Re: [Gretl-users] system estimation on large cross-section problem under win XP
On Tue, 20 Apr 2010, Sven Schreiber wrote:
Franck Nadaud schrieb:
> Dear gretl listers, greetings from Paris !
>
> I am currently doing some system estimation with a large cross section under
> win XP on GRETL 1.8.7 (GUI). My problem is the following...
[snip]
> system name=AIDS
> equation WLOG_W ... variables
> equation WCAR_W ... variables
> end system
> restrict AIDS
> b[1,3]-b[2,2]=0
> end restrict
> estimate AIDS method=ols --iterate
I don't understand the combination of OLS and --iterate (but haven't
checked the manual I admit)
The --iterate option is ignored for OLS; it is used only if the
estimation method is SUR or 3SLS.
> however when i run this small segment, gretl crashes and i dont
see why.
in any case, of course it shouldn't crash.
No. I trust we can find out why, though we may need a test script
since Jack's variant works OK, if not wrapped in a loop.
> Another remark: in my program, after the system estimation,
there is a lot of
> matrix / series computations but I am not sure if GRETL can handle matrices
> indexing under smpl commands.
the matrices aren't affected by subsampling. However, the series of
course are.
I'm not quite sure what Franck means here, but if the data are
subsampled then a command like
matrix m = y
(where y is a series) will transcribe to m only the current
sample range.
Allin Cottrell