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,
predict some wonderful weeks ahead for you in which you will discover
the beautiful world of econometrics.
As for the different R2, you would need to post an example. This
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
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