Dear gretl users and experts,

I am shifting part of my (formerly EViews-based) teaching material into gretl for a newly designed undergraduate course. One of the things I intended to do was to  run a little Monte Carlo study to explain the concept of simulation.

I used the code from the E-Book by Lee Adkins:

open "c:\Program Files\gretl\data\poe\food.gdt"

set seed 3213798

loop 100 -- progressive

genr u = 88*normal()

genr y1 = 80 + 10*x + u

ols y1 const x

genr b1 = $coeff(const)

genr b2 = $coeff(x)

genr s1 = $stderr(const)

genr s2 = $stderr(x)

# 2.024 is the .025 critical value from the t(38) distribution

genr c1L = b1 - 2.024*s1

genr c1R = b1 + 2.024*s1

genr c2L = b2 - 2.024*s2

genr c2R = b2 + 2.024*s2

genr sigma = $sigma

genr sig2 = sigma*sigma

print b1

print b2

store cicoeff.gdt b1 b2 s1 s2 sig2 c1L c1R c2L c2R

endloop

Unfortunately gretl (newly installed, new version) crashes with an „internal error“ – but I had no chance to see why. The program is shut down.

Help is very welcome.

Kind regards, Ulrich Fritsche