This is a follow-up to Sven's posting at
http://lists.wfu.edu/pipermail/gretl-devel/2012-January/003663.html
I've added a chapter on "Multivariate models" to the User's
Guide. I haven't got very far with it yet, but I've included
the material Sven posted. However, before we lock this in I
think maybe we can improve things a little.
1) In gretl 1.9.7 the option of creating an "anonymous system"
(i.e. using the "system" command with neither assignment to a
name or a "method=whatever" tag) is confined to functions. But
it strikes me: why shouldn't this be available for scripting
in general? If you're not interested in creating a GUI session
icon, why should you have to name a system?
2) Also in 1.9.7, having defined an anonymous system you are
required to use the dummy name "$system" if you want to access
the system for the "restrict" or "estimate" commands, as in
estimate $system method=sur
This seems a bit clunky. Shouldn't such commands just work on
the last-defined system by default?
So, I'm proposing that one should be able to do the following
sort of thing, either inside or outside of functions (with or
without the "restrict" bit):
<hansl>
system
equation y1 0 x1
equation y2 0 x2
end system
restrict
b[1,2] - b[2,2] = 0
end restrict
estimate method=sur
</hansl>
Does anyone see a downside to this?
Allin