Re: [Gretl-users] RE: Omit exogenous variables - bug?
Yes,
I just downloaded the latest version for Windows from Wake forrest.
Yes, I can send you my dataset but the same error comes out with another
dataset. All datasets I have already used with previous versions.
Cases:
1. I try to omit only one variable for example a trend - the error comes
out.
2. I try to omit 2 variables for example variable X and a trend - there is
no error
3. I try to omit again 2 variables but this time variable X and a constant -
there is no error but in Gretl output stays that I have omited variable X
and a trend. This is wrong i.e. this I done in case 2.
From: "Riccardo Jack" Lucchetti""
<r.lucchetti(a)univpm.it>
Reply-To: r.lucchetti(a)univpm.it, Gretl list
<gretl-users(a)ricardo.ecn.wfu.edu>
To: "Gretl list" <gretl-users(a)ricardo.ecn.wfu.edu>
Subject: Re: [Gretl-users] RE: Omit exogenous variables - bug?
Date: Mon, 6 Feb 2006 13:36:24 +0100 (CET)
On Mon, February 6, 2006 13:30, john w wrote:
> Hi,
> I just tried "omit exogenous variables" in VAR.
> I estimated VAR with const, trend and one exogenous variable.
> I tried to omit just one of the three available variables on the list
and I
> get the message: "Exact or near collinearity encountered".
> Why is that?
> Also in Gretl output names of selected and omited variables are not the
> same.
>
This is strange. Are you using the most recent version? Things appear to be
working ok here. Could you post your data or send them to me privately so I
can see what's going on?
> Ps. VAR lag selection is now great.
Thanks.
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
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