Re: [Gretl-users] using lags
Raz Lev schrieb:
hi again,
I am working on a script for a gmm estimation.
some of my variables are used in lags in some of the equations of the
model I am trying to estimate.
When I try running the script I receive an error saying that missing
values were encountered. I have checked (using ok) that the input series
have no missing values in them.
I therefore suspect this might be happening when trying to use the lag
for the first observation in the series.
Could this be the reason or does gretl 'know' how to handle this (skip
the first observation maybe?)? If it could be the cause, any suggestions
on handling it would be much appreciated.
I think you're right, so you would have to reduce the sample
accordingly. To verify that the assumption is correct, I suggest to do
this by hand. Later you could add something like
smpl --no-missing inputvar(-3)
or maybe
smpl +3 0
#(according to the help, this may not work, but I think it would be nice
if it did)
(and revert back to the old sample with 'smpl full')
See the built-in command help for smpl.
please report back if and what worked
cheers,
sven