Re: [Gretl-devel] Proposal for function package cleanup

Dear Sven, The feasible GLS comes from Wooldridge's Introductory Econometrics: A Modern Approach, 4th ed., Chapter 8, example 8.7. Actually, Wooldridge two ways of correcting for heteroskedasticity. The fgls.gfn package was intended to implement those two ways (but the other is not finished yet). I wrote fgls.gfn because I can't use gretl's default "wls" or "hsk" to replicate the example in Wooldridge's example. That is why. I did not attached Wooldridge's smoke.gdt since I am not sure the data is proprietary or not. Though the data was obtained from gretl official site ( http://gretl.sourceforge.net/win32/), wooldridge_data.exe <http://sourceforge.net/projects/gretl/files/datafiles/wooldridge_data.exe... . Will fgls.gfn be back on gretl's server? Thanks. Yi-Nung 2015-07-13 15:13 GMT+08:00 Sven Schreiber <svetosch(a)gmx.net&gt;: