When I estimate a (highly correlated) bivariate model (providing the
--robust and --cluster options) throught the GUI and try to save the $yhat matrix through
the console, I got the same (not so) error message:
> The statistic you requested is not available
>>> genr series predict_external = $yhat[,1]
Instead, when I estimate the model through the console (or script) everything works
fine
???
Hold on, a second, let me get this straight: unless I'm mistaken,
you're
estimating a model through the GUI and then try to acces its $yhat via
console, is that right?
Absolutely right!
Well, you can't do that.
Ops, I used to know gretl holds "in memory" the $-statistics from the
last model estimated :(
What you can do is: from the GUI, save the model
as an icon (let's say you call it "moo"), and then you can access $yhat
via the "moo.$yhat" syntax.
It works pretty fine.
Many thanks,
Artur