Re: [Gretl-users] strange R^2 with TSLS
Riccardo (Jack) Lucchetti schrieb:
Ok, folks, nothing to worry about; tsls does work as it should. I was
just
unaware of the fact that if the constant is in the regressor list, it
gets automatically added to the instrument list if not already present.
...
.
So, unless someone steps up in the next couple of days giving me a
good reason for not doing it, I'll remove this feature from CVS (it's
easy to revert the change if needed).
I share your view about this. However,
it's a backwards-incompatible
change and might break existing scripts. Maybe for some future release
(2.0?) that argument shouldn't count anymore, but until then I'd say
it's a pretty strong point.
On the original issue of R^2, I'll file the bug report soon.
thanks,
sven