Re: [Gretl-devel] Calling GMM from libgretl

On Sat, 2 Jun 2012, Evan Miller wrote: > I am using libgretl in a C program and wish to perform an IV > regression via GMM. Here is the relevant code: > >    DATASET *data_set = create_new_dataset(nvar, nobs, 0); > >    for (i=0; i<nvar; i++) { >        for (j=0; j<nobs; j++) { >            dset_set_data(data_set, i, j, x[i*nobs+j]); >        } >    } > >   ... create list using -100 as a separator ... Best to use the LISTSEP macro. > >  MODEL model_results = ivreg(list, data_set, OPT_G); > > > When I first tried it, I got this error: > > realgen: exiting on expr() error 19 > genr_compile: genrs[0] = 0x0, err = 19 > formula: 'gmm___e = const-(b0+b1*+b2*+b3*+b4*+b5*+b6*+b7*+b8*+b9*)' > > nls_genr_setup failed > > Apparently variables without names were a big no-no, In the context of GMM or NLS, yes, we need the names. > so I named the variables in my data set by writing to > data_set->varnames. Now I get this error: > > realgen: exiting on lex() error 15 > genr_compile: genrs[0] = 0x0, err = 15 > formula: 'gmm___e = > var0-(b0+b1*var5+b2*var6+b3*var7+b4*var8+b5*var9+b6*var10+b7*var11+b8*var12+b9*var13)' > The symbol 'var0' is undefined > nls_genr_setup failed > > What am I doing wrong? I am using libgretl 1.9.8 on a Mac. The series in position 0 in the dataset is "reserved". It is automatically filled with 1s and named "const"; if you give it any other content or rename it this will cause trouble. Allin Cottrell _______________________________________________ Gretl-devel mailing list Gretl-devel(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-devel