Dear Gretl-users,
I have to test by LM this vector of variables Y=[g t y n]'. Thus, I create a system with 4 equations, each one includes some lagged variable of one of the variables in Y.
1st step: I run an ols and save the residual by "genr res=$yhat", also I have to save
the matrix residual sum of squares. To do the latter I use to transform into X'X my residual.
2nd step: I need to regress the residuals on some other variables (i.e. g*c)
At this step I have a problem: I cannot regress the residual on covariates because "the residual is not a variable".
Can you suggest me how to solve this problem in Gretl?
Thanks
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> Date: Thu, 10 Oct 2013 10:33:54 -0400
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