Hi,
I tried to replicate in gretl exercise with variable orthogonalization
explained in
https://www.stata.com/manuals13/rorthog.pdf
but after running the script (dataset in attachment):
<hansl>
set verbose off
list X = const length weight headroom trunk
X_orth = qrdecomp({X})
series olength = X_orth[,2]
series oweight = X_orth[,3]
series oheadroom = X_orth[,4]
series otrunk = X_orth[,5]
ols price X --simple
ols price const olength oweight oheadroom otrunk --simple
</hansl>
the only identical coefficient is for const.
What am I doing wrong?
Regards,
Marcin
--
Marcin Błażejowski