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

Thank you for answer I have checked the again my estimation procedure... and I noticed that there is the some mistake in AIDS case... that means that the estimated coefficients of AIDS model regressed by GRETL has the same coefficient... It is almost same in the 4th digit. But the Rotterdam Case...I am not sure.. maybe there is a mistake on the estimation...method...I lost my confidence on it anyway..following is the code I wrote and I attached the data ----------------------------------------------------------------------- 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 genr ddp1=dp1-dp4 genr ddp2=dp2-dp4 genr ddp3=dp3-dp4 system name="Rotterdam" equation wdq1 DivisiaQ ddp1 ddp2 ddp3 equation wdq2 DivisiaQ ddp1 ddp2 ddp3 equation wdq3 DivisiaQ ddp1 ddp2 ddp3 end system restrict "Rotterdam" 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 But from R and RATS I have 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