Re: [Gretl-users] Gretl-users Digest, Vol 60, Issue 6

Send Gretl-users mailing list submissions to gretl-users(a)lists.wfu.edu To subscribe or unsubscribe via the World Wide Web, visit http://lists.wfu.edu/mailman/listinfo/gretl-users or, via email, send a message with subject or body 'help' to gretl-users-request(a)lists.wfu.edu You can reach the person managing the list at gretl-users-owner(a)lists.wfu.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Gretl-users digest..." Today's Topics: 1. Different coefficient in ISUR (caspisun(a)gmail.com) 2. Re: Different coefficient in ISUR (Cottrell, Allin) ---------------------------------------------------------------------- Message: 1 Date: Sun, 8 Jan 2012 01:09:04 -0600 From: &quot;caspisun(a)gmail.com&quot; <caspisun(a)gmail.com&gt; Subject: [Gretl-users] Different coefficient in ISUR To: gretl-users(a)lists.wfu.edu Message-ID: <CAGn_d0vaP08adKzmyuQhEviQTbuwHw3b1dzm6Gpk+nEMJDf2Tw(a)mail.gmail.com > Content-Type: text/plain; charset="iso-8859-1" Hi all. I need helps and suggestion. I have estimated the AIDS(almost ideal demands system) and Rotterdam demand system using Iterative SUR(Seeming Unrelated Regression) and 3SLS. Recently, I have found that the estimated result from "Gretl" are quite different from the Other package (Such as R, RATS) In case of R and RATS...the estimated coefficient are same exactly. after I imposing the restriction on the model... the estimated coefficient are exactly same.... But in CASE of GRETL....the estimated coefficient are different from above software. In my thought, it should be same if the estimation method is right. Of course, I have double check the model I estimated...No problems on it Any suggestion? or can you give answers..why this kinds of situation happened? or is it error in the method? Sincerely Sung Jin Lim -------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.wfu.edu/pipermail/gretl-users/attachments/20120108/27594a0f/... ------------------------------ Message: 2 Date: Sun, 8 Jan 2012 16:49:23 +0000 From: "Cottrell, Allin" <cottrell(a)wfu.edu&gt; Subject: Re: [Gretl-users] Different coefficient in ISUR To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Message-ID: <CA+BOgOCH9SJWrHwoYVX4FGpXQXZN=C0q5D-9N=DzTC=BGT=zdw(a)mail.gmail.com > Content-Type: text/plain; charset=ISO-8859-1 On Sun, Jan 8, 2012 at 7:09 AM, caspisun(a)gmail.com <caspisun(a)gmail.com&gt; wrote: > > I have estimated the AIDS(almost ideal demands system) and Rotterdam demand > system using Iterative SUR(Seeming Unrelated Regression) and 3SLS. > Recently, I have found that the estimated result from "Gretl" are? quite > different from the Other package (Such as R, RATS) > > In case of R and RATS...the estimated coefficient are same exactly. > after I imposing the restriction on the model... > the estimated coefficient are exactly same.... > > But in CASE of GRETL....the estimated coefficient are different from above > software. > > In my thought, it should be same if the estimation method is right. > Of course, I have double check the model I estimated...No problems on it > > Any suggestion? > or can you give answers..why this kinds of situation happened? > or is it error in the method? We can't answer this without seeing your model and data. Perhaps you can post a script specifying the model. If the data file is too big to post here, you can send it to me off-list (cottrell at wfu.edu). Allin Cottrell ------------------------------ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users End of Gretl-users Digest, Vol 60, Issue 6 ******************************************