Re: [Gretl-users] sub-sampling panel data to time series
Thank you for the prompt reply and fix.It works fine for ols now.
I am sorry if I push it too much, but the same problem may still exist for the nls
estimation.
I understand that "restrict" command is still new to nls.
<script>
open greene14_1.gdt
logs C Q
scalar a = 1
scalar b = 1
scalar c = 1
scalar d = 1
diff l_C l_Q
lags l_C l_Q
loop i=1..6 --quiet
smpl unit=i --restrict
nls d_l_C = a + b*d_l_Q + c*(l_C_1 - d*l_Q_1)
deriv a = 1
deriv b = d_l_Q
deriv c = l_C_1 - d*l_Q_1
deriv d = -c*l_Q_1
end nls
restrict
b2 = 1
end restrict
smpl --full
endloop
</script>
Best regards,
Yuniarto Hadiwibowo
----- Original Message ----
From: Allin Cottrell <cottrell(a)wfu.edu>
To: Gretl list <gretl-users(a)lists.wfu.edu>
Sent: Sat, December 19, 2009 2:31:59 AM
Subject: Re: [Gretl-users] sub-sampling panel data to time series
The problem was this: the fact that the dataset was sub-sampled
was not being recorded on the model produced by the ols command.
This was specific to models estimated within loops, and it's now
fixed in CVS. There will be a new Windows snapshot with the fix
applied tomorrow.
Allin Cottrell