[Gretl-users] One Step GMM and TSLS
Hi All,
Can't one-step GMM that is compatible with TSLS be performed with missing
values?. Indeed I'm using TSLS and should like to use one-step GMM for robustness
test. Please is there a way one can turn-around this "missing values
encountered....." spectre that keeps hunting me?
________________________________
From: Riccardo (Jack) Lucchetti <r.lucchetti(a)univpm.it>
To: Gretl list <gretl-users(a)lists.wfu.edu>
Sent: Wednesday, October 26, 2011 9:27 AM
Subject: Re: [Gretl-users] Linear Regression
On Wed, 26 Oct 2011, Sven Schreiber wrote:
b is the coefficient -- if you have trouble finding it in the output,
I
predict some wonderful weeks ahead for you in which you will discover
the beautiful world of econometrics.
:-D
As for the different R2, you would need to post an example. This
stuff
is so standard that I'm willing to bet a large amount of money that if
you compare the correct numbers, they will be the same. My first guess
is different effective samples.
Or perhaps, constant/no constant.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
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