I am not sure how to choose a smaller sample or fill in the blanks once I have already made it this far?

Thanks

-----Original Message-----
From: gretl-users-bounces@lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] On Behalf Of Allin Cottrell
Sent: Wednesday, April 13, 2011 12:52 PM
To: Gretl list
Subject: Re: [Gretl-users] GMM Instruments Lagged Independent Variables

On Wed, 13 Apr 2011, Dempsey, Keely wrote:

> I am trying to estimate GMM using lagged (-1) values of the two

> independent variables in my equation as instruments. When I try

> to estimate an error message saying "missing values" appears.

> Does anyone know how to correct this?

You need to (a) fill in the holes in your data set, or (b) choose

a smaller sample that contains no missing values after defining

the lags.

Allin Cottrell

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