[Gretl-devel] Re: [Gretl-users] strange R^2 with TSLS

Riccardo (Jack) Lucchetti schrieb: > > > Ok, folks, nothing to worry about; tsls does work as it should. I was just > unaware of the fact that if the constant is in the regressor list, it gets > automatically added to the instrument list if not already present. ... > . > > So, unless someone steps up in the next couple of days giving me a good > reason for not doing it, I'll remove this feature from CVS (it's easy to > revert the change if needed).

I share your view about this. However, it's a backwards-incompatible change and might break existing scripts. Maybe for some future release (2.0?) that argument shouldn't count anymore, but until then I'd say it's a pretty strong point.