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@univpm.it>
To: Gretl list <gretl-users@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
UniversitÓ Politecnica delle Marche

r.lucchetti@univpm.it
http://www.econ.univpm.it/lucchetti
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