Am 12.07.2019 um 16:15 schrieb Allin Cottrell:
Neither stata nor R reject this specification, but the
"arguably
strange" output from gretl is indeed an artifact of sub-par numerical
precision in the unbalanced case using Cholesky decomposition. I've
switched to QR for this task and we now show something similar to
stata:
...
coefficient std. error t-ratio p-value
-------------------------------------------------------
const 5.12318 0.00000 NA NA
INDOUTPT 0.00000 0.00000 NA NA
Mean dependent var 5.123181 S.D. dependent var 2.678095
Ah, very good, this looks much "better", thanks.
foreign language=stata --send-data=L
xtset unit time
foreign language=R --send-data=L
Something else: BTW, the guide mentions that --send-data is not
available with Ox, but is silent for the Python case. Actually Artur and
I are working (not too hard) on more tools for passing stuff to Python,
but enabling --send-data would also be nice. What Python/numpy functions
would you need to make this work?
thanks
sven