--------------------------------------
genr DivisiaQ = sw1*dq1 + sw2*dq2 + sw3*dq3 + sw4*dq4
genr wdq1 = sw1*dq1
genr wdq2 = sw2*dq2
genr wdq3 = sw1*dq3
genr wdq4 = sw2*dq4
genr rqa = wdq1+wdq2+wdq3+wdq4

system name="Rotterdam"
equation wdq1 DivisiaQ dp1 dp2 dp3 dp4
equation wdq2 DivisiaQ dp1 dp2 dp3 dp4
equation wdq3 DivisiaQ dp1 dp2 dp3 dp4
end system

restrict "Rotterdam"
b[1,2]+b[1,3]+b[1,4]+b[1,5]=0
b[2,2]+b[2,3]+b[2,4]+b[2,5]=0
b[3,2]+b[3,3]+b[3,4]+b[3,5]=0

b[1,3]-b[2,2]=0
b[1,4]-b[3,2]=0
b[2,4]-b[3,3]=0
end restrict

estimate "Rotterdam" method=sur --iterate
estimate "Rotterdam" method=3sls --iterate
------------------------------------------------------------------

estimation result

in this case I have the following estimation summery

theta	p1	p2	p3	p4
0.59364	−0.1118	0.018	0.51994	−0.4262
0.03605	0.018	−0.0070	−0.0279	0.01695
0.33327	0.51994	−0.0279	−1.8410	1.349
0.03704	−0.4262	0.01695	1.349	−0.9398

On Sun, Jan 8, 2012 at 11:00 AM, <gretl-users-request@lists.wfu.edu> wrote:

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Today's Topics:

1. Different coefficient in ISUR (caspisun@gmail.com)
2. Re: Different coefficient in ISUR (Cottrell, Allin)

----------------------------------------------------------------------

Message: 1
Date: Sun, 8 Jan 2012 01:09:04 -0600
From: "caspisun@gmail.com" <caspisun@gmail.com>
Subject: [Gretl-users] Different coefficient in ISUR
To: gretl-users@lists.wfu.edu
Message-ID:
<CAGn_d0vaP08adKzmyuQhEviQTbuwHw3b1dzm6Gpk+nEMJDf2Tw@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
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------------------------------

Message: 2
Date: Sun, 8 Jan 2012 16:49:23 +0000
From: "Cottrell, Allin" <cottrell@wfu.edu>
Subject: Re: [Gretl-users] Different coefficient in ISUR
To: Gretl list <gretl-users@lists.wfu.edu>
Message-ID:
<CA+BOgOCH9SJWrHwoYVX4FGpXQXZN=C0q5D-9N=DzTC=BGT=zdw@mail.gmail.com>
Content-Type: text/plain; charset=ISO-8859-1

On Sun, Jan 8, 2012 at 7:09 AM, caspisun@gmail.com <caspisun@gmail.com> 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

------------------------------

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End of Gretl-users Digest, Vol 60, Issue 6
******************************************

	theta	pi1	pi2	pi3	pi4
[1,]	0.44711	−0.9208	0.04375	0.87236	0.00473
[2,]	0.04094	0.04375	−0.0090	−0.0372	0.00242
[3,]	0.50526	0.87236	−0.0372	−0.8277	−0.0074
[4,]	0.00669	0.00473	0.00242	−0.0074	0.00029