccardo (Jack) Lucchetti wrote:
On Wed, 2 Apr 2014, Ignacio Diaz-Emparanza wrote:
> I think these two estimations should give the same estimated coefficients,
> if I am not missing something: [...]
I think you're right. I'll have a look as soon as possible (not before
tomorrow, though).
Yes, right enough. The coefficients Ignacio got from wls were in fact OLS
coefficients (and the auxiliary statistics were therefore royally screwed
up). That's now fixed in CVS.
Allin