Re: [Gretl-users] One Step GMM and TSLS

Yeah Sven, I hope to get numerically identical results. Beyond this wish, I also hope to get the Sargan OIR test results( which do not appear in my GMM approach) ------------------------------------------------------------------------ *From:* Sven Schreiber <svetosch(a)gmx.net&gt; *To:* gretl-users(a)lists.wfu.edu *Sent:* Wednesday, October 26, 2011 10:29 AM *Subject:* Re: [Gretl-users] One Step GMM and TSLS So it does run it seems. What's your aim now? To get numerically identical results, but why? Or are you worried that the results are "too" different? (In which case presumably it's not a gretl problem, but a matter of your application.) cheers, sven Am 10/26/2011 10:13 AM, schrieb Anutechia Asongu: > Thanks Sven, I'm tried the option but results are different. > > ------------------------------------------------------------------------ > *From:* Sven Schreiber <svetosch(a)gmx.net <mailto:svetosch@gmx.net>> > *To:* gretl-users(a)lists.wfu.edu <mailto:gretl-users@lists.wfu.edu> > *Sent:* Wednesday, October 26, 2011 10:10 AM > *Subject:* Re: [Gretl-users] One Step GMM and TSLS > > Well if it makes any sense in your context, maybe you could restrict the > sample "manually" (= --no-missing) and then apply GMM. Haven't tested > this though. > > hth, > sven > > Am 10/26/2011 10:00 AM, schrieb Anutechia Asongu: >> 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 <mailto:r.lucchetti@univpm.it> > <mailto:r.lucchetti@univpm.it <mailto:r.lucchetti@univpm.it>>> >> *To:* Gretl list <gretl-users(a)lists.wfu.edu <mailto:gretl-users@lists.wfu.edu> > <mailto:gretl-users@lists.wfu.edu <mailto: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 >> Università Politecnica delle Marche >> >> r.lucchetti(a)univpm.it <mailto:r.lucchetti@univpm.it> <mailto:r.lucchetti@univpm.it <mailto:r.lucchetti@univpm.it>> > <mailto:r.lucchetti@univpm.it <mailto:r.lucchetti@univpm.it> <mailto:r.lucchetti@univpm.it <mailto:r.lucchetti@univpm.it>>> >> http://www.econ.univpm.it/lucchetti >> _______________________________________________ >> Gretl-users mailing list >> Gretl-users(a)lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu> <mailto:Gretl-users@lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu>> > <mailto:Gretl-users@lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu> <mailto:Gretl-users@lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu>>> >> http://lists.wfu.edu/mailman/listinfo/gretl-users >> >> >> >> _______________________________________________ >> Gretl-users mailing list >> Gretl-users(a)lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu> <mailto:Gretl-users@lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu>> >> http://lists.wfu.edu/mailman/listinfo/gretl-users > > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu> <mailto:Gretl-users@lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu>> > http://lists.wfu.edu/mailman/listinfo/gretl-users > > > > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu> > http://lists.wfu.edu/mailman/listinfo/gretl-users _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu> http://lists.wfu.edu/mailman/listinfo/gretl-users _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users