Thanks a lot :)

On 10.7.2011. 17:14, Riccardo (Jack) Lucchetti wrote:
On Sun, 10 Jul 2011, Davor Horvatic wrote:

First short question:

How to get gig_estimate coefficients ?
I tried as:

b = gig_setup(y,3)

matrix g4 = $coeff


g4 = $coeff[3]

but I get this error code:

? matrix g4 = $coeff
The statistic you requested is not available

The coefficient vector is one of the bundle elements (see the pdf help file for details). In short, you should get what you want by

  b = gig_setup(y,3)
  c = b["coeff"]
  g4 = c[3]

Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche

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